Risk Preferences of EV Fleet Aggregators in Day-Ahead Market Bidding: Mean-CVaR Linear Programming Model
This paper introduces a mean profit- conditional value-at-risk (CVaR) model for purchasing electricity on the day-ahead market (DA) by electric vehicles fleet aggregator (EVA). EVA controls electric vehicles (EVs) during their workplace parking, enabling smart charging and cost savings by accessing...
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| Hoofdauteur: | |
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| Formaat: | Artigo |
| Taal: | Inglês |
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MDPI AG
2024-12-01
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| Reeks: | Energies |
| Onderwerpen: | |
| Online toegang: | https://www.mdpi.com/1996-1073/18/1/93 |
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