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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
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This paper presents a portfolio model for a long-term power generation mix problem. The proposed portfolio model evaluates generation mix by considering the tradeoffs between the expected cost for power generation and its variability. Unlike conventional portfolio models measuring variance, we introduce Conditional Value-at-Risk (CVaR) in designing the variability with aims to considering events that are enormously expensive but are rare such as nuclear power plant accidents. Further, we consider uncertainties associated with future electricity demand, fuel prices and their correlations, and capital costs for power plant investments. To obtain an objective generation by each energy source, we employ the sample average approximation method that approximates the stochastic objective function by taking the average of large sample values so that provides asymptotic convergence of optimal solutions. In addition, the method includes Monte Carlo simulation techniques in generating random samples from multivariate distributions. Applications of the proposed model and method are demonstrated through a case study of an electricity industry with nuclear, coal, oil (OCGT), and LNG (CCGT) in South Korea.
목차
Abstract
1. 서론
2. 문헌연구
3. 전원 포트폴리오 평가 모형
4. 입력 자료와 랜덤 샘플
5. 실험 결과
6. 결론
참고문헌
참고문헌 (33)
참고문헌 신청
1. [학위논문] - 김상갑 / 2009 / 포트폴리오 기법에 의한 전원구성비의 적정성 연구 / 석사 / 한국산업기술대학교 지식기반기술·에너지대학원
2. [학술대회논문] - 옥기열 / 2007 / 우리나라 전원믹스의경제성 및 공급안정성에 관한 연구 / 2007년도대한전기학회 하계학술대회논문집 : 826 ~ 827
5. [보고서] - Awerbuch, S. / 2003 / Applying portfolio theory to EU electricity planning and policy making, IEA/EET Working Paper
6. [학술지(정기간행물)] - Bar-Lev, D. / 1976 / A portfolio approach to fossil fuel procurement in the electric utility industry / The Journal of Finance 31 (3) : 933 ~ 947
7. [단행본] - Birge, J.R. / 1997 / Introduction to Stochastic Programming / Springer Verlag
2. [학술대회논문] - 옥기열 / 2007 / 우리나라 전원믹스의경제성 및 공급안정성에 관한 연구 / 2007년도대한전기학회 하계학술대회논문집 : 826 ~ 827
5. [보고서] - Awerbuch, S. / 2003 / Applying portfolio theory to EU electricity planning and policy making, IEA/EET Working Paper
6. [학술지(정기간행물)] - Bar-Lev, D. / 1976 / A portfolio approach to fossil fuel procurement in the electric utility industry / The Journal of Finance 31 (3) : 933 ~ 947
7. [단행본] - Birge, J.R. / 1997 / Introduction to Stochastic Programming / Springer Verlag
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UCI(KEPA) : I410-ECN-0101-2014-325-001331598