考虑需求响应、可再生能源和环境影响的零售电力随机优化定价

IF 1.1 Q3 BUSINESS, FINANCE
Morteza Neishaboori, Alireza Arshadi Khamseh, Abolfazl Mirzazadeh, Mostafa Esmaeeli, Hamed Davari Ardakani
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引用次数: 0

摘要

在电力行业,电力系统的经济开发一直都很重要。然而,在对上述系统进行重组并将该行业的不同部门分离为独立企业后,经济盈利变得加倍重要。本文从零售商的角度来探讨电力定价问题。零售商从电力市场、双边合同和可再生能源等不同来源供应电力,然后试图以最优价格向客户出售电力。在这里,目标函数结合了预期利润和作为风险度量的条件风险值。由于需求响应性,零售商可以使用定价工具来管理客户需求。除了客户需求外,电力市场价格和可再生能源发电量也是随机的,因此要利用机会约束编程方法的优势来应对电力平衡风险。最终,提出了基于固定和实时定价政策的机会约束和基于情景的混合方法来模拟零售电价问题。此外,储能系统被认为是增加预期利润和控制环境影响的一种工具;对于由不可再生资源供应的电力,还考虑了污染成本。通过考虑污染成本,拟议模型实现了利润最大化并降低了环境影响。为了说明所提模型的有效性,我们给出了一个数值示例并进行了求解。结果表明,通过确定每种能源的最佳销售价格和功率,可以实现利润最大化。同时,储能系统还能同时增加利润。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Stochastic optimal pricing for retail electricity considering demand response, renewable energy sources and environmental effects

Stochastic optimal pricing for retail electricity considering demand response, renewable energy sources and environmental effects

Economic exploitation of power systems has always been significant in the electricity industry. However, after restructuring the systems above and separating different sectors of this industry into independent enterprises, economic profitability became twice as important. In this paper, the issue of electricity pricing is examined from a retailer’s point of view. The retailer supplies electricity from various sources, including the electricity market, bilateral contracts, and renewable sources, and then tries to sell it to customers at the optimal price. Here, the objective function combines expected profit and the conditional value at risk as a risk measure. Because of demand responsiveness, the retailer can use pricing tools to manage customer demand. Besides customer demand, the electricity market price and power generation of renewable energy sources are stochastic, and the advantage of the chance-constrained programming approach is taken to cover the power balance risk. Eventually, a hybrid chance-constrained and scenario-based method is proposed to model the retail electricity pricing problem based on fixed and real-time pricing policies. Furthermore, the energy storage system is considered a tool to increase the expected profit and control environmental effects; pollution costs are considered for electricity supplied from non-renewable sources. The proposed model maximizes profit and reduces environmental effects by considering pollution costs. To show the effectiveness of the proposed model, a numerical example is presented and solved. Results show that profit is maximized by determining each source’s optimal selling price and power. Meanwhile, the energy storage system simultaneously increases this profit.

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来源期刊
CiteScore
3.30
自引率
18.80%
发文量
26
期刊介绍: The?Journal of Revenue and Pricing Management?serves the community of researchers and practitioners dedicated to improving understanding through insight and real life situations. Each article emphasizes meaningful answers to problems whether cutting edge science or real solutions. The journal places an emphasis disseminating the best articles from the best minds and benchmarked businesses within the field of Revenue Management and Pricing.Revenue management (RM) also known as Yield Management (YM) is a management activity that marries the diverse disciplines of operations research/management science analytics economics human resource management software development marketing economics e-commerce consumer behaviour and consulting to manage demand for a firm's products or services with the goal of profit maximisation. From a practitioner standpoint RM encompasses a range of activities related to demand management including pricing segmentation capacity and inventory allocation demand modelling and business process management.Journal of Revenue and Pricing Management?aims to:formulate and disseminate a body of knowledge called 'RM and pricing' to practitioners educators researchers and students;provide an international forum for a wide range of practical theoretical and applied research in the fields of RM and pricing;represent a multi-disciplinary set of views on key and emerging issues in RM and pricing;include a cross-section of methodologies and viewpoints on research including quantitative and qualitative approaches case studies and empirical and theoretical studies;encourage greater understanding and linkage between the fields of study related to revenue management and pricing;to publish new and original ideas on research policy and managementencourage and engage with professional communities to adopt the Journal as the place of knowledge excellence i.e. INFORMS Revenue Management & Pricing section AGIFORS and Revenue Management Society and Revenue Management and Pricing International Ltd.Published six times a year?Journal of Revenue and Pricing Management?publishes a wide range of peer-reviewed practice papers research articles and professional briefings written by industry experts - including:Practice papers - addressing the issues facing practitioners in industry and consultancyApplied research papers - from leading institutions on all areas of research of interest to practitioners and the implications for practiceCase studies - focusing on the real-life challenges and problems faced by major corporations how they were approached and what was learnedModels and theories - practical models and theories which are being used in revenue managementThoughts - assessment of the key issues new trends and future ideas by leading experts and practitionersApprentice - the publication of tomorrows ideas by students of todayBook/conference reviews - reviewing leading conferences and major new books on RM and pricingThe Journal is essential reading for senior professionals in private and public sector organisations and academic observers in universities and business schools - including:Pricing AnalystsRevenue ManagersHeads of Revenue ManagementHeads of Yield ManagementDirectors of PricingHeads of MarketingChief Operating OfficersCommercial DirectorsDirectors of SalesDirectors of OperationsHeads of ResearchPricing ConsultantsProfessorsLecturers
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