The need for a more efficient electrical grid has made the smart grid concept popular in recent years. The aims of this study are to identify the conditions in Sweden for implementing a smart grid and to analyse the opinions of stakeholders. One finding is that the large capacity of Sweden’s existing electrical grid decreases the immediate need for smart grid solutions. However, the rapid increase in wind power might push the development of a smart grid in the coming years. By employing case study methodology, five different smart grid projects in Sweden are discussed, using different theoretical frameworks, including actor network theory, discourse analysis, technological trajectories, diffusion of innovation and timing of entry. Norra Djurgardsstaden, a large construction project in Stockholm in which smart grid technology is used, is then analysed. The differing views of the parties involved in the project raise the question of whether more coordination is needed. Another project at Falbygdens Energi focuses on energy storage in batteries. This project poses the question of whether the regulation of the Swedish power market needs to be reformed to support the smart grid and to encourage new ways of collaborating and doing business. The final discussion concludes by suggesting new research questions.

Hydropower is the most important domestic energy source of Turkey. Thus, wise planning and development of the unused hydropower potential of the country is vital. There are many hydroelectric power plants under planning stage in our country. Altiparmak HEPP is one of them. General Directorate of Electrical Power Resources Survey and Development Administration (EIE) and ANC Enerji conducted two separate feasibility studies for Altiparmak HEPP in 2001 and 2009, respectively. Traditionally, the energy income calculations for HEPPs are based on DSI or EIE Methods in Turkey. Both of these methods evaluate the firm and the secondary energy generations separately. Besides they use fixed prices for these two types of energies. However, hourly electricity prices are used for electricity trading in Turkey. A detailed economic analysis of Altiparmak HEPP is conducted in this study. The economic analysis included various factors, such as tailwater level change, varying operating levels for different seasons and precipitation and evaporation amounts which are not conventionally included in feasibility studies. Moreover, the energy income calculations are conducted with four different methods, the DSI Method, the EIE Method, the ANC Method and the Variable Price Method (VPM). The VPM is developed in this study and it allows utilization of hourly electricity prices in calculating energy income of the HEPP. To shed some light on how hourly electricity prices develop, this thesis includes a chapter on the electricity market which explains the details of electricity trading in our country after the Electricity Market Balancing and Settlement Regulation became active in 2009.

Generators bid into the deregulated electricity market in order to get committed & dispatched for meeting demands. In order to maximize their revenues & minimize the cost, systematic planning of the resources and analyzing the results is crucial to the success of any generation utility. UPLAN Network Power Model provides a convenient way to model & simulate the different expected conditions related to transmission, fuel costs & other variables which are of significant importance for generation planning and also allows us to analyze the way the output variables like capacity factors of generators, prices for Energy and Ancillary Services are affected by them. Based on a very simple model, this report describes the typical approach to UPLAN based resources planning & analyzes the significance of the results. Before that it also tried to understand the way UPLAN works for a very simple three bus model by stepwise introduction of complexity & analysis of results of the simulation runs. A few other issues like the Power Purchase Agreements, Congestion & Congestion Revenue Rights & the way Electricity is traded in the Deregulated Market are also presented. / text

Cette thèse est consacrée à l'analyse variationnelle des problèmes d'équilibre avec contraintes d'équilibre (problème d'optimisation bi-niveaux). Ce travail tire sa motivation de modèles de marchés de l'électricité issus de la théorie des jeux non coopératifs. Dans de tels marchés, un régulateur, appelé ISO (Independant System Operator), gère le clearing et les flux d'électricité entre zones d'enchère. Nous avons développé cette analyse variationnelle selon différents axes. Tout d'abord et sur un modèle spécifique, nous avons analysé de façon exhaustive la notion de meilleure réponse d'un producteur, grâce à la détermination d'une formule explicite pour l'unique solution du problème de bas niveau de l'ISO. Puis, pour un modèle plus général de marché, la stabilité des points M(ordukhovitch)-stationnaires a été étudiée via la notion de codérivée limiting de second ordre des opérateurs multivoques. En fin, le concept d'opérateur normal limiting a été introduit et des règles de calcul ont été obtenues, fournissant ainsi un nouvel outil performant pour l'analyse quasiconvexe. L'idée de base a été l'utilisation, pour des cônes normaux à des sous-niveaux d'une fonction, de la construction limiting classiqueen analyse variationnelle moderne. Cette approche est motivée par l'hypothèse de la quasiconvexité des fonctions de coût généralement faite dans de nombreux jeux non-coopératifs. / This thesis is focused on nonsmooth variational analysis of equilibrium problems with equilibrium constraints. Such an eff ort is directly motivated by a model of electricity markets encountered in non-cooperative game theory. In such a marketthere is the so-called Independent System Operator (ISO), a regulator entity that manages the market clearing and the electricity dispatch. This market structure makes the problem of electricity markets challenging from the mathematicalpoint of view. In this area, we discovered several possibilities for further development. First, the best responses of producers in a speci fic variant of a model are fully analysed. This progress was due to an analytical formula for a uniquesolution to the lower level ISO problem. Then, for a more general model of the market, stability of the so-called M(ordukhovich)-stationarity points is provided based on the concept of coderivatives. To this end, the respective second order limiting coderivative was computed. Finally, the concept of limiting normal operator is proposed, a new tool for quasiconvex analysis exhibiting workable calculus rules. The basic idea is to employ the same limiting construction that is used in modern variational analysis in connection with normal cones to sets. This topic is motivated by the classical assumption in many non-cooperative games where the loss function of players is often assumed to be quasiconvex.

abstract: Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve. As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired. One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones. Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies. / Dissertation/Thesis / Doctoral Dissertation Electrical Engineering 2015

Orientador: Paulo de Barros Correia / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-21T01:54:51Z (GMT). No. of bitstreams: 1 Lacorte_DeboraYamazaki_M.pdf: 3821412 bytes, checksum: 77a00f590584de1ac09d6c73af31ebc5 (MD5) Previous issue date: 2012 / Resumo: Leilões são empregados na comercialização de energia elétrica brasileira por se tratarem de mecanismos rápidos, seguros e eficientes para a alocação de bens. O objetivo do trabalho é sugerir uma possível implementação de um leilão combinatório como um mecanismo de investimento em novos empreendimentos de geração na exploração das complementaridades entre as fontes. A partir da visão de um participante do mecanismo, uma otimização de portfólio com diferentes empreendimentos de geração de energia é realizada na busca da combinação que minimize os riscos de exposição do agente ao PLD. Escolhido o portfólio ótimo, uma avaliação de lances é feita através do método de Monte Carlo na busca da distribuição dos lances prováveis no jogo, de forma a embasar a tomada de decisão do participante na competição contra seus adversários. A combinação de fontes complementares contribui na diminuição dos riscos de exposição ao preço spot, atuando principalmente numa melhora do valor de lances para agentes avessos ao risco relacionado às oscilações de preços do mercado / Abstract: Auctions are used in the Brazilian electricity market for being a rapid, safe and efficient method for allocation of goods. The objective of this work is to suggest a possible implementation of a combinatorial auction as a mechanism for investment in new generation projects by the exploitation of the existing complementarities between sources. From the perspective of a participant of the mechanism, a portfolio optimization with power plants of different sources is performed searching the combination of assets that minimizes the risks of exposure of the agent to the spot prices. After choosing the optimal portfolio, an evaluation of bids is done using the Monte Carlo method in order to find the distribution of bids that is likely to happen during the game in order to base the decision making of the participant in the competition against their opponents. The combination of complementary sources helps to reduce risks of exposure to the spot prices, working mainly in improved value bids for risk averse agents concerned with the market prices fluctuations / Mestrado / Planejamento de Sistemas Energeticos / Mestra em Planejamento de Sistemas Energéticos

The thesis focuses on a mixed integer linear programming (MILP) formulation for a bi-level mathematical program with equilibrium constraints (MPEC) considering chance constraints. The particular MPEC problem relates to a power producer’s bidding strategy: maximize its total benefit through determining bidding price and bidding power output while considering an electricity pool’s operation and guessing the rival producer’s bidding price. The entire decision-making process can be described by a bi-level optimization problem. The contribution of our thesis is the MILP formulation of this problem considering the use of chance constrained mathematical program for handling the uncertainties. First, the lower-level poor operation problem is replaced by Karush-Kuhn-Tucker (KKT) optimality condition, which is further converted to an MILP formulation except a bilinear item in the objective function. Secondly, duality theory is implemented to replace the bilinear item by linear items. Finally, two types of chance constraints are examined and modeled in MILP formulation. With the MILP formulation, the entire MPEC problem considering randomness in price guessing can be solved using off-shelf MIP solvers, e.g., Gurobi. A few examples and a case study are given to illustrate the formulation and show the case study results.

The systematic implementation of intermittent energy production sources has made the energy system more volatile and unpredictable than ever before. This development increases the importance of balancing services, in particular the primary control. However, the current research that has been conducted on the primary regulation products is limited. Specifically, the factors that drive the variation in availability and price of the primary control are unknown and the procurement is in some aspects based on perception rather than quantitative analysis. This study has investigated which these factors are and their relative significance on the availability and price of the primary control product called Frequency Containment Reserve for Normal Operation – FCR-N. The study was conducted according to methods with both qualitative and quantitative aspects to cover the complex nature of the problem from different views. The study was done in collaboration with Fortum POT at their office to gain insight and support from a market actor. Given the research questions, the result from this study is threefold. Firstly, the factors that affect the FCR-N availability have been identified and other factors have been categorised as insignificant. Secondly, the factors’ relative significances are stated to show their dependency with the FCR-N product. Lastly, an outlier case study showed how extreme situations changes the conditions for the FCR-N procurement. It has been concluded that the FCR-N price for normal operation on the Nordic electricity market can be generalised successfully through the identified parameters. It is also shown that deviations from normal operations have the possibility to create deviations in the FCR-N availability, indicating that these hours of extreme values need additional analysis in order to fully understand the available capacity. However, the significance of the researched parameters will be an indication in analysis of both the normal case and during deviations as these are the most important measures for the FCR-N availability and price.

Since 2000 the European electricity market has been opened and has had for main purpose the consolidation of the competition thanks to the increase of the numbers of actors. Today the electricity market catches up more to a juxtaposition of regional or national markets than to a real integrated market. Indeed cross-border  ongestions run counter to the elaboration of a competitive market. In that context the optimal utilization of the available capacities is a major issue. Some progresses have already been realized concerning the allocation, with the setting up of explicit auctions and market coupling. The economical gain will now come from a best evaluation of the available margins for the cross-border exchanges. This improvement could be realized thanks to the flow-based method. This master thesis is part of a Research and Development project which aims first of all at validating the efficiency and robustness of the flow-based method and also at setting up the tools and procedures for an operational use of this method. The present master thesis report explains the interest of the flow-based method compared with the method based on Available Transfer Capacity before explaining the principle of the Flow-based method. Finally the report exposes different tests to analyze the flow-based method. The results obtained show that the adoption of flow-based method will be a real improvement but will require a total coordination of all the actors concerned. This report aims to be useful for people who have to work on a project related to the crossborder exchanges. The other aim of this report is to be understandable by the lay person. Thus it will be useful for anybody who is interested in cross-border electricity exchanges even if it is not his domain of study.

With the increasing share of variable renewable generation, balancing electric powersystems could become a major concern for system operators because of their variableand hardly predictable nature. However, gas technologies appear as a solutionto provide this flexibility, but the impacts on the gas power system have hardly beeninvestigated. In this thesis, consulting reports on the subject matter, regulator suggestions andgas-electricity interaction models in scientific literature are studied and four sourcesare identified to be used for balancing: linepack, storage facilities, liquefied natural gasand intraday gas supply from adjacent areas. Then, a gas-electricity model for flexibility supply is designed and three case studies are simulated in order to analyze bothgas and electric power systems’ behaviors. In these case studies, electricity generation,contribution of gas sources and costs are analysed. The study concludes that critical situations on gas market that can occur, e.g. incases of large variation in the net electricity demand and limited availability of linepackand storage facilities, the need of intraday modulation can exceed the possibilities toprovide for it. Then, gas cannot be supplied to power plants during peak periods, andmore gas than necessary is used during off-peak periods. The case studies also showthat day-ahead forecast errors in variable renewable generation can be handled mucheasier than variations by the gas system but leads to higher costs.