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تعداد صفحات این فایل: ۲۶ صفحه

بخشی از مقاله انگلیسیعنوان انگلیسی:Adequate intraday market design to enable the integration of wind energy into the European power systems~~en~~

Abstract

This contribution analyses the European electricity markets with respect to their aptitude to absorb large amounts of wind energy. Thereby in a first step the market designs of the major European power markets in France, Germany, Scandinavia, Spain and UK are reviewed, with a particular focus on liquidity in the spot and intraday markets. Then some key features of the short-term adjustments required by wind energy are discussed and the necessity of sufficient liquidity in intraday markets is highlighted. For the example of the German market subsequently the discrepancy between the physical short-term adjustment needs and the traded volumes on the intraday market is analyzed. This leads to an evaluation of proposals for improving the liquidity on the short-term market, including the use of continuous spot trading like in UK or the use of intraday auctions like in Spain.

۱ Introduction

The transmission system operators all over Europe have been confronted with new challenges as a consequence of the liberalization of European electricity markets. Further challenges lie ahead both for system operators and electricity market operators in Europe with the on-going strive for renewable power generation. With wind and solar energy getting increasingly popular as ecological, emission free energy sources, the question is gaining importance, how the inherent fluctuations in their production should be dealt with best at the level of system operation and market design. Without adequate measures being taken, the inherent fluctuations of wind and solar power would obviously make them very poor substitutes of conventional, controllable electricity production from coal, gas, nuclear and other power plants.

In particular, the organization of the continental European and Nordic power markets, based mainly on day-ahead spot markets, induces high demands for balancing services and/or intraday trading to cope with increased amounts of wind power. Therefore, the contribution analyses, how the market design in the European countries could and should be adapted to the new challenges arising from wind energy. The perspective taken focuses on the role of liquidity in intraday markets as one cornerstone to improve the overall efficiency of the market design. This will lower the societal costs of wind integration and in most countries also directly benefit the wind power producers, who otherwise have to bear too high imbalance costs. More generally, the benefits will accrue to the ‘‘Balancing Responsible Party’’, i.e. the entity in charge of handling wind power forecast errors, be it the wind power producers themselves or the grid operator. Hence the subsequent reasoning is basically also valid for countries like Germany, where wind power producers themselves so far are not responsible for the deviations between scheduled and actual wind power infeed. Rather it is the responsibility of the grid operator to handle these deviations and they (or finally the grid customers) will benefit from liquidity and thus efficiency improvements in intraday markets.

The implications of wind energy for prices on the day-ahead and intraday markets have been subject of several papers, including Barth et al. (2006), Weber and Woll (2007), Sensfu et al. (2008) and Wissen and Nicolosi (2008). Also the question of suitable market design for the integration has been repeatedly discussed, notably by Holttinen (2005), Barth et al. (2008), Maupas (2008), Hiroux and Saguan (2009) and Vandenzande et al. (2009). Yet most of these contributions focus either on the spot market or the balancing energy mechanism. A notable exception is Maupas (2008), who simulates in detail the interplay between the intraday market and the balancing energy mechanism. However Maupas takes the liquidity in the intraday market as given. Hence a major aspect discussed in this paper is the liquidity under different market designs, both for spot and for intraday markets. The overall objective of any reforms in market design should be an improvement of the global efficiency of the markets. Thereby an increase in liquidity will in general be beneficial, since without sufficient liquidity, trading will not occur and hence also an efficient use of production resources will be hindered.

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