Extreme prices in electricity balancing markets from an approach of statistical physics
Extreme prices in electricity balancing markets from an approach of statistical physics
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从统计物理学的角度平衡电力市场的极端价格
DOI：
10.1016/j.physa.2017.09.001
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发表时间：
2016
影响因子：
3.3
通讯作者：
H. Meyer
中科院分区：
文献类型：
--
作者：
M. Mureddu;H. Meyer
在大多数工业化国家，增加可再生能源的能源生产被视为一项重要成就。通过可再生能源发电的更高变化性导致电力系统的辅助服务成本上升，特别是电力平衡市场内的成本，主要是由于极端价格飙升的数量增加。本研究分析了可再生能源的份额增加对意大利平衡市场的价格和数量行为的影响。从保证稳定性能的负荷和发电配置开始，我们在负荷和可再生能源中实施波动;特别是与传统电源相比，我们人为地增加了可再生能源的贡献，以覆盖总负荷。然后，我们确定了平衡市场中所需的能源量及其波动，这是由生产和消费引起的。在基于代理的建模方法中，我们估计由此产生的能源价格和成本。虽然他们的平均值变成只有轻微的影响，从可再生能源的贡献增加，极端的价格事件的概率增加沿着与不希望的峰值的成本。我们的方法提供了一种工具，用于估计在能源平衡市场上获得的价格异常值，一旦提供了消费，生产及其典型波动的数据。
An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over the power system, in particular costs within the electricity balancing markets, mainly due to an increased number of extreme price spikes. This study analyzes the impact of an increased share of renewable energy sources on the behavior of price and volumes of the Italian balancing market. Starting from configurations of load and power production, which guarantee a stable performance, we implement fluctuations in the load and in renewables; in particular we artificially increase the contribution of renewables as compared to conventional power sources to cover the total load. We then determine the amount of requested energy in the balancing market and its fluctuations, which are induced by production and consumption. Within an approach of agent-based modeling we estimate the resulting energy prices and costs. While their average values turn out to be only slightly affected by an increased contribution from renewables, the probability for extreme price events is shown to increase along with undesired peaks in the costs. Our methodology provides a tool for estimating outliers in prices obtained in the energy balancing market, once data of consumption, production and their typical fluctuations are provided.