摘要：Participation of wind power producer in competitive electricity markets face to numerous
challenges is caused by wind power and electricity price uncertainties. For overcome to this
challenges the risk- challenges the risk-constrained optimal bidding strategy for wind power constrained optimal bidding strategy for wind powerproducer in the short term
electricity markets is proposed in this paper. The proposed mathematical model has been solved
and optimized based on the stochastic programming method in General Algebraic Modeling System
(GAMS) software environment. The comparative results of the three cases of various risk penalty
factor, have been shown with the increase of the risk penalty factor, the amount of power bidding
in day- in day-ahead electricity market and expected profit decreased. Also, positive imbalance and CVaR
are increased. are increased. creased.
关键词：Wind power producer; Bidding strategy; Risk-constrained.
