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Uncertainties associated with variables related to photovoltaic (PV) generation, load demand, fuel price for diesel generation and electricity tariff are considered, through the definition of scenarios. The conditional value-at-risk (CVaR) metric is used in the optimization problem to consider the consumer\u2019s risk propensity. The model determines the number and type of PV panels, diesel generation, and battery storage capacities, in which the objective is to minimize investment and operating costs over the planning horizon. Case studies involving a large commercial consumer are carried out to evaluate the proposed model. Results showed that under normal conditions only the PV system is viable. The PV\/diesel system tends to be viable in adverse hydrological conditions for risk-averse consumers. Under this condition, the PV\/battery system is viable for a reduction of 87% in the battery investment cost. An important conclusion is that the risk analysis tool is essential to assist consumers in the decision-making process of investing in HEES.<\/jats:p>","DOI":"10.3390\/en16031463","type":"journal-article","created":{"date-parts":[[2023,2,2]],"date-time":"2023-02-02T01:53:54Z","timestamp":1675302834000},"page":"1463","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Risk-Averse Stochastic Programming for Planning Hybrid Electrical Energy Systems: A Brazilian Case"],"prefix":"10.3390","volume":"16","author":[{"given":"Daniel","family":"Kitamura","sequence":"first","affiliation":[{"name":"Electrical Energy Department, Federal University of Juiz de Fora, UFJF, Juiz de Fora 36036-330, Brazil"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9542-8357","authenticated-orcid":false,"given":"Leonardo","family":"Willer","sequence":"additional","affiliation":[{"name":"Electrical Energy Department, Federal University of Juiz de Fora, UFJF, Juiz de Fora 36036-330, Brazil"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7663-235X","authenticated-orcid":false,"given":"Bruno","family":"Dias","sequence":"additional","affiliation":[{"name":"Electrical Energy Department, Federal University of Juiz de Fora, UFJF, Juiz de Fora 36036-330, Brazil"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4708-4574","authenticated-orcid":false,"given":"Tiago","family":"Soares","sequence":"additional","affiliation":[{"name":"Center for Power and Energy Systems, Institute for Systems and Computer Engineering, Technology and Science, 4200-465 Porto, Portugal"}]}],"member":"1968","published-online":{"date-parts":[[2023,2,2]]},"reference":[{"key":"ref_1","unstructured":"Castro, N., and Dantas, G. 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