Measuring reliability (or risk) coherently

16th Power Systems Computation Conference, PSCC 2008

Volumn , Issue , 2008, Pages

  Wu, Felix F ^a,c   Zhou, Hui ^b,c   Hou, Yunhe ^a,c  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c TSINGHUA UNIVERSITY   (China)

Author keywords

Loss of load probability; Power system reliability evaluation; Reliability indices; Risk assessment; Value at risk

Indexed keywords

FINANCE; INVESTMENTS; LOSS OF LOAD PROBABILITY; PROBABILITY; RELIABILITY; RISK ASSESSMENT; RISKS; VALUE ENGINEERING;

CONDITIONAL VALUE-AT-RISK; EXPECTED UNSERVED ENERGY; LOSS OF LOAD EXPECTATION; LOSS OF LOAD PROBABILITIES (LOLP); POWER SYSTEM RELIABILITY; POWER SYSTEM RELIABILITY EVALUATION; RELIABILITY INDEX; VALUE AT RISK;

ELECTRIC LOAD LOSS;

EID: 84944097080     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. R. Billinton and R. N. Allan, "Reliability Evaluation of Engineering Systems: Concepts and Techniques", New York, Plenum Press, 1992, ISBN:0-306-44063-6.
2. G. J. Anders, "Probability Concepts in Electric Power Systems", New York, John Wiley & Sons, 1992, ISBN:0-471-50229-4.
3. K. Dowd, "Measuring Market Risk", New York, John Wiley, 2002, ISBN-13:9780470013038.
4. P. Artzner, F. Delbaen, J. M. Eher, D. Heath, "Coherent Measures of Risk", Mathematical Finance, vol. 9, no. 3, 1999, pp. 203-228.
5. C. Grigg, P. Wong, P. Albrecht, et al., "The IEEE Reliability Test System-1996", IEEE Transactions on Power Systems, vol. 14, no. 3, 1999, pp. 1010-1020.