Bidding strategy design for electric vehicle aggregators in the day-ahead electricity market considering price volatility: A risk-averse approach
Yanchong Zheng, Yubin Wang, Qiang Yang
Topics & Concepts
CVARBiddingExpected shortfallEconomicsVolatility (finance)Electricity marketMarket riskComputer scienceRisk managementMicroeconomicsMathematical optimizationEconometricsElectricityFinanceMathematicsEngineeringElectrical engineeringElectric Vehicles and InfrastructureSmart Grid Energy ManagementEnergy, Environment, and Transportation Policies