A CVaR-based risk assessment method for park-level integrated energy system considering the uncertainties and correlation of energy prices
Yunfei Mu, Congshan Wang, Yan Cao, Hongjie Jia, Qingzhu Zhang, Xiaodan Yu
Topics & Concepts
CVARExpected shortfallCopula (linguistics)Energy planningRenewable energyElectricityMonte Carlo methodEconometricsComputer scienceMathematical optimizationRisk managementEconomicsEngineeringStatisticsMathematicsElectrical engineeringManagementIntegrated Energy Systems OptimizationElectric Power System OptimizationGlobal Energy Security and Policy