Power trading volume determination system, power trading volume determining method and program

摘要

PROBLEM TO BE SOLVED: To provide an electric power transaction amount determination system, an electric power transaction amount determination method and a program capable of determining an electric power transaction amount based on a risk and return.SOLUTION: A transaction amount determination system acquires prediction errors in temperature in each of time zones, creates a correlation matrix which represents a correlation in the prediction errors with respect to each pair of time zones, and determines a transaction amount win each time zone, in which the maximum total value is obtained where a profit R×wobtained by the electric power transaction is subtracted by a risk σcorresponding to the correlation value.SELECTED DRAWING: Figure 15