Non-convexities in European day-ahead electricity markets: Belgium as a case study

被引：0

作者：

Madani, Mehdi ^{[1
]}

Van Vyve, Mathieu ^{[2
]}

Marien, Alain ^{[3
]}

Maenhoudt, Marijn ^{[3
]}

Luickx, Patrick ^{[3
]}

Tirez, Andreas ^{[3
]}

机构：

[1] Catholic Univ Louvain, Louvain Sch Management, Louvain La Neuve, Belgium

[2] Catholic Univ Louvain, Ctr Operat Res & Econometr, Louvain La Neuve, Belgium

[3] CREG, Tech Operat Markets, Brussels, Belgium

来源：

2016 13TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET (EEM) | 2016年

关键词：

power exchanges; market clearing; uniform prices; non-convexities; CACM Guideline; PRICES;

D O I：

暂无

中图分类号：

TE [石油、天然气工业]; TK [能源与动力工程];

学科分类号：

0807 ; 0820 ;

摘要：

This paper reviews important issues at stake concerning non-convexities in coupled European day-ahead electricity markets. After reviewing the two main types of non-convexities introduced in such markets, some well-known facts on uniform pricing are recalled by means of toy examples. A closer look is given to the possibility to use non-uniform prices in the future, considering aspects of the problem from an economic, algorithmic and legal perspective. Numerical insights are provided for instances corresponding to the Belgian market. The present contribution mainly aims at fostering debates on non-uniform pricing as a possible mid-term solution to rising challenges posed by an ever-growing Pan-European day-ahead electricity market.

引用

页数：5

共 37 条

[21] Reserve provision of combined-cycle unit in joint day-ahead energy and reserve markets [J].

Zhang, Rufeng ;

Sun, Haihang ;

Li, Guoqing ;

Jiang, Tao ;

Li, Xue ;

Chen, Houhe ;

Zou, He .

APPLIED ENERGY, 2023, 336

[22] Uncertainty reduction in power forecasting of virtual power plant: From day-ahead to balancing markets [J].

Nadimi, Reza ;

Goto, Mika .

RENEWABLE ENERGY, 2025, 238

[23] An integrated day-ahead market clearing model: Incorporating paradoxically rejected/accepted orders and a case study [J].

Yorukoglu, Sinan ;

Avsar, Zeynep Muge ;

Kat, Bora .

ELECTRIC POWER SYSTEMS RESEARCH, 2018, 163 :513-522

[24] Empirical comparison of three models for determining market clearing prices in Turkish day-ahead electricity market [J].

Ceyhan, Gokhan ;

Kurt, Nermin Elif ;

Sahin, H. Bahadir ;

Derinkuyu, Kursad .

2017 14TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET (EEM 17), 2017,

[25] A Stochastic Programming Model for a Day-Ahead Electricity Market With Real-Time Reserve Shortage Pricing [J].

Zhang, Jichen ;

Fuller, J. David ;

Elhedhli, Samir .

IEEE TRANSACTIONS ON POWER SYSTEMS, 2010, 25 (02) :703-713

[26] Decentralized Day-ahead Market Clearing in Multi-area Interconnected Electricity Market with Variable Wind Generation [J].

Liu, Yingqi ;

Liu, Mingbo ;

Chen, Honglin .

2018 INTERNATIONAL CONFERENCE ON POWER SYSTEM TECHNOLOGY (POWERCON), 2018, :755-762

[27] Forecasting hourly supply curves in the Italian Day-Ahead electricity market with a double-seasonal SARMAHX model [J].

Mestre, Guillermo ;

Portela, Jose ;

Munoz San Roque, Antonio ;

Alonso, Estrella .

INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS, 2020, 121

[28] Cross-subsidies Tied to the Introduction of Intermittent Renewable Electricity: An Analysis Based on a Model of the French Day-Ahead Market [J].

Percebois, Jacques ;

Pommeret, Stanislas .

ENERGY JOURNAL, 2018, 39 (03) :245-267

[29] Day-ahead risk averse market clearing considering demand response with data-driven load uncertainty representation: A Singapore electricity market study [J].

Li, Yuanzheng ;

Huang, Jingjing ;

Liu, Yun ;

Zhao, Tianyang ;

Zhou, Yue ;

Zhao, Yong ;

Yuen, Chau .

ENERGY, 2022, 254

[30] Limits to arbitrage in electricity markets: A case study of MISO [J].

Birge, John R. ;

Hortacsu, Ali ;

Mercadal, Ignacia ;

Pavlin, J. Michael .

ENERGY ECONOMICS, 2018, 75 :518-533

← 1 2 3 4 →