Abstract : The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.
Luis M. Camarinha-Matos; Thais A. Baldissera; Giovanni Di Orio; Francisco Marques. 6th Doctoral Conference on Computing, Electrical and Industrial Systems (DoCEIS), Apr 2015, Costa de Caparica, Portugal. IFIP Advances in Information and Communication Technology, AICT-450, pp.365-373, 2015, Technological Innovation for Cloud-Based Engineering Systems. 〈10.1007/978-3-319-16766-4_39〉
https://hal.inria.fr/hal-01343504
Contributeur : Hal Ifip
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Soumis le : vendredi 8 juillet 2016 - 15:07:26
Dernière modification le : vendredi 8 juillet 2016 - 15:33:07
Eduardo Eusébio, Jorge Sousa, Mário Ventim Neves. Risk Analysis and Behavior of Electricity Portfolio Aggregator. Luis M. Camarinha-Matos; Thais A. Baldissera; Giovanni Di Orio; Francisco Marques. 6th Doctoral Conference on Computing, Electrical and Industrial Systems (DoCEIS), Apr 2015, Costa de Caparica, Portugal. IFIP Advances in Information and Communication Technology, AICT-450, pp.365-373, 2015, Technological Innovation for Cloud-Based Engineering Systems. 〈10.1007/978-3-319-16766-4_39〉. 〈hal-01343504〉
