Data-Driven Risk Management For Peer-To-Peer Energy Trading With Feasibility Guarantee

The growing integration of renewable energy sources (RESs) introduces significant uncertainty in peer-topeer trading within distribution networks, posing challenges to strategy optimality and system reliability. This paper presents a data-driven risk management framework that explicitly accounts for RES uncertainty to guarantee trading feasibility. By embedding scenario-based statistical feasibility constraints within a generalized Nash game, the method enables both prosumers and the distribution network operator to make risk-aware decisions without assuming known probability distributions. Furthermore, an iterative scenario removal technique is developed to mitigate conservativeness arising from excessive scenario inclusion. Simulation results validate the proposed approach’s effectiveness in balancing economic performance and strategy feasibility.