پیشنهاددهی بهینۀ انواع قراردادهای مالی تراکم انتقال در بازارهای ثانویۀ کوتاه‌مدت تبادل این قراردادها با هدف مدیریت ریسک تراکم

نویسندگان

1 دانشکده مهندسی برق،دانشگاه آزاد اسلامی واحد یادگار امام(ره)-شهرری

2 دانشکده مهندسی برق و کامپیوتر، دانشگاه تربیت مدرس

چکیده

مدیریت ریسک تراکم یکی از مهم‌ترین مباحث مدیریت شبکه‌های انتقال در سیستم‌های قدرت تجدید‌ ساختارشده و بازارهای برق دنیا، به‌ویژه بازارهای مبتنی بر قیمت‌گذاری ناحیه‌ای یا محلی است که ابزار اصلی آن قراردادهای قطعی(ثابت) انتقال یا به‌بیان دیگر قراردادهای مالی انتقال است. در این مقاله، پس از بررسی موضوع قراردادهای مالی تراکم انتقال، نحوۀ پیشنهاددهی بهینۀ انواع مختلف آن‌ها توسط شرکت‌کنندگان بازار برق در حراج‌های ثانویۀ تبادل این قراردادها و در بازۀ زمانی کوتاه‌مدت (به‌صورت هفتگی) با هدف مدیریت ریسک تراکم تحلیل خواهد شد. در پایان، روش پیشنهادی در یک شبکۀ نمونه مورد آزمون قرار گرفته است که نتایج عددی کارآمدی آن را نشان می‌دهد.

کلیدواژه‌ها


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