Volatility of Power Grids Under Real-Time Pricing

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Real -Time Pricing Design Considering Uncertainty of Renewable Energy Resources and Thermal Loads in Smart Grids

In this paper, a novel real time pricing design is presented for Demand Response (DR) programs. A Load Serving Entity (LSE) is responsible to provide energy for flexible loads, inflexible loads and thermal loads. The LSE consider operation conditions of system and uncertainty of renewable energy resources and it designs a Real Time Price (RTP) demand response. The inflexible and thermal loads c...

متن کامل

Real Time Contingency Analysis for Power Grids

Modern power grids are continuously monitored by trained system operators equipped with sophisticated monitoring and control systems. Despite such precautionary measures, large blackouts, that affect more than a million consumers, occur quite frequently. To prevent such blackouts, it is important to perform high-order contingency analysis in real time. However, contingency analysis is computati...

متن کامل

A Integrity Attacks on Real-Time Pricing in Electric Power Grids

Modern information and communication technologies used by electric power grids are subject to cybersecurity threats. This paper studies the impact of integrity attacks on real-time pricing (RTP), an emerging feature of advanced power grids that can improve system efficiency. Recent studies have shown that RTP creates a closed loop formed by the mutually dependent real-time price signals and pri...

متن کامل

Option Pricing under Ornstein-uhlenbeck Stochastic Volatility

We consider the problem of option pricing under stochastic volatility models, focusing on the two processes known as exponential Ornstein-Uhlenbeck and Stein-Stein. We show they admit the same limit dynamics in the regime of low fluctuations of the volatility process, under which we derive the expressions of the characteristic function and the first four cumulants for the risk neutral probabili...

متن کامل

Asset pricing under information with stochastic volatility

Based on a general specification of the asset specific pricing kernel, we develop a pricing model using an information process with stochastic volatility. We derive analytical asset and option pricing formulas. The asset prices in this rational expectations model exhibit crash-like, strong downward movements. The resulting option pricing formula is consistent with the strong negative skewness a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Transactions on Power Systems

سال: 2012

ISSN: 0885-8950,1558-0679

DOI: 10.1109/tpwrs.2012.2195037