报告题目：Stochastic Energy Storage Valuation and Optimization

报 告 人：Dr. Nanpeng Yu

University of California, Riverside, CA, USA

报告时间：2015年12月21日，

星期一，下午3点

报告地点：清华大学西主楼3区102

主办单位：清华大学电机系

联 系 人：钟海旺

报告内容：

This lecture discusses stochastic energy storage optimization and valuation. Energy storage system is well poised to mitigate uncertainties of renewable generation outputs. Gird-scale energy storage projects are major investments which call for rigorous valuation and risk analysis. This talk presents a stochastic energy storage valuation framework in wholesale power markets to spearhead optimal deployment of energy storage systems. Within the valuation framework, an energy storage system operation optimization model is developed to determine the optimal dispatch sequences. In addition, a multifactor future curve model is built to capture the volatilities of electricity prices. A variation of Nelson-Siegel model is developed to capture volatility factors. Principal component analysis is conducted to estimate the number of uncertain factor needed to explain as majority of the variation in electricity future curve.

报告人简介：

Dr. Nanpeng Yu was a senior power system planner and project manager at Southern California Edison. Dr. Yu is currently a tenure track assistant professor in electrical and computer engineering department at University of California, Riverside.

His research interests are in electricity market design, big data analytics in power system, energy storage valuation and optimization, and proactive demand participation.