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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
|
| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/18/1/93 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|