Stochastic Capacity Planning for Integrated Wind-to-Hydrogen Systems under Renewable-Resource Uncertainty and Operational Cost Risk
The increasing penetration of wind generation creates opportunities for coupling renewable electricity with hydrogen production, particularly in systems experiencing periods of excess generation and renewable curtailment. However, the availability of renewable electricity does not necessarily translate into an economically viable hydrogen project, since investments in electrolyzers, hydrogen storage, battery energy storage, and auxiliary infrastructure must be appropriately sized under uncertain wind availability and operational cost risk. This paper presents a stochastic capacity-planning methodology for integrated wind-to-hydrogen systems that explicitly incorporates operational cost risk into investment decisions. The proposed methodology represents wind-resource uncertainty through monthly Weibull distributions with bootstrap-based parameter sampling and Monte Carlo generation of synthetic annual trajectories. To make the stochastic planning problem computationally tractable, representative wind scenarios are identified using the Partitioning Around Medoids (PAM) method and incorporated into a mathematical optimization model that jointly determines the capacities and hourly operation of the electrolyzer, hydrogen storage, battery energy storage system, compressor, pumping, and water-treatment infrastructure. The objective function combines the probability-weighted expected operational cost with the Conditional Value-at-Risk (CVaR), allowing different levels of risk aversion to be considered in the planning process. The applicability of the methodology is illustrated through a case study based on historical wind-speed data from a wind power plant in Northeast Brazil. The results indicate that five representative scenarios capture the main energy characteristics of the original 500 simulated wind trajectories, with an energy error of approximately 1.05%. The risk-based analysis further illustrates how changes in risk aversion affect the operational cost profile and the optimal capacity of the integrated system. The proposed methodology provides a decision-support approach for assessing the appropriate investment scale and operational configuration of wind-to-hydrogen systems under renewable-resource uncertainty and operational cost risk.