Orientador: Ennio Peres da Silva / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-20T23:54:00Z (GMT). No. of bitstreams: 1 Pinto_CristianodaSilva_D.pdf: 3399884 bytes, checksum: 5b999382e246b0d2ebdb93de6389fb2c (MD5) Previous issue date: 2012 / Resumo: Diversas estratégias têm sido propostas para a introdução do hidrogênio na economia, especificamente no setor de transportes para se reduzir impactos ambientais em comparação com os combustíveis convencionais. Uma das estratégias implica na utilização de Hidrano (misturas de hidrogênio e Gás Natural Veicular), fazendo uso da infraestrutura de postos de GNV e dos veículos já existentes convertidos para uso de GNV. Dessa forma custos e prazos são reduzidos, tornando a introdução do hidrogênio mais promissora economicamente. Esta tese verifica se o hidrogênio pode ser imediatamente introduzido no mercado energético brasileiro através do Hidrano, com frações molares de hidrogênio de 10%, 20% e 30%. O hidrogênio será gerado através da eletrólise da água nos postos de GNV. Foram então determinados os custos do hidrogênio, os preços e a competitividade do Hidrano de forma a atender o perfil de vendas de um posto de porte médio nos Estados de São Paulo e Rio de Janeiro. O preço do Hidrano ao consumidor depende principalmente do preço de seu maior constituinte, o GNV, vendido na época a 1,308 R$/m3 no Estado de São Paulo e a 1,662 R$/m3 no Estado do Rio de Janeiro. O preço do Hidrano ao consumidor varia entre 1,474 R$/m3 e 2,047 R$/m3, dependendo de sua composição e da região. Em vista de sua competitividade em relação aos outros combustíveis automotivos, o Hidrano 10 apresenta bom potencial de introdução no mercado, inclusive do ponto de vista econômico. A competitividade entre os combustíveis no Estado de São Paulo é de 0,280 R$/km para a gasolina, 0,259 R$/km para o etanol, 0,111 R$/km para o GNV, 0,129 R$/km para o Hidrano 10 com tarifação do Grupo B3 e 0,125 R$/km para o Hidrano 10 com tarifação do Grupo A4 Convencional. No Estado do Rio de Janeiro a competitividade é de 0,300 R$/km para a gasolina, 0,311 R$/km para o etanol, 0,141 R$/km para o GNV, 0,161 R$/km para o Hidrano 10 com tarifação do Grupo B3 e 0,157 R$/km para o Hidrano 10 com tarifação do A4 Convencional. Também foram estimados os impactos dessa proposta em termos energéticos e ambientais. Há redução de emissões de CO2 e CO. As emissões de THC serão possivelmente reduzidas e as de NOx aumentadas. A proposta do Hidrano permite às concessionárias de energia elétrica entrarem no mercado de combustíveis veiculares e aumentar suas vendas. Ao mesmo tempo as concessionárias de gás natural terão reduzidas as vendas de GNV no curto prazo, o que deverá ser revertido no médio e longo prazos com os ganhos de rendimento trazidos pelo Hidrano aos veículos / Abstract: Several strategies have been proposed to introduce hydrogen in the economy specifically in the transport sector in order to reduce environmental impacts of conventional fuels. One of the strategies implies in adding hydrogen to compressed natural gas (HCNG), making use of the existing refueling stations and natural gas fleet. Thus the costs and time for the introduction of hydrogen in the economy will be reduced. This thesis verifies whether hydrogen can be immediately introduced into the Brazilian energy market by means of HCNG, containing mole fractions of 10%, 20% and 30% of hydrogen, employed as fuel for conventional vehicles adapted to CNG. Hydrogen will be generated by water electrolysis in the CNG station. Then the cost of hydrogen and the prices and competitiveness of HCNG were determined to meet the sales profile of a midsize gas station in the states of Sao Paulo and Rio de Janeiro. The final price of HCNG depends mainly on the price of its major constituent, CNG, sold at that time for 1,308 R$/m3 in the State of São Paulo and for 1,662 R$/m3 in the State of Rio de Janeiro. The price of HCNG to the consumer varies between 1,474 R$/m3 e 2,047 R$/m3, depending on its composition and the region. In view of its competitiveness compared to other automotive fuels, HCNG 10 (CNG with 10% molar fraction of hydrogen) shows good potential for marketing. The competitiveness among fuels in the State of Sao Paulo is 0,280 R$/km for gasoline, 0,259 R$/km for ethanol, 0,111 R$/km for CNG, 0,129 R$/km for HCNG 10 with power tariff B3 and 0,125 R$/km for HCNG 10 with power tariff A4 Conventional. In the State of Rio de Janeiro the competitiveness is 0,300 R$/km for gasoline, 0,311 R$/km for ethanol, 0,141 R$/km for CNG, 0,161 R$/km for HCNG 10 with power tariff B3 and 0,157 R$/km for HCNG 10 with power tariff A4 Conventional. The energy and environmental impacts of this proposal were also estimated. There is a reduction of CO2 and CO emissions. THC emissions are likely to be reduced and NOx are likely to increase. The proposal of introducing HCNG allows electric utilities to enter the market for vehicular fuels and increase their sales. At the same time, natural gas utilities will have the sales of CNG reduced in the short term, although this trend may be reversed in the medium and long terms with performance gains brought by HCNG to vehicles / Doutorado / Planejamento de Sistemas Energeticos / Doutor em Planejamento de Sistemas Energéticos

No description available.

This thesis investigates how different policies and measures designed to reduce CO2 emissions – i.e. carbon tax and energy efficiency policies – in South Africa will affect South African households. The contribution of this study lies with evaluating South African households at a disaggregated income level from low to high-income appreciating the fact that households at different levels are impacted differently by the implementation of policies at national level. In order to evaluate such impacts, the study started with profiling the households’ electricity consumption patterns in South Africa through the years and comparing them with the rest of the world. The next objective was to comprehend – implementing an Auto Regressive Distributed Lag (ARDL) econometric model – the determinants of electricity consumption of the residential sector in the country. Finally, by using a Computable General Equilibrium (CGE), the study examined various policy scenarios designed to reduce emissions and its effects on different households, particularly the low-income ones that do not have the capital to absorb the impacts. The results showed that low-income households are affected differently than the rest of South African households by the national policies implemented to reduce CO2 emissions and combat climate change. However, given the way the carbon tax and energy efficiency policies are designed, low-income households should be affected minimally. / Thesis (PhD)--University of Pretoria, 2020. / National Research Foundation (NRF) / Economics / PhD (Economics) / Unrestricted

Climate change is posing significant threats to human beings. Deploying renewable energy sources in electricity generation is widely accepted as an indispensable part of the solution to climate change. The vast potential lies in variable renewable energy sources, such as solar and wind. However, the intermittency of variable renewable energy sources is limiting their deployment. Investing in grid-scale battery systems is a potential solution to this problem. This thesis investigates this potential for the Nordic power sector, taking into account its distinct features, e.g., the vast amount of hydro reservoirs. Taking the capacities of variable renewable energy and battery systems as endogenous variables while considering the salient characteristics of the Nordic power sector, this thesis answers the following research question: How could variable renewable energy investment be supported by complementary investment in grid-scale battery systems to maximise social welfare? Answering this question helps solve the unaddressed research problem of assessing endogenous investment decisions in the capacities of variable renewable energy generation and grid-scale battery systems in the Nordic power market. This, in turn, helps informed decision-making in renewable-energy and energystorage investments to facilitate the realisation of the climate goal. Two experiments are conducted: one with ordinary BESS costs estimation and another assuming a lower-end level of costs. The data come from documents from official statistics (e.g., those from Nord Pool) and peer-reviewed publications. A quadratic programming optimisation model is used to maximise social welfare. Problem instances are then solved using the CPLEX solver implemented in the GAMS software. The results suggest that investing in BESS capacity helps to promote VRE adoption and VRE generation. Consequently, CO2 emission is reduced, and consumer surplus is improved, whereas the total social welfare remains unaffected.

Este trabalho analisou os leilões de comercialização de energia elétrica no ambiente de contratação regulada no Brasil, realizados entre 2005 e 2011, com o objetivo de propor aperfeiçoamentos em sua metodologia. Para tanto, foram estudadas três linhas de pesquisa: teoria de leilões, internalização (adicionais) de custos não privados (externalidades) e organização de mercados de capacidade. Após a análise dos 21 leilões de novos empreendimentos realizados no período, conclui-se que o desenho do leilão com fase discriminatória final é adequado aos objetivos de modicidade tarifária, mas que também permite melhoras. As fraquezas da sistemática atual identificadas foram: metodologia de contratação termelétrica por disponibilidade, com viés das fontes de maior custo variável unitário, adoção de preço-teto nem sempre adequado, dificuldade em mitigar o exercício de poder de mercado da Eletrobras nos leilões de energia existente e licitação pelo custo econômico privado. De forma a aprimorar os leilões, as seguintes ações foram sugeridas: realização de uma etapa adicional e prévia ao desenho de leilão híbrido atual visando contornar a problemática de estabelecimento de preço-teto adequado; utilização de adicionais ao lance do leilão para internalizar os custos de transmissão não recolhidos pelo gerador; substituição do mecanismo de contratação termelétrica pelo modelo Colombiano de opções; condução de leilões de energia nova e existente em conjunto, e segmentação de produtos no leilão pela ótica da demanda com possibilidade de lances em pacotes. Com a adoção destas propostas entende-se que o valor negociado nos leilões de comercialização de energia elétrica refletirão melhor o custo social dos projetos, aumentando a eficiência dos certames. / This study analyzes the regulated electricity procurement auctions conducted between 2005 and 2011 in Brazil, in order to propose improvements in its methodology. Thus, it was reviewed three research areas: auctions design, internalization of externalities, and capacity markets. After analyzing the 21 new energy auctions that period, it is concluded the auction design with a second discriminatory bid is appropriate to the aims at achieving as low as possible prices, however there is room for improvement. Identified weaknesses are: (1) thermal availability capacity hiring method biased in favor of energy sources with higher variable costs; (2) inadequate price cap, unable to mitigate Eletrobras market power in existing power auctions, (3) and bidding by private economic cost. So, it is suggested the following actions to improve the efficiency of energy auctions: (a) carrying out an additional step prior to the current hybrid auction design in order to solve the problem of establishing appropriate ceiling price; (b) use of additional to internalize transmission costs not paid by generator; (c) replacement of the bid mechanism used for thermal power plants to Colombian options model; (d) driving new and existing energy auctions together, and (e) segment auctions products by the demand side with the possibility of bidding in packages. In adopting these proposals it is expected the value traded in the electricity procurement auction conducted in Brazil will better reflect the social cost of projects and so improving its efficiency.

La thèse discute des conséquences des changements majeurs du modèle de la demande de gaz décrits précédemment. L´exigence de flexibilité à court terme a été l´une des principales caractéristiques de la demande de gaz pour la production d´électricité. Ainsi, la capacité de l´industrie du gaz à fournir des services flexibles à court terme a été valorisée par le biais du marché de l´électricité. Cela signifie une augmentation de la valeur économique des services permettant d´adopter une position attentiste vis-à-vis de la consommation avant toute prise de décision. Différents secteurs de l´industrie du gaz ont été affectés par les variations de la demande, c´est le cas de la production des champs de gaz, du stockage et des mécanismes d´importation du gaz qui ont été incités à la flexibilité. L´introduction des outils de flexibilité, qu’impliquent les variations de la demande, dépend directement des services de réseau. Par conséquent la concrétisation de la valeur économique de la flexibilité de l´industrie gazière dépend des services de réseau.Le réseau de transports de gaz est un élément-clé de l´industrie gazière portant sur deux types de flexibilités physiques: la mobilité et l´aptitude au stockage. Les propriétés physiques du gaz naturel permettent la flexibilité par la gestion des différentiels de pression. Les différentiels de pression contrôlent les mouvements de gaz. Le réseau est de loin le principal mécanisme de transport de gaz et donc un élément majeur de la filière du gaz permettant le commerce de cette matière première. Cependant, le réseau peut aussi être l´une des parties les plus couteuses de l´industrie gazière et, une fois les investissements réalisés ils ne sont ni remboursables, ni récupérables par un autre moyen car ils n'ont pas d’autres utilisations, ce sont les coûts irrécupérables. Malgré cela, la spécificité de le utilisation des actifs des réseaux évolue au cours du développement du réseau.L´intervention des réseaux de transport dans la prestation de services de flexibilité du gaz est une condition obligatoire de la flexibilité du système gazier. Premièrement parce que les services de réseau sont complémentaires de tout autre instrument de flexibilité tels que le stockage souterrain, les infrastructures GNL et le commerce de gaz. Deuxièmement, parce que les services du réseau de transport gazier, tel le que stock en conduite, peuvent également être compétitifs vis à vis d´autres instruments de flexibilité dégroupé.Par conséquent, la régulation du réseau doit prendre en compte l´impact à court et à long terme des règles d´incitation. Compte tenu du fait que le développement du réseau dépend des exigences de flux prévisibles, des variations importantes de la demande de gaz et les changements de flux qui en découlent auront un impact sur l´activité d´exploitation des réseaux gaziers. D´un côté le développement du réseau dépend de la prévision des besoins de flux, et de l´autre, la flexibilité des infrastructures du réseau conditionne nécessairement celle de l´utilisation. Par conséquent, les variations de la demande, responsable de l´accroissement des exigences de flexibilité ainsi que des variations des flux de gaz qui en découlent doivent avoir un impact sur l´exploitation du réseau de gaz et sur l´incitation aux investissements d’infrastructure. / This thesis discusses the consequences of the major changes in gas demand patterns. The requirement of short term flexibility has been one of the main features of electricity generation gas demand. As consequence, the capacity of gas industry to provide short term flexibility services has been valorized through electricity market. It means an increasing economic value to services allowing waiting and seeing before consumption decision. Different parts of the gas industry was impacted by the changes on demand, for instance gas fields productions, storage and gas importation mechanisms were incited to offer flexible provisions. The introduction of tools to provide flexibility required by demand depends on network services. It means the realization of the flexibility value of gas industry depends on gas network services. The gas transport network is the key part of gas industry, and it may provide two kinds of gas physical flexibility: mobility and storability. The physical properties of natural gas allow flexibility by means of pressure differential management. The change on pressures may compress natural gas and the pressures differences drive gas motions. The network has been, by far, the main mechanism to carry gas, thus an essential part of the gas industry chain to allow commodity trade. Network, however, may be one of the most expensive parts of gas industry, and, after the investment done, it becomes sunk costs. But the specificity of networks assets changes in the course of network development. The use of transport network in the provision of gas flexibility services is a necessary condition to provide flexibility in the gas system. First, because network services are complementary of any other flexibility tool, as underground storage, LNG infrastructures and gas trade. Second, because gas transport network services, as line-pack storage, may also be competitive to the others unbundled flexibility tools. Therefore, network regulation needs to take into account the short and the long term impact of the rules incentives. Given that network development depends on expected flow requirements, strong change on gas demand and the consequent changes on gas flows must impact gas network operation. On the one hand, network development depends on expected flow requirements, and on the other, provisions of flexibility depend necessarily on the flexible use of network infrastructures. Hence, changes on gas demand increasing flexibility requirements and the consequent changes on gas flow must impact gas network operation and must impact the incentive on infrastructures investment.

Este trabalho analisou os leilões de comercialização de energia elétrica no ambiente de contratação regulada no Brasil, realizados entre 2005 e 2011, com o objetivo de propor aperfeiçoamentos em sua metodologia. Para tanto, foram estudadas três linhas de pesquisa: teoria de leilões, internalização (adicionais) de custos não privados (externalidades) e organização de mercados de capacidade. Após a análise dos 21 leilões de novos empreendimentos realizados no período, conclui-se que o desenho do leilão com fase discriminatória final é adequado aos objetivos de modicidade tarifária, mas que também permite melhoras. As fraquezas da sistemática atual identificadas foram: metodologia de contratação termelétrica por disponibilidade, com viés das fontes de maior custo variável unitário, adoção de preço-teto nem sempre adequado, dificuldade em mitigar o exercício de poder de mercado da Eletrobras nos leilões de energia existente e licitação pelo custo econômico privado. De forma a aprimorar os leilões, as seguintes ações foram sugeridas: realização de uma etapa adicional e prévia ao desenho de leilão híbrido atual visando contornar a problemática de estabelecimento de preço-teto adequado; utilização de adicionais ao lance do leilão para internalizar os custos de transmissão não recolhidos pelo gerador; substituição do mecanismo de contratação termelétrica pelo modelo Colombiano de opções; condução de leilões de energia nova e existente em conjunto, e segmentação de produtos no leilão pela ótica da demanda com possibilidade de lances em pacotes. Com a adoção destas propostas entende-se que o valor negociado nos leilões de comercialização de energia elétrica refletirão melhor o custo social dos projetos, aumentando a eficiência dos certames. / This study analyzes the regulated electricity procurement auctions conducted between 2005 and 2011 in Brazil, in order to propose improvements in its methodology. Thus, it was reviewed three research areas: auctions design, internalization of externalities, and capacity markets. After analyzing the 21 new energy auctions that period, it is concluded the auction design with a second discriminatory bid is appropriate to the aims at achieving as low as possible prices, however there is room for improvement. Identified weaknesses are: (1) thermal availability capacity hiring method biased in favor of energy sources with higher variable costs; (2) inadequate price cap, unable to mitigate Eletrobras market power in existing power auctions, (3) and bidding by private economic cost. So, it is suggested the following actions to improve the efficiency of energy auctions: (a) carrying out an additional step prior to the current hybrid auction design in order to solve the problem of establishing appropriate ceiling price; (b) use of additional to internalize transmission costs not paid by generator; (c) replacement of the bid mechanism used for thermal power plants to Colombian options model; (d) driving new and existing energy auctions together, and (e) segment auctions products by the demand side with the possibility of bidding in packages. In adopting these proposals it is expected the value traded in the electricity procurement auction conducted in Brazil will better reflect the social cost of projects and so improving its efficiency.

District heating covers around 80 % of the heating demand in apartment buildings and 10 % in single-family homes in Sweden. In the year 2010 the total input of energy to the Swedish district heating grids was about 70 TWh, which corresponds to 11 % of the total energy input to the whole energy system in the country. Through the combined production of heat and power the CHP-plants often reaches an efficiency of 90 % from energy in the fuel to produced heat and power. In order to keep the efficiency high it is important for the owners of the plant to have good knowledge about the plants performance at different operation points. Strängnäs Energi AB initiated this diploma work together with FVB Sverige ab in order to come up with a program for short term planning of the production of heat and power at the company´s CHP-plant. The work consists of three main parts. The first part is an introduction to district heating and optimization of such systems and it also handles a short explanation of the district heating system in Strängnäs. The second part covers the performance tests that have been done at Strängnäs Energi AB´s CHP-plant. The performance tests were carried out in order to investigate how the plant is operating. The results from the tests show that the efficiency of the plant is very poor. This has its explanation in the losses in forms of combustible content in the bottom ash, which in some cases reaches over 4 %. The problems with the combustion have been known for a while at Strängnäs Energi AB, but they did not have any calculated value of the efficiency. The company is working hard in order to come up with good solutions for the combustion and therefore this is not included in the diploma work. Instead the third part of the diploma work is focused on developing of a model for short term production planning. The model was made in MS Excel and it consists of a number of power and mass balances over one day. The key to the calculations in the model is the calculation of the alfa-value. The alfa-value together with the power in the hot water condenser gives an iterative calculation. The hot water accumulator is then either charged or discharged depending on current electrical price, demand of district heating and the level in the accumulator. The results from the simulations done with the model shows that it is possible for Strängnäs Energi AB to earn between 0 – 20 000 SEK during one day if they operate their plant as suggested in the model.

This dissertation applies a variety of quantitative methods to European electricity market data to enable us to detect, understand, and eventually mitigate market imperfections. The empirical data indicate that market power and barriers to cross-border trade partially explain today’s market failures. Briefly, the five key findings of this dissertation are: First, we observe a decoupling between German electricity prices and fuel cost, even though British electricity prices are largely explained by short-run cost factors. Second, we demonstrate that rising prices of European Union emission allowances (EUA) have a greater impact on German wholesale electricity prices than falling EUA prices. Third, we reject the assumption of full integration of European wholesale electricity markets in 2002-2006; for several pairs of countries, the weaker hypothesis of (bilateral) convergence is accepted (i.e. efforts to develop a single European market for electricity have been only partially successful). Fourth, we observe that daily auction prices of scarce cross-border transmission capacities are insufficient to explain the persistence of international price differentials. Empirically, our findings confirm the insufficiency of explicit capacity auctions as stated in the theoretical literature. Fifth, we identify inefficiencies in the market behavior for the interconnector linking France and the United Kingdom (UK), for which several explanations, including market power, may be plausible.

A Teoria de Jogos tem sido amplamente utilizada para compreender e avaliar o comportamento dos agentes econômicos. Sua aplicação no estudo de leilões criou um ramo de estudos chamado Teoria de Leilões, através do trabalho pioneiro de Vickrey. Uma negociação realizada através de um leilão pode tomar diversas formas ou sistemáticas, cada qual com suas características. No Brasil, com a segunda reestruturação do setor elétrico em 2004, passou-se a utilizar este mecanismo para concessão de direitos de geração de energia elétrica, um monopólio do estado, por parte de organizações privadas. Diversos estudos abordam a eficiência de leilões, do ponto de vista da entidade organizadora, com objetivo de maximizar o bem estar para a sociedade. Este estudo visa construir um simulador numérico de leilões para avaliação de estratégias do ponto de vista do investidor. Estas estratégias estão condicionadas as características dos agentes participantes e do tipo de leilão. O trabalho adota uma perpectiva de avaliação da recente história dos leilões brasileiros a fim de identificar as estratégias possivelmente adotadas e sugere um modelo baseado na sistemática dos leilões aplicado computacionalmente a um simulador. De uma forma geral o trabalho segue o seguinte roteiro: teoria de jogos e teoria de leilões; mercado energético brasileiro de eletricidade; ferramentas financeiras para financiamento de projetos de energia; resultados dos leilões brasileiros; sistemática dos leilões; formatação do modelo. Elaboração do simulador utilizando: agentes; lógica fuzzy; função utilidade esperada e estratégias. Exercício de simulação: definição dos cenários; geração das bases de dados; execução do simulador. Para o fim a que se propõe, o simulador demonstrou refletir bem as situações encontradas na fase de pesquisa documental, propiciando boa flexibilidade para eventuais ajustes e adaptações. Foi possível utilizá-lo para testar situações limites entre ambientes de competição além de inferir questões relevantes ao investidor. A utilização de um simulador computacional tornou possível analisar numericamente situações não alcançadas somente com a teoria ou ferramentas analíticas. / Game theory has been widely used to understand and evaluate the economic agents’ behavior. Its application in auctions studies came up a study called Auction Theory, created by the pioneering job of Vickrey. A negotiation conducted through an auction, can take several ways or systematic, each one with its own characteristics. In the second restructuring process in Brazilian electricity sector, in 2004, started to use this mechanism, to granting electric power generation, a state monopoly, by private organizations. Several studies broach the efficiency of auctions, from organizer's point of view, in order to increase welfare for the society. This study aims to build an auction numerical simulator to evaluate strategies, from investor point of view (bidder). Those strategies are conditioned by auction mechanism and bidder characteristics. The job takes an assessment of recent history of Brazilian auctions, in order to identify possible adopted strategies, and suggests a model based on the auction systematic computationally applied to a Simulator. In general, the job follows those directions: game theory and auction theory; the Brazilian energy market for electricity; financial tools to finance energy projects; Brazilian auctions results; auctions’ systematic; formatting model. Working up the Simulator, using: agents, fuzzy logic; expected utility function and strategies. Exercise Simulation: environment definition; databases generation; to run the Simulator. The Simulator showed good representation from real situations for those was proposed, with flexible code to new adoptions and implementations. It was possible to run in boundaries of competition environment that show some insight to investor’s perspective. Use a computational simulator brings up a numerically way to understand some situations where just theory and analytical tools can’t reach.