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PLAMER: Information system for bids analysis and forecasting of the Iberian Electricity Market pler:伊比利亚电力市场报价分析和预测的信息系统
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558775
P. Sánchez-Martín
This paper describes a strategic information platform developed for the German electric utility Eon, to provide historical bidding analysis and medium-term forecasting of the Iberian Electricity Market. This platform, PLAMER, has three main modules: Initialization module, consisting of different sub-modules to define the electrical system structure and to organize the input data of the rest of modules, PLAMER-bids, to read, aggregate and visualize market historical bids and also to prepare them for their future forecasted values, and PLAMER-clearing, for market clearing emulation using forecasted bids. PLAMER-clearing models the Iberian market based on a bid clearing mechanism with an inherent market splitting procedure. This market splitting is built with a bi-nodal simplification, one node representing the Spanish System and the other the Portuguese one. Both are simply connected by a unique equivalent interconnection line. The medium term clearing model uses a generation portfolio per generation company in terms of technologies, for supplying monthly demand for different load levels, and labour and non-labour periods. Some technical constraints, such as minimum outputs and pumping energy balance, are also taking into account. The mathematical problem of PLAMER-clearing is a quadratic programming model solved using GAMS language and CPLEX optimizer. Finally, a real Iberian case study is detailed and some market splitting outputs are analyzed.
本文描述了为德国电力公司Eon开发的战略信息平台,用于提供伊比利亚电力市场的历史报价分析和中期预测。该平台PLAMER有三个主要模块:初始化模块,由不同的子模块组成,用于定义电气系统结构和组织其余模块的输入数据;PLAMER-出价,用于读取、汇总和可视化市场历史出价,并为其未来的预测值做准备;PLAMER-清算,用于使用预测出价进行市场清算仿真。PLAMER-clearing基于一种带有固有市场分割程序的竞价清算机制对伊比利亚市场进行建模。这种市场分割采用双节点简化,一个节点代表西班牙语系统,另一个节点代表葡萄牙语系统。两者通过一条独特的等效互连线简单连接。中期结算模型根据技术使用每个发电公司的发电组合,以提供不同负荷水平的每月需求,以及劳动和非劳动期间。还考虑到一些技术限制,如最低产量和抽水能量平衡。player -clearing的数学问题是一个二次规划模型,使用GAMS语言和CPLEX优化器求解。最后,以伊比利亚为例,分析了市场分裂的结果。
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引用次数: 0
Optimal allocation of FACTS devices for provision of voltage control ancillary services 为提供电压控制辅助服务而优化配置FACTS设备
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558750
M. Peikherfeh, M. Abapour, M. Parsa Moghaddam, A. Namdari
In this paper, the effect of FACTS devices for provision of voltage control ancillary service and allocation of these devices for fair and equitable procurement of reactive power is considered. In the proposed real-time market, the participants submit their offer to system operator and the best combination of participants for procuring of required reactive power are selected. The IEEE 39-bus network is used to illustrate how the proposed method has efficient role in minimizing the cost of reactive power procurement and maximizing the social welfare and distance to voltage stability margins.
本文考虑了FACTS设备在提供电压控制辅助服务中的作用,以及这些设备在公平和公平的无功采购中的分配。在建议的实时市场中,参与者将其报价提交给系统运营商,并选择参与者的最佳组合来购买所需的无功功率。以IEEE 39总线网络为例,说明了所提出的方法如何有效地降低无功采购成本,最大化社会福利和电压稳定边际距离。
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引用次数: 9
Agent-based simulator for the German electricity wholesale market including wind power generation and widescale PHEV adoption 基于代理的模拟器,用于德国电力批发市场,包括风力发电和广泛的插电式混合动力采用
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558718
L. Wehinger, M. Galus, G. Andersson
An agent-based model is applied to model the German electricity wholesale market with its four major German utility companies. The model is utilized to assess base and peak power spot prices for scenarios implying doubling or tripling wind generation capacity in Germany. Furthermore, the effect of 8 million Plug-In Hybrid Electric Vehicles (PHEVs), incorporating different charging/discharging patterns, on spot prices is evaluated. In the model the power generating units within the utilities are modeled by agents. These agents are trained to increase their profits by using a reinforcement learning approach combined with a genetic algorithm resulting in heuristically optimized bidding strategies. This approach allows to take into account strategic market behavior and the exercise of market power when analyzing future wind expansion and wide scale PHEV adoption scenarios. The wind generation is considered as an exogenous input to the model which estimates potential electricity prices and total cost for consumers.
采用基于主体的模型对德国电力批发市场及其四家主要公用事业公司进行了建模。该模型用于评估德国风力发电能力增加一倍或三倍的基本和峰值电力现货价格。此外,还评估了800万辆采用不同充电/放电模式的插电式混合动力汽车(phev)对现货价格的影响。在该模型中,公用事业中的发电机组由agent建模。这些代理通过使用强化学习方法结合遗传算法进行训练,从而产生启发式优化的竞标策略,从而增加他们的利润。这种方法允许在分析未来风能扩张和大规模插电式混合动力采用情景时考虑战略市场行为和市场力量的行使。风力发电被认为是模型的外生输入,该模型估计潜在电价和消费者的总成本。
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引用次数: 36
Probabilistic short-term transmission-loss forecasting based on a two-point estimate method 基于两点估计法的短期输电损耗概率预测
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558710
Matej Rejc, M. Pantoš
In a competitive electricity market, system operators are required to procure certain ancillary services, which may among others include compensation of active-power losses. The compensation is most often done as a yearly, monthly and daily purchase of energy. The yearly and monthly bulk purchases do not take daily variations into account and daily purchases are required to cover the discrepancies between them. This requires an accurate and fast short-term forecasting method that has to be efficiently applicable in day-ahead markets. This paper presents a novel probabilistic short-term transmission-loss forecast method. Specifically, the method includes deterministic short-term load, generation and power transit forecasts as well as network configuration forecasts, which can be used for deterministic power-flow calculations to forecast transmission losses. However, the uncertainty of system loading conditions and inherent nonlinearities in power systems may cause inaccurate transmission-loss forecasts. By using deterministic forecasts, no additional information as to the possible forecast deviations can be given, as transmission losses do not show a clear correlation with these uncertainties. To account for the uncertainties, probabilistic power flow approach is proposed to define the probability distribution of the forecasted losses, which may help system operators to decide on the most efficient strategy on the day-ahead market. Hong's point-estimate method is used to solve the probabilistic power flow problem. The proposed approach has been verified by using real data for the ENTSO-E interconnection and tested for the Slovenian power system. The forecasting results demonstrate the usefulness of the proposed approach.
在竞争激烈的电力市场中,系统运营商必须获得某些辅助服务,其中可能包括补偿有功功率损失。补偿通常以每年、每月和每天购买能源的方式进行。每年和每月的大宗采购没有考虑到每天的变化,需要每天的采购来弥补两者之间的差异。这需要一种准确而快速的短期预测方法,这种方法必须有效地适用于前一天的市场。提出了一种新的短期输电损耗概率预测方法。具体而言,该方法包括确定性短期负荷、发电和输变电预测以及网态预测,可用于确定性潮流计算,预测输变电损耗。然而,系统负荷条件的不确定性和电力系统固有的非线性特性可能导致输电损耗预测不准确。通过使用确定性预测,不能给出关于可能的预测偏差的额外信息,因为传输损失与这些不确定性没有明确的相关性。为了考虑不确定性,提出了概率潮流方法来定义预测损失的概率分布,这有助于系统运营商在日前市场上决定最有效的策略。采用Hong的点估计方法求解概率潮流问题。所提出的方法已通过ENTSO-E互联的实际数据验证,并在斯洛文尼亚电力系统中进行了测试。预测结果表明了该方法的有效性。
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引用次数: 8
Economic analysis of using micro-generation systems on a camping vehicle in an Iberian context 在伊比利亚的情况下,在露营车上使用微型发电系统的经济分析
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558734
A. Roque, D. Sousa, C. Casimiro
In this paper, economic aspects of using micro-generation systems installed on a camping vehicle is described and discussed. The economic analysis is performed using solar irradiation data from three regions of Spain (Barcelona, Malaga and Alicante) and one region of Portugal (Faro). Knowing that micro-generation systems using renewable energy can contribute significantly not only to reduce pollutant emissions but also to improve the energy balance of modern societies, this analysis takes into consideration the policies and legal issues in terms of energy market, micro-generation systems and hybrid electric vehicles.
本文对安装在露营车上的微型发电系统的经济方面进行了描述和讨论。经济分析是利用西班牙三个地区(巴塞罗那、马拉加和阿利坎特)和葡萄牙一个地区(法鲁)的太阳辐照数据进行的。考虑到使用可再生能源的微型发电系统不仅可以减少污染物排放,而且可以改善现代社会的能源平衡,本分析考虑了能源市场,微型发电系统和混合动力电动汽车方面的政策和法律问题。
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引用次数: 1
A scenario analysis of a pan-European electricity market: Effects of a gas shortage in Italy 泛欧电力市场的情景分析:意大利天然气短缺的影响
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558746
A. Zani, A. Grassi, M. Benini
In the last decade, energy security has gained importance due to the high dependence of industrialized economies on energy consumption and to the increased risks of disruption in supply. In order to provide quantitative inputs to decision makers, a pan-European scenario analysis for the year 2015 has been carried out concerning the effects of a winter gas supply shortage in Italy, where a large share of electricity generation is based on natural gas as primary fuel. The objective of the analysis is a quantitative assessment of the impact of the considered Italian gas shortage on the European power system, from the point of view of security of supply, competitiveness and sustainability, i.e. the three “pillars” of the EU energy policy. The results of the study show that the availability of a significant national gas storage capacity, together with fuel switching capability and greater cross-border transmission capacity in the power sector are fundamental in order to assure security of electricity supply.
在过去十年中,由于工业化经济对能源消费的高度依赖以及供应中断的风险增加,能源安全变得越来越重要。为了向决策者提供定量的投入,对意大利冬季天然气供应短缺的影响进行了2015年泛欧情景分析,其中大部分发电以天然气为主要燃料。分析的目的是从供应安全、竞争力和可持续性(即欧盟能源政策的三大“支柱”)的角度,定量评估意大利天然气短缺对欧洲电力系统的影响。研究结果表明,为了确保电力供应的安全,重要的国家天然气储存能力、燃料转换能力和电力部门更大的跨境传输能力是至关重要的。
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引用次数: 3
Facilitating emission trade within power exchange: Development of conceptual platform 促进电力交易中的排放交易:概念平台的开发
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558759
R. Gajbhiye, S. Soman
Electricity sector is one of the major contributor of emission. Hence, any policy which restricts emission level will have significant impact on its functioning. As a consequence, electricity traders will have to actively participate in emission market. What it means is that electricity traders will have to trade in two separate markets, namely power and emission (or carbon). However, to be able to derive maximum benefit, trader should be able to accurately forecast prices in either of the markets. Alternatively, we propose a new scheme where emission trading is facilitated within power exchange (PX). This not only provides single trading platform for the traders but also ensures that maximum benefit is achieved for individually as well as collectively by utilizing available carbon credits optimally.
电力行业是碳排放的主要来源之一。因此,任何限制排放水平的政策都会对其运作产生重大影响。因此,电力交易商必须积极参与排放市场。这意味着电力交易商将不得不在两个独立的市场进行交易,即电力和排放(或碳)。然而,为了能够获得最大的利益,交易者应该能够准确地预测两个市场的价格。另外,我们提出了一个新的方案,在电力交易(PX)中促进排放交易。这不仅为交易者提供了单一的交易平台,而且通过最优地利用可用的碳信用额,确保个人和集体都能获得最大的利益。
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引用次数: 5
Estimating marginal costs and market power in the Italian electricity auctions 估算意大利电力拍卖的边际成本和市场力量
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558723
B. Bosco, L. Parisio, M. Pelagatti
In this paper we examine the bidding behaviour of firm competing in the Italian wholesale electricity market where generators submit hourly supply schedule to sell power. We describe the institutional characteristics of the Italian market and derive generators' equilibrium bidding functions. We also discuss the main empirical strategies followed by the recent econometrical literature to obtain estimates of (unobservable) optimal bids. Then, we use individual bid data, quantity volumes and other control variables to compare actual bidding behaviour to theoretical benchmarks of profit maximization. We obtain estimates of generators' costs to be used in conjunction with hourly market equilibrium prices to derive some measures of the extent of market power in the Italian electricity sector and of its exploitation by firms.
本文研究了在意大利电力批发市场中,发电商提交小时供应计划以出售电力的投标行为。本文描述了意大利市场的制度特征,推导了发电商的均衡竞价函数。我们还讨论了最近计量经济学文献所遵循的主要经验策略,以获得(不可观察的)最优出价的估计。然后,我们使用单个投标数据、数量和其他控制变量来比较实际的投标行为和利润最大化的理论基准。我们获得了发电机成本的估计,并将其与每小时市场均衡价格结合使用,以得出意大利电力部门的市场力量程度及其被公司利用的一些措施。
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引用次数: 9
Sources of heteroscedasticity in the spot electricity price time series 现货电价时间序列异方差的来源
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558781
Zita Marossy
Spot electricity prices are found to be heteroscedastic in the literature. In this paper I analyze the sources of heteroscedasticity. The heteroscedasticity is measured with the autocorrelation function of the squared residuals. I will show that the heteroscedasticity effect consists of a deterministic and a stochastic part. I decompose the heteroscedasticity of power prices into three factors according to the origin of heteroscedasticity: seasonality; long memory; and GARCH behavior. I model the effects of intraweekly seasonality by using the so-called GEV filtering procedure. After removing the deterministic heteroscedasticity, the remaining heteroscedasticity can be described with a GARCH-type model. Empirical calculations show that seasonality incorporates a negative heteroscedasticity effect, i.e. the magnitude of heteroscedasticity increases after the seasonality filtering procedure.
在文献中发现现货电价具有异方差。本文分析了异方差的来源。用残差平方的自相关函数测量异方差。我将说明异方差效应由确定性部分和随机部分组成。根据电价异方差的成因,将电价的异方差分解为三个因素:季节性;长期记忆;和GARCH行为。我通过使用所谓的GEV过滤程序模拟周内季节性的影响。在去除确定性异方差后,剩余的异方差可用garch型模型来描述。实证计算表明,季节性存在负异方差效应,即经过季节性过滤后异方差的幅度增大。
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引用次数: 1
Setting greenhouse gas emission target for a generation mix expansion model 为混合发电扩展模型设定温室气体排放目标
Pub Date : 2010-06-23 DOI: 10.1109/EEM.2010.5558726
Mustafa Momen, F. Galiana
This paper proposes a systematic approach to set the greenhouse gas (GHG) emission target in a generation mix planning model of a regulated power system. The emission target is obtained while minimizing the financial cost of electricity production over a given planning horizon. In this model, the total GHG emitted during this period is constrained by an upper bound. This bound is adjusted until the Lagrange multiplier of the constraint is as close as possible to the expected average market price of GHG emission. Since this Lagrange multiplier is chosen to neutralize incentives from the external emission market, the corresponding bound is then considered to be an appropriate GHG emission target for the power system. Lastly, a case study is presented in which the model is applied to a power system resembling that of Ontario over a planning period of ten years.
本文提出了一种系统的方法来设定调控电力系统的发电组合规划模型中的温室气体排放目标。在给定的规划范围内,在最小化电力生产的财务成本的同时,实现了排放目标。在该模式中,这一时期的温室气体排放总量受到上限的约束。调整这个边界,直到约束的拉格朗日乘数尽可能接近温室气体排放的预期平均市场价格。由于选择这个拉格朗日乘数是为了抵消来自外部排放市场的激励,因此相应的边界被认为是电力系统合适的温室气体排放目标。最后,给出了一个案例研究,将该模型应用于一个类似于安大略省电力系统的十年规划期。
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引用次数: 1
期刊
2010 7th International Conference on the European Energy Market
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