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Article: An efficient frontier analysis for the GenCo multi-trading strategy: Part two algorithm design
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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
 
AuthorsFeng, D2 3
Gan, D2
Zhong, J1
Ni, Y1 3
 
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
 
CitationDianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 14, p. 31-37, 42
電力系統自動化, 2007, v. 31 n. 14, p. 31-37, 42 [How to Cite?]
 
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.
 
DescriptionThe article can be viewed at http://aeps.sgepri.sgcc.com.cn/aeps/ch/reader/view_abstract.aspx?file_no=200703177&flag=1
 
ISSN1000-1026
2013 SCImago Journal Rankings: 1.066
 
ReferencesReferences in Scopus
 
DC FieldValue
dc.contributor.authorFeng, D
 
dc.contributor.authorGan, D
 
dc.contributor.authorZhong, J
 
dc.contributor.authorNi, Y
 
dc.date.accessioned2012-08-08T08:33:14Z
 
dc.date.available2012-08-08T08:33:14Z
 
dc.date.issued2007
 
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.
 
dc.description.natureLink_to_subscribed_fulltext
 
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.identifier.citationDianli Xitong Zidonghua/Automation Of Electric Power Systems, 2007, v. 31 n. 14, p. 31-37, 42
 
dc.identifier.citation電力系統自動化, 2007, v. 31 n. 14, p. 31-37, 42 [How to Cite?]
 
dc.identifier.epage37 & 42
 
dc.identifier.hkuros134178
 
dc.identifier.issn1000-1026
2013 SCImago Journal Rankings: 1.066
 
dc.identifier.issue14
 
dc.identifier.scopuseid_2-s2.0-34547988987
 
dc.identifier.spage31
 
dc.identifier.urihttp://hdl.handle.net/10722/155386
 
dc.identifier.volume31
 
dc.languagechi
 
dc.publisherNARI, State Power Company. The Journal's web site is located at http://www.aeps-info.com/aeps/ch/index.aspx
 
dc.publisher.placeChina
 
dc.relation.ispartofDianli Xitong Zidonghua/Automation of Electric Power Systems
 
dc.relation.ispartof電力系統自動化
 
dc.relation.referencesReferences in Scopus
 
dc.subjectEfficient frontier
 
dc.subjectElectricity market
 
dc.subjectGeneration company
 
dc.subjectMathematical optimization
 
dc.subjectMulti-trading strategy
 
dc.subjectRisk management
 
dc.titleAn efficient frontier analysis for the GenCo multi-trading strategy: Part two algorithm design
 
dc.title發電商多交易策略的有效前沿分析: (二)算法的實現
 
dc.typeArticle
 
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Author Affiliations
  1. The University of Hong Kong
  2. Zhejiang University
  3. National Key Laboratory of Power Systems in Shenzhen