Modelo de formação de preços para mercados integrados de curto prazo/bilateral/renovável/ancilar de energia elétrica utilizando a metodologia preço por oferta

AUTOR(ES)
DATA DE PUBLICAÇÃO

2009

RESUMO

The propose is suggest a new methodology that analyses the characteristics of the current energy pricing model draw to work with the classic marginal pricing (MP) and the Pay as Bid (PAB) strategies in a combined market structure involving the presence of long term forward physical bilateral contracts (not financial contracts), renewable energy contracts and short term trades like pool and ancillary reserve services. The model also gives economic indexes such as prices, revenues and payments portfolios by studying the implications of the combined market on the system operation. The purpose of the model is exploiting the advantages of centralized market coordination and the potential benefits of using the PAB pricing strategy like: obtaining less risk in supplying loads, more price stability and financial adequacy. Because of these characteristics, the PAB strategy is currently being considered as an alternative in some actual systems. It is not the focus here to mathematically proof which of the pricing approaches should be followed but instead observing their price behaviour in the combined market. The formulation of the model is an extension of a previous work in terms of including the ancillary reserve market with its characteristics and associated system requirements. The previously mentioned characteristics of the model allow market agents to plan their portfolios by knowing how prices of electricity services interact in several possible operation scenarios. Moreover, from the Independent System Operator (ISO) point of view, it is possible to estimate the impact of different levels of total bilateral trades, pool load and reserve requirements on prices and generation and transmission capacity while enforcing price stability and financial adequacy. A detailed mathematical formulation of the problem is presented showing how prices of energy and reserve services are obtained through the integration process. Numerical results of this model using the IEEE and the case built from the real Brazilian case system proves that the model characteristic which turn its attractive are the establish of value prices and the supply of economic indexes that allow the operation of the system and assist the agents to improve their portfolios.

ASSUNTO(S)

sistemas de potência renovável preço por oferta mercado curto prazo engenharia eletrica ancilar bilateral metodologia marginal de preços

ACESSO AO ARTIGO

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