Abstract
Hurricane extreme weather pose a risk of component failure for the integrated electricity and heat system (IEHS). To address the uncertainty arising from component failures during hurricanes, we propose an emergency risk dispatch model (ERDM) for the IEHS as a risk mitigation strategy. The objective function, aimed at ensuring the secure operation of the IEHS, is defined as the minimization of load curtailment costs and serves as a quantified risk indicator. To represent the uncertainty related to component failures, we construct an ambiguity set based on margined moments. This ambiguity set accounts for the uncertainty associated with hurricane extreme weather through the use of distributional robust risk chance constraints (DRRCC). Furthermore, we employ the worst-case conditional value at risk (WC-CVaR) approximation approach to address the DRRCC. Subsequently, we introduce the average risk probability as a measure to quantify the risk level associated with chance constraint violations. We conduct case studies to analyze the risks and find that the risk coefficient has a substantial impact on risk probability within the ERDM in the context of hurricane damage. Additionally, higher values risk coefficient result in greater risk probability and lower risk costs.