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Article: An efficient frontier analysis for the GenCo multi-trading strategy: Part two algorithm design

TitleAn efficient frontier analysis for the GenCo multi-trading strategy: Part two algorithm design
發電商多交易策略的有效前沿分析: (二)算法的實現
Authors
KeywordsEfficient frontier
Electricity market
Generation company
Mathematical optimization
Multi-trading strategy
Risk management
Issue Date2007
PublisherNARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx
Citation
Dianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 14, p. 31-37, 42 How to Cite?
電力系統自動化, 2007, v. 31 n. 14, p. 31-37, 42 How to Cite?
Abstract
In a deregulated environment, rationally diversifying the generation capacity in different trading types can help generation companies (GenCos) increase return and control risk. With regard to the difficulty in choosing a proper weight between risk and return in the research on the GenCo multi-trading strategy (GMTS), this paper develops a new computer-aided decision making tool based on the GMTS efficient frontier. The solution methodology of GMTS efficient frontier is thoroughly studied and a practical algorithm is designed. The validity and computation speed of the proposed algorithm is tested by a case study based on real world market data. Model analysis and simulation results both show that the proposed methodology has the advantages of applicability, reliability, flexible modeling and the convenience of controlling the computation time and precision.
DescriptionThe article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200703177&flag=1
Persistent Identifierhttp://hdl.handle.net/10722/155386
ISSN
2013 SCImago Journal Rankings: 1.066
References

 

DC FieldValueLanguage
dc.contributor.authorFeng, Den_HK
dc.contributor.authorGan, Den_HK
dc.contributor.authorZhong, Jen_HK
dc.contributor.authorNi, Yen_HK
dc.date.accessioned2012-08-08T08:33:14Z-
dc.date.available2012-08-08T08:33:14Z-
dc.date.issued2007en_HK
dc.identifier.citationDianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 14, p. 31-37, 42en_HK
dc.identifier.citation電力系統自動化, 2007, v. 31 n. 14, p. 31-37, 42-
dc.identifier.issn1000-1026en_HK
dc.identifier.urihttp://hdl.handle.net/10722/155386-
dc.descriptionThe article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200703177&flag=1-
dc.description.abstractIn a deregulated environment, rationally diversifying the generation capacity in different trading types can help generation companies (GenCos) increase return and control risk. With regard to the difficulty in choosing a proper weight between risk and return in the research on the GenCo multi-trading strategy (GMTS), this paper develops a new computer-aided decision making tool based on the GMTS efficient frontier. The solution methodology of GMTS efficient frontier is thoroughly studied and a practical algorithm is designed. The validity and computation speed of the proposed algorithm is tested by a case study based on real world market data. Model analysis and simulation results both show that the proposed methodology has the advantages of applicability, reliability, flexible modeling and the convenience of controlling the computation time and precision.en_HK
dc.languagechien_US
dc.publisherNARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx-
dc.relation.ispartofDianli Xitong Zidonghua/Automation of Electric Power Systemsen_HK
dc.relation.ispartof電力系統自動化-
dc.subjectEfficient frontieren_HK
dc.subjectElectricity marketen_HK
dc.subjectGeneration companyen_HK
dc.subjectMathematical optimizationen_HK
dc.subjectMulti-trading strategyen_HK
dc.subjectRisk managementen_HK
dc.titleAn efficient frontier analysis for the GenCo multi-trading strategy: Part two algorithm designen_HK
dc.title發電商多交易策略的有效前沿分析: (二)算法的實現-
dc.typeArticleen_HK
dc.identifier.emailZhong, J: jinzhong@hkucc.hku.hken_HK
dc.identifier.emailNi, Y: yxni@eee.hku.hken_HK
dc.identifier.authorityZhong, J=rp00212en_HK
dc.identifier.authorityNi, Y=rp00161en_HK
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-34547988987en_HK
dc.identifier.hkuros134178-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-34547988987&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume31en_HK
dc.identifier.issue14en_HK
dc.identifier.spage31en_HK
dc.identifier.epage37 & 42en_HK
dc.publisher.placeChinaen_HK
dc.identifier.scopusauthoridFeng, D=7401981343en_HK
dc.identifier.scopusauthoridGan, D=7005499404en_HK
dc.identifier.scopusauthoridZhong, J=13905948700en_HK
dc.identifier.scopusauthoridNi, Y=7402910021en_HK
dc.customcontrol.immutablejt 130409-

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