Nodal Pricing in a Coupled Electricity Market
نویسندگان
چکیده
منابع مشابه
Modifying nodal pricing method considering market participants optimality and reliability
This paper develops a method for nodal pricing and market clearing mechanism considering reliability of the system. The effects of components reliability on electricity price, market participants’ profit and system social welfare is considered. This paper considers reliability both for evaluation of market participant’s optimality as well as for fair pricing and market clearing mechanism. To ac...
متن کاملNodal market power detection under locational marginal pricing
This paper proposes an index for nodal market power detection in power market under locational marginal pricing (LMP). This index is an ex-ante technique to detect the market power. More precisely, this criterion detects the potential of exercising market power regardless of detecting the actual market power. Also it is obvious that pricing and market clearing method affect the potential of exe...
متن کاملAgent-Based Modeling of Day-Ahead Real Time Pricing in a Pool-Based Electricity Market
In this paper, an agent-based structure of the electricity retail market is presented based on which day-ahead (DA) energy procurement for customers is modeled. Here, we focus on operation of only one Retail Energy Provider (REP) agent who purchases energy from DA pool-based wholesale market and offers DA real time tariffs to a group of its customers. As a model of customer response to the offe...
متن کاملCarbon pricing on the Russian electricity market
The paper examines the impact of pricing carbon emissions in the Russian electricity supply industry. We nd that emissions are reduced at any level of the carbon price. Most active fuel switching takes place at the carbon tax of 200...500 Roubles per tonne of CO2; but the e¤ect is uneven by zones. The social surplus turns out to be positive. A special case of a new interconnector "Ural Siberia...
متن کاملA spot market model for pricing derivatives in electricity markets
In this article, we analyze the evolution of prices in deregulated electricity markets. We present a general model that simultaneously takes into account the following features: seasonal patterns, price spikes, mean reversion, price dependent volatilities and long-term non-stationarity. We estimate the parameters of the model using historical data from the European Energy Exchange. Finally, it ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2459853