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...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2024-12-01
|
| Col·lecció: | Energies |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/1996-1073/18/1/93 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|