Publication: Ofertas estratégicas de generación eólica al mercado español de electricidad
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2014-07
Defense date
2014-07-15
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Abstract
La motivación de este proyecto reside en la posibilidad de existencia de arbitrajes en el
mercado eléctrico español. Por arbitraje se entiende la práctica de tomar ventaja de una
diferencia de precios entre dos o más mercados. En este caso, entre el mercado intradiario
y el de desvíos de potencia.
Se estudiará el caso de un parque eólico, en una situación hipotética de participación
en el mercado. Adicionalmente se considerarán las incertidumbres asociadas a la difícil
predicción de la producción eólica, así como las asociadas a los precios del mercado
intradiario y de desvíos.
Para ello, se ha desarrollado un programa en lenguaje MATLAB en el que se
simularán diferentes estrategias de presentación de ofertas de energía en el mercado
eléctrico español y se compararán sus resultados.
This project is motivated by the possibility of arbitrage (spread) in the Spanish electricity market. Arbitraging means taking advantage of the difference in price between two or more markets. In this case, it’s between the intraday and imbalance markets. The case of a wind farm will be studied in a hypothetical situation of market participation. In addition, it will be considered the uncertainties associated to the difficult prediction of wind production and the uncertainties associated to intra-day market prices and imbalance prices. To do this, it has been developed a program in MATLAB language in which different strategies for bidding energy in the Spanish electricity market are simulated and the results are compared.
This project is motivated by the possibility of arbitrage (spread) in the Spanish electricity market. Arbitraging means taking advantage of the difference in price between two or more markets. In this case, it’s between the intraday and imbalance markets. The case of a wind farm will be studied in a hypothetical situation of market participation. In addition, it will be considered the uncertainties associated to the difficult prediction of wind production and the uncertainties associated to intra-day market prices and imbalance prices. To do this, it has been developed a program in MATLAB language in which different strategies for bidding energy in the Spanish electricity market are simulated and the results are compared.
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Energía eólica, Sistemas eléctricos, Mercado eléctrico español