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Donnerstag, 14. September 2017 1Foteini Rafaela Tsaousi - Screening of a Lifecycle Assessment (LCA) of and Advanced Adiabatic
Compressed Air Energy Storage (AA – CAES)
3 R D I N T E R N A T I O N A L C O N F E R E N C E O N
S M A R T E N E R G Y S Y S T E M S A N D 4 T H G E N E R A T I O N D I S T R I C T H E A T I N G
The Influence of Participation in Ancillary Service Markets on Optimal Energy Hub Operation
Foteini Rafaela TSAOUSI
Co-authors: Dr. Andrew BOLLINGER, Conor O‘ MALLEY, Prof. Gabriela HUG
Copenhagen, 12.09.2017
Outline
Donnerstag, 14. September 2017 2Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Introduction – Energy Hubs, Ancillary Services and Goal
Model – Assumptions and Objective Function
Evaluation – Assessment of Stochastic Modelling
Case Studies – Parameter Sensitivity Analysis
Conclusion
Outlook
Introduction – Energy Hubs (EH)
Donnerstag, 14. September 2017 3Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Conceptual approach to describe District Multi Energy Systems (DMES)
Introduction – Ancillary Services (AS)
Donnerstag, 14. September 2017 4Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Tertiary Control Reserve
Source: Survey on Ancillary Services Procurement, Balancing Market Design 2015, ENTSO-E, 2016
Introduction – Goal
Donnerstag, 14. September 2017 5Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Model development to include AS in the EH modelling tool
Model development that determines the optimal bidding strategy
Investigation of important parameters that affect the EH operation
Investigation of possible profitable scenarios under AS participation
Outline
Donnerstag, 14. September 2017 6Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Introduction – Energy Hubs, Ancillary Services and Goal
Model – Assumptions and Objective Function
Evaluation – Assessment of Stochastic Modelling
Case Studies – Parameter Sensitivity Analysis
Conclusion
Outlook
Model – Products and Time Frame
Donnerstag, 14. September 2017 7Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Positive and Negative TRL
Week-ahead and Day-ahead products
Optimization horizon: 1 week
Simulation horizon: 1 year
Model – MILP
Donnerstag, 14. September 2017 8Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Model – Two-Stage Stochastic MILP
Donnerstag, 14. September 2017 9Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Model – Objective Function (Total Cost)
Donnerstag, 14. September 2017 10Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
NomenclatureConversion Technologies
Week or Day Ahead
Positive or Negative
Time
Energy Carrier
First Stage
Income for
Availability
Grid Input
Energy Cost
Price for Availability
Bidding Capacity
Input Energy
O&M Cost Coefficients
EH Conversion Coefficient
Model – Objective Function (Total Cost)
Donnerstag, 14. September 2017 11Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Nomenclature
Conversion Technologies
Week or Day Ahead
Positive or Negative
Time
Energy Carrier
Scenarios
Second Stage
Cost of OperationIncome from
Activation
Price for Energy Binary Activation Variable
Outline
Donnerstag, 14. September 2017 12Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Introduction – Energy Hubs, Ancillary Services and Goal
Model – Assumptions and Objective Function
Evaluation – Assessment of Stochastic Modelling
Case Studies – Parameter Sensitivity Analysis
Conclusion
Outlook
Evaluation – Base Case Comparison
Donnerstag, 14. September 2017 13Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Definition of Base Case
Comparison of three different versions of Base Case:
Evaluation – Total Cost
Donnerstag, 14. September 2017 14Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Total Cost [thous. CHF]
Perfect Forecast 1,612
Stochastic 1,627
No-Bidding 1,655
Outline
Donnerstag, 14. September 2017 15Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Introduction – Energy Hubs, Ancillary Services and Goal
Model – Assumptions and Objective Function
Evaluation – Assessment of Stochastic Modelling
Case Studies – Parameter Sensitivity Analysis
Conclusion
Outlook
Case Studies – Parameter Sensitivity Analysis
Donnerstag, 14. September 2017 16Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Case Modified Parameter New Value
Base Case Value Unit
1 0.03
2 CHP Operating Cost 0.06 0.09 CHF/kWh
3 0.12
4 -0.08
5 TRE- Bid Price -0.02 0.08 CHF/kWh
6 0.02
Case Studies – Total Cost
Donnerstag, 14. September 2017 17Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
0.02
0.12
0.06
0.03
[CHF/kWh]-0.02
-0.08
[CHF/kWh]
No-BiddingBase Case
TRE- Bid Price
CHP Cost
Outline
Donnerstag, 14. September 2017 18Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Introduction – Energy Hubs, Ancillary Services and Goal
Model – Assumptions and Objective Function
Evaluation – Assessment of Stochastic Modelling
Case Studies – Parameter Sensitivity Analysis
Conclusion
Outlook
Conclusion
Donnerstag, 14. September 2017 19Foteini Rafaela Tsaousi The influence of participation in ancillary service markets on optimal energy
hub operation
Model is capable of determining the optimal bidding strategy of the EH
Modeling evaluation shows that the uncertainty is captured well
Case Studies show Parameter Sensitivity
Small Margin for Profit
Outlook
Donnerstag, 14. September 2017 20Foteini Rafaela Tsaousi The influence of participation in ancillary service markets on optimal energy
hub operation
Model is extendable to include Primary, Secondary Control Reserve and
Control Pooling
Design Optimization
Capacity Market Uncertainty
Thank you for your attention!
21
3 R D I N T E R N A T I O N A L C O N F E R E N C E O N
S M A R T E N E R G Y S Y S T E M S A N D 4 T H G E N E R A T I O N D I S T R I C T H E A T I N G
Model (4/7) – Assumptions
Donnerstag, 14. September 2017 22Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Capacity bid always accepted
All bidding decisions at the beginning of the week
No minimum bid size considered
Energy provision every hour
Perfect knowledge of EH demand and solar energy input
Model (7/7) – Uncertainty
Donnerstag, 14. September 2017 23Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Nomenclature
,, TRE+ Market Scenario Price
,, TRE- Market Scenario Price
• Decorrelation technique
• ARIMA model
Time series of the TRE prices
Scenario generation
Evaluation – Day-Ahead, Average Bid Size
Donnerstag, 14. September 2017 24Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Positive Control Negative Control
Case Studies – CHP Cost, Activation Income
Donnerstag, 14. September 2017 25Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Positive Control Negative Control
CHP Cost [CHF/kWh]
Case Studies – TRE- Bid Price, Activation Income
Donnerstag, 14. September 2017 26Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Negative Control
TRE- Bid Price [CHF/kWh]
Case Studies – Cost Deviation from No-Bidding
Donnerstag, 14. September 2017 27Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
37.6%
19.2%
-10.6% 1.5% 2% 2.3% 1.7%
Conclusion
Donnerstag, 14. September 2017 28Foteini Rafaela Tsaousi The influence of participation in ancillary service markets on optimal energy
hub operation
Model is capable of determining the income of TRL for EH
• Negative Control Bids are more frequent
• Day-Ahead Products are preferable
Case Studies show Parameter Sensitivity
• CHP cost has a great influence
• TRE- bid price is important for frequency of activation
Small Margin for Profit
Ancillary Services (AS) in Switzerland
Donnerstag, 14. September 2017 29Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Frequency Control
Voltage Support
Compensation of active power losses
Black Start and island operation capability
System coordination
Operational measurement
Frequency Control
Donnerstag, 14. September 2017 30Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
CapacityPRL SRL TRL
Procurement Scheme Market Market Market
Minimum Bid size (MW) 1 5 5Product Resolution (time) Week(s) Week(s) Day(s)
Distance to Real Time of Auction Day(s) Day(s) Day(s)Settlement Rule Pay as Bid Pay as Bid Pay as BidCost Recovery Scheme Grid Users Grid Users Grid UsersMonitoring Real Time Real Time Real Time
Product Symmetric Symmetric Asymmetric
Tender Period Weekly Weekly Weekly or Daily
Capacity Provider Generators + Load + Pump Storage units pumping
Frequency Control
Donnerstag, 14. September 2017 31Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
EnergyPRL SRL TRL
Procurement Scheme - - Market
Activation Rule - Pro-Rata Merit Order
Minimum Bid size (MW) - - 5
Product Resolution (time) - - Hour or Blocks
Distance to Real Time of Auction - - Hour or BlocksSettlement Rule - Hybrid Pay as BidCost Recovery Scheme - BRP BRPMonitoring - Ex Post Check Ex Post Check
Product Symmetric SymmetricDaily Tenders for 4h-Blocks
Activation Time 30s 5m 15m
Partially Activated Product - - No
Volume of Control Power Required (MW) +/- 74 +/-400 -450,-300
Link Control Signal Control Signal Email, Call
Remuneration of Energy -According to Spot MarketPrice
For 4-h Block Offer and Energy Used
Model – Definition of Bidding Capacities
Donnerstag, 14. September 2017 32Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
, : Bidding Capacity Storage
, : Bidding Capacity from Generating Units
NomenclatureConversion Technologies
Week or Day Ahead
Positive or Negative
Time
Energy Carrier
Model – First Stage Constraints
Donnerstag, 14. September 2017 33Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
NomenclatureConversion Technologies
Week or Day Ahead
Positive or Negative
Time
Energy Carrier
Product Time Frame
Minimum Bid Size
Model – Second Stage Constraints
Donnerstag, 14. September 2017 34Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
NomenclatureConversion Technologies
Week or Day Ahead
Positive or Negative
Time
Energy Carrier
Positive Control
Negative Control
Model – Energy Market Constraints
Donnerstag, 14. September 2017 35Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Positive Control
Negative Control
Evaluation - Results
Donnerstag, 14. September 2017 36Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Day 310
CHP
Heat Pump
Day 359
Evaluation- Results
Donnerstag, 14. September 2017 37Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Availability Income Activation Income
Evaluation- Results
Donnerstag, 14. September 2017 38Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Availability Income Activation Income
Total Avail. Income [thous. CHF]
Perfect Forecast 17.8
Stochastic 5.9
No-Bidding 0
Total Activ. Income [thous. CHF]
Perfect Forecast -14.4
Stochastic -12.2
No-Bidding 0
Evaluation
Donnerstag, 14. September 2017 39Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Scenario Forecast
Donnerstag, 14. September 2017 40Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Case Studies – Parameter Sensitivity Analysis
Donnerstag, 14. September 2017 41Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
Case Modified Parameter New Value
Base Case Value Unit
A 0.03
B CHP Operating Cost 0.06 0.09 CHF/kWh
C 0.12
D Heat Storage Capacity 0 1 MWh
E 2
F Heat Pump Capacity 0 2.2 MW
G 4
H -0.08
I TRE- Bid Price -0.02 0.08 CHF/kWh
J 0.02
Case Studies – Total Cost
Donnerstag, 14. September 2017 42Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
0.120.06
0.03
20
4
0.02-0.02-0.08
[CHF/kWh]
[MW]
[MW]
[CHF/kWh]
0
Case Studies – Availability Income
Donnerstag, 14. September 2017 43Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
CHP Cost Heat Storage
Bid PriceHeat Pump
Case Studies – Activation Income
Donnerstag, 14. September 2017 44Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
CHP Cost Heat Storage
Bid PriceHeat Pump
Case Studies – Cost Deviation from No-Bidding
Donnerstag, 14. September 2017 45Foteini Rafaela Tsaousi - The influence of participation in ancillary service markets on optimal energy
hub operation
CaseCost Deviation to
No-Bidding(%)
A 37.6
B 19.2
C -10.6
D 1.1
E 1.9
F -3
G -22.5
H 1.5
I 2
J 2.3
Base Case 1.7
CHP Cost
Heat Storage Bid PriceHeat Pump
3 R D I N T E R N AT I O N A L C O N F E R E N C E O N
SMART ENERGY SYSTEMS AND 4TH GENERATION DISTRICT HEATING
C O P E N H A G E N , 1 2 – 1 3 S E P T E M B E R 2 0 1 7
The Influence of Participation in Ancillary Service Markets on Optimal Energy Hub Operation
Foteini Rafaela Tsaousi 12/09/2017
Co-authors: Dr. Andrew Bollinger, Conor O‘ Malley, Prof. Gabriela Hug