Quantifying Risk of Wind Power Ramps in ERCOT

Jie Zhao, Sajjad Abedi, Miao He, Pengwei Du, Sandip Sharma, Bill Blevins

Research output: Contribution to journalArticlepeer-review

12 Scopus citations


Hourly wind power ramps in ERCOT are studied by applying extreme value theory. Mean excess plot reveals that the tail behavior of large hourly wind power ramps indeed follows a generalized Pareto distribution. The location, shape, and scale parameters of generalized Pareto distribution are then determined by using mean excess plot and the least square technique, from which risk measures including α quantile value at risk and conditional value at risk are calculated.

Original languageEnglish
Article number7872512
Pages (from-to)4970-4971
Number of pages2
JournalIEEE Transactions on Power Systems
Issue number6
StatePublished - Nov 2017


  • extreme value theory
  • generalized Pareto distribution
  • risk assessment
  • wind power ramp


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