Residual Demand Modeling and Application to Electricity Pricing
Residual Demand Modeling and Application to Electricity Pricing
复制标题
剩余需求建模及其在电价中的应用
DOI：
--
复制
发表时间：
2012
期刊：
影响因子：
--
通讯作者：
A. Wagner
中科院分区：
文献类型：
--
作者：
A. Wagner
摘要提出了一种考虑可再生能源发电的剩余需求模型，该模型扩展了结构电价模型。风能和太阳能的馈入被明确建模并从总需求中提取。该方法将天气和容量的影响分开。效率被建模为一个随机过程。装机容量是时间的确定性函数。剩余需求模型适用于德国日前市场。价格轨迹显示了近年来市场价格的典型特征。该模型能够很好地再现市场价格的结构和幅度。使用模拟发现，可再生能源进料增加了远期价格在低需求时的波动性，但可以减少高峰时段的波动性。计算了风能和太阳能容量增加的优序效应。据发现，在德国市场目前的容量水平下，风能的整体影响比太阳能更强，但两者在高峰时段都是如此。
Abstract A model for residual demand is proposed, which extends structural electricity price models to account for renewable infeed in the market. Infeed from wind and solar is modeled explicitly and withdrawn from total demand. The methodology separates the impact of weather and capacity. Efficiency is modeled as a stochastic process. Installed capacity is a deterministic function of time. The residual demand model is applied to the German day-ahead market. Price trajectories show typical features seen in market prices in recent years. The model is able to closely reproduce the structure and magnitude of market prices. Using simulations it is found that renewable infeed increases the volatility of forward prices in times of low demand, but can reduce volatility in peak hours. The merit-order effect of increased wind and solar capacity is calculated. It is found that under current capacity levels in the German market wind has a stronger overall effect than solar, but both are even in peak hours.