危機後期における分散型電力システムのエネルギー安全保障の経済モデリング：シナリオ分析とテールリスク評価
Economic Modeling of Energy Security of Distributed Power Systems in the Post-Crisis Period: Scenario Analysis and Assessment of Tail Risks (原題)
Nestor Shpak, Lesia Gnylianska, Maryana Gvozd, Magdalena Majchrzak, Artur Zaporozhets
🤖 gxceed AI 要約
日本語
本研究は、不確実性と地政学的ショック下での分散型エネルギーシステムのエネルギー安全保障を分析する。経済性、信頼性、CVaRによるシステムリスクを統合した多目的最適化フレームワークを提案し、欧州電力市場データ（2010-2025）を用いてシナリオ分析とモンテカルロシミュレーションを実施。再生可能エネルギーの割合増加は経済・環境パフォーマンスを向上させるが、柔軟性対策なしではシステムの回復力を確保できないことを示した。
English
This study analyzes energy security in distributed energy systems under uncertainty and geopolitical shocks. It proposes a multi-objective optimization framework integrating economic performance, reliability, and systemic risk measured by CVaR, using European electricity market data (2010-2025) with scenario analysis and Monte Carlo simulation. Results show that higher renewable share improves economic and environmental performance but does not ensure resilience without flexibility measures like storage and demand-side management.
Unofficial AI-generated summary based on the public title and abstract. Not an official translation.
📝 gxceed 編集解説 — Why this matters
日本のGX文脈において
日本のエネルギー政策では、再生可能エネルギーの導入拡大と系統安定性の両立が課題であり、本フレームワークは柔軟性対策の重要性を定量的に示す点で参考になる。ただし、欧州市場データに基づくため、日本の市場構造への適用には再較正が必要。
In the global GX context
This paper contributes to global energy transition research by quantifying the trade-off between renewable penetration and system resilience, emphasizing the need for flexibility measures. It offers a modular framework adaptable to different markets, relevant for policymakers and utilities planning decarbonization pathways.
👥 読者別の含意
🔬研究者:Provides a quantitative framework linking renewable share, flexibility, and systemic risk, useful for energy system modeling.
🏢実務担当者:Highlights that renewable investments must be complemented by storage and demand-side measures to ensure reliability.
🏛政策担当者:Informs energy security policy by showing that renewable targets alone are insufficient without flexibility investments.
📄 Abstract（原文）
This study investigates the transformation of energy security in distributed energy systems under growing uncertainty, geopolitical shocks, and fuel market volatility. A risk-based multi-objective optimization framework is proposed that integrates economic performance (LCOE, CAPEX, and OPEX), system reliability, and systemic risk measured by Conditional Value-at-Risk (CVaR). The empirical analysis is based on European electricity market data for 2010–2025 and combines historical analysis with stochastic scenario generation and Monte Carlo simulation to evaluate the impacts of exogenous shocks. The results reveal a structural shift in the European electricity market after 2021, characterized by increased sensitivity to fuel price fluctuations and a transition to a more volatile operating regime. Although a higher share of renewable energy improves economic and environmental performance, it does not ensure system resilience without complementary flexibility measures, including energy storage and demand-side management. The proposed framework demonstrates that integrating these measures substantially reduces systemic risk under crisis conditions. The analysis also identifies a persistent post-crisis risk pattern, reflected in elevated CVaR values after market stabilization, which is consistent with the hypothesis of risk hysteresis. Rather than proving hysteresis, the results indicate sustained risk persistence following major external shocks. The proposed framework extends existing approaches to energy security assessment by integrating economic efficiency, reliability, and risk within a unified optimization model. Its modular structure enables adaptation to different electricity markets through recalibration of local parameters, providing a practical decision-support tool for strategic planning under uncertainty.
🔗 Provenance — このレコードを発見したソース
- openalex https://doi.org/10.3390/resources15080108first seen 2026-09-05 05:03:14
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