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

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