Erneuerbare Energien in den Strom- und Regelleistungsmärkten vor dem Hintergrund des Grünbuch-/ Weißbuchprozesses Funktion, Aufbau und Integration Erneuerbarer Energien VDE Kassel Kassel, 17. September 2015 Malte Jansen Malte.jansen@iwes.fraunhofer.de
Fraunhofer IWES Kassel Kernkompetenzen für die Energiesystemtechnik Energiewirtschaft und Systemdesign Systemintegration Energienetze Energiesystemtechnik Energieinformatik Energiespeicher- Systemtechnik Energiemeteorologie und Erneuerbare Ressourcen
LIBERALISIERUNG
Liberalisation in Europe and Germany Before liberalization: Vertical integrated electric supply companies (entire value creation chain: generation, transport, distribution) Only few actors (4 in Germany) oligopoly, market power Regional monopoly of utilities (electric supply company) Intransparent pricing of electric energy
Liberalisation in Europe and Germany Aim of liberalization: Higher economic efficiency and better grade of services due to competition Unbundling of functions (generation, transport, distribution) Annulment of regional monopolies Regulated fees for the use of infrastructure (grid) Exchanges as transparent trading platforms No discrimination towards new actors Competition in generation, trade and sales Transparent pricing
Liberalization in Europe and Germany The legal way of the liberalisation process: 1996: Directive 96/92/EC of 19 December 1996 concerning common rules for the internal market in electricity 1998: Energy economy law (Energiewirtschaftsgesetz EnWG) of 24 April 1998 2003: Directive 2003/54/EG of 26 June 2003 concerning common rules for the internal market in electricity and repealing Directive 96/92/EC 2005: Energy economy law (Energiewirtschaftsgesetz EnWG) of 7 July 2005 2009: Directive 2009/72/EC of 13 July 2009 concerning common rules for the internal market in electricity and repealing Directive 2003/54/EC 2012: Energy economy law (Energiewirtschaftsgesetz EnWG) of 12 December 2012
MARKTSTRUKTUREN UND MECHANISMEN
DK O s t s e e NL N o r d s e e Essen Düsseldorf Dortmund Bremen Hannover Hamburg Leipzig Berlin Dresden PL Bilanzkreise: Fassen Einheiten zusammen Erstellen Fahrpläne Sind Verantwortlich für Fahrplanbweichungen Beziehen Ausgleichsenergie Köln B CZ Frankfurt a.m. Leitungsverbindungen 380kV / in Bau / in Planung 380kV 150kV / in Bau / in Planung F Karlsruhe Stuttgart Nürnberg München A Regelzonen HGÜ-Freileitung/Kabel/ in Bau / in Planung Umspannwerke HGÜ-Station EnBW Transportnetze AG Amprion GmbH 50Hertz Transmission GmbH Tennet TSO GmbH Siehe Auch: Energiewirtschaftsgesetz Stromnetzzugangsverordnung Musterbilanzkreisvertrag CH
Der Energiehandel als Bilanzkreis Futures / Options Termin-Markt Risikoabsicherung Leistungspreispreis/ Arbeitspreis Regelleistungsmarkt Gebotspreisverfahren Day-Ahead Markt (Spot) Auktion (12:00) Grenzpreisverfahren 1h & ¼h Produkte Intraday Markt (Spot) Kontinuierlicher Handel Vorlaufzeit 30 Min. 1h & ¼h Produkte Ausgleichsenergie Farhplanabweichungen Augleichsenergiepreis Day-After Markt OTC Ausgleich von Bilanzkreisabweichungen (E-Mail)
TSO Generation Consumption Exchange Balance BRP 3 Scheduled 0 MWh - 200 MWh + 200 MWh + 0 MWh Exchange 200 MWh BRP 4 Scheduled Generation + 200 MWh Consumption 0 MWh Exchange - 200 MWh Balance + 0 MWh - Generation Consumption Exchange Balance BRP 1 Scheduled + 80 MWh - 100 MWh + 20 MWh + 0 MWh Exchange 20 MWh BRP 2 Scheduled Generation + 200 MWh Consumption - 180 MWh Exchange - 20 MWh Balance + 0 MWh - Scheduled
TSO Costs for balancing: 900 Area control net imbalance: 30 MWh Imbalance price: 900 / 30 MWh = 30 /MWh 30 /MWh * 10 MWh = 300 For delivery of 10 MWh balancing energy Balancing energy 10 MWh Balancing energy 30 MWh 30 /MWh * 40 MWh = 1200 For purchase of 40 MWh balancing energy BRP 1 Scheduled Actual Generation + 80 MWh + 80 MWh Consumption - 100 MWh - 90 MWh Exchange + 20 MWh +20 MWh Balance + 0 MWh +10 MWh Exchange 20 MWh BRP 2 Scheduled Actual Generation + 200 MWh + 160 MWh Consumption - 180 MWh - 180 MWh Exchange - 20 MWh -20 MWh Balance + 0 MWh -40 MWh Scheduled Actual Imbalance settlement
Market Structures and Mechanisms Balancing groups (including RE direct marketing) Organisation of activities (generation, consume, trade) by balancing groups Each actor in a control area of a TSO has at least one accounting grid Actors have separated balancing groups for each control area Schedule of each balancing group is to be sent to the responsible TSO until 2:30 p.m. day-ahead (adaptations intraday an the day after possible) Schedule of the balancing group must be balanced in every quarter of an hour balancing group generation + buying = consumption + selling Forecasted generation (schedule) Selling (e.g. Px contracts) In case of RE
Market Structures and Mechanisms TSO Balancing group for RES Organisation of renewable energy source (RES) generation TSO has a balancing group for (all) RES generation in his control area which does not fall under the direct marketing scheme TSO does a joint day-ahead and intraday forecast of RES generation in each control area Selling of RES generation on energy exchanges (only day-ahead and intraday spot markets) RES balancing group RES generation in entire control area = Selling on spot markets
Marktteilnehmer Producers Brokers Wholesale Trade (bilateral or by exchange) Suppliers Suppliers Large-scale consumers Retail Trade (bilateral) Final customers Final customers
Handelsmöglichkeiten am Großhandelsmarkt für Strom Wholesale market OTC* market Exchanges Forward market Spot market Forward market Spot market *OTC: Over-the-counter Knapp 50% des Stroms werden auf Spotmärkten gehandelt, der Rest wird OTC gehandelt
Nachfrage und Angebot am Markt ausgleichen Load Day-ahead prognosis Actual load curve Profiled load contract Base load contract Purchases and sales at the spot market Balancing energy Time (0-24 h)
P r i c e i n / M Wh Ökonomische Theorie CP BM, max SF Equilibrium Price P BM SF SF BM DF Quantity in MW C Dim
Spot-Market: Time-dependent loads cause time-dependent spot prices Source: The Impact of PV on the German Power Market Or Why the Debate on PV Feed-In Tariffs Needs to be Reopened Arrhenius Institute. 2010
Spot Market Adding more RE reduces spot price Source: The Impact of PV on the German Power Market Or Why the Debate on PV Feed-In Tariffs Needs to be Reopened Arrhenius Institute. 2010
ENERGIEBÖRSEN UND HANDEL
Characteristics of energy exchanges Technically, legally & financially secure Transparent Anonymous Standardized products High liquidity Exchange Single actor: no influence Nobody Ah! There s wants to a trade chance! with me!
Trading Phases Pre-Trading Period Trading Period Post-Trading Period Opening Closing Time Analyzing the market Sell and buy the Futures contracts Delivery of the commodity Source: Malte Jansen, Fraunhofer IWES
11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00 23:00 00:00 01:00 02:00 03:00 04:00 05:00 06:00 07:00 08:00 09:00 10:00 Day Ahead Market (EPEX) 12:20 Publishing of Results Rush Hour 12:00 Auction 365 d/y
11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00 23:00 00:00 01:00 02:00 03:00 04:00 05:00 06:00 07:00 08:00 09:00 10:00 Intraday Market (EPEX) Continous trade 24/7 365 d/y 15:00 Start of Intraday Trade for the following day Hourly contracts / ¼ - hourly contracts 05:30 End of Intraday Trade for Block 6-7
Energy markets and energy trading Selection of power exchanges in Europe: 1993 Statnett Marked AS in Lysker (Norway), since 1996 Nord Pool Spot market areas: Norway and Sweden and since 1998 Denmark and Finland 2000 European Energy Exchange (EEX) in Frankfurt/Germany and Leipzig Power Exchange (LPX) in Leipzig/Germany, 2002 fusion: EEX in Leipzig 2001 Powernext in Paris and Energy Exchange Austria (EXAA) in Vienna 2006 Belgium Power Exchange (Belpex) in Brussels (TLC: tri-lateral coupling: Belpex, APX (Amsterdam) and Powernext (Paris)) 2009 European Power Exchange (EPEX) in Paris fusion of the spot market operation of EEX and Powernext, market areas: France, Germany/Austria and Swiss, coupling of German and Danish market areas 2014 Price coupling of regions (PCR)
Power Gas Emission Allowances
Market Coupling
VERMARKTUNG ERNEUERBARER ENERGIEN
Renewable Energy Incentives: Feed In Tariff (FIT) Introduced: 1976, USA (then quickly forgotten) Perfected: 2000, Germany (and still used) Main benefits: Producer certainty: fixed selling price ~ 20 years No Gov t expense: financed by consumer bills Simple: 2-4 page contract (US PTC ~ 85 pages) Production incentive: produce more, earn more Flexible: technology incentive changes over time
German Direct Marketing for RES Still generous to RE producers: co-existence of old FIT via TSO and market premium via direct marketing Incentives for good portfolio management Should reduce integration costs, theoretically E.g. improved forecasting (more competition) Punctuality for controllable RES power plants (bio-gas, bio-mass) Avoid production at negative spot market prices In practice, so far Popular: more than 90% of wind energy Good seasonal timing rewarded (maint. plan) Participation of bio-gas to control power market
From German FIT to Direct Market MgP ct/kwh Management Premium 2012 2013 2014 2015 time Guaranteed Price (FIT) Standard FIT Market Premium Electricity Price (EP) Direct Market Option MkP t = FIT EP EP t : = monthly average on EEX Direct Marketing Trader sells hourly generation at Px* (MkP t + Px price at t = x can be > or < FIT)
Size of RE portfolio in MW Size of direct marketing portfolios 10.000 9.000 17 companies with more than 1 GW 8.000 7.000 6.000 5.000 4.000 3.000 2.000 1.000 0
Has German PV Reduced Peak Power Price? 2008 Source: www.epexspot.com Original analysis: Ars Technica: German solar juggernaut rolls on despite tariff cuts. 04.04.2012
Has German PV Reduced Peak Power Price? 2015 Source: www.epexspot.com Original analysis: Ars Technica: German solar juggernaut rolls on despite tariff cuts. 04.04.2012
REGELLEISTUNGSMARKT
Regelenergie Regelung bei Abweichungen von der Sollfrequenz: Regulärer Netzbetrieb 49,8 Hz < f < 50,2 Hz Einsatz von PRL, SRL, MRL Darüber hinaus stufenweiser Last- bzw. Kraftwerksabwurf Ausgleichsenergie: Frequenz [Hz] Trägheit Primärregelung Sekundärregelung Minutenreserve Zeit Jede Bilanzkreisabweichung wird durch Bezug Ausgleichsenergie korrigiert Regelung durch den ÜNB 30s 15min 60min Regelung durch den BKV Zeit Regelleistung ist die Summer aller Bilanzkreisabweichungen
Bedarfsermitllung der Regelleistung in Deutschland Lastrauschen Lastrauschen = Pist (15-min) Pist (1-min) Datenbasis: historische Messkampagnen der 1-min Lastzeitreihen Berechnung: Histogramm der Fehler PDF Form der Fehlerverteilung: Normalverteilung mit μ = 0, σ = 0,5% der jährlichen RZ-Höchstlast Last- bzw. RZ-Prognosefehler (inklusive dargebotsabhänige Erzeuger) LPF = Pprog (15-min) Pist eig. RZ-Prognosefehler (Summenfehler aus LPF und Prognosefehler Wind & PV) Datenbasis: rückgerechneter Regelleistungsbedarf Berechnung: Histogramm der Fehler Form: Normalverteilung mit σ = 2% Häufigkeit Leistungsdefizit Häufigkeit Leistungsdefizit Leistungsüberschuss Leistungsüberschuss Fahrplansprünge FPS = Saldo der Austauschleistungen zwischen Regelzonen (plus HoBA) Datenbasis: Bilanzkreisanmeldung Berechnung: Rampenmodell Form: Trichter mit σ = max. 1,2% (der RZ) Kraftwerksausfälle Kraftwerksausfall = ungeplanter Leistungsausfall eines Erzeugers Datenbasis: Kraftwerkspark und Statistik über Kraftwerksausfall je Typ Berechnung: statistische Faltung Form: einseitige Fehlerverteilung nur positiver Regelleistungsbedarf Häufigkeit Leistungsdefizit Leistungsüberschuss Leistungsdefizit Häufigkeit rekursive Fehlerfaltung 39
Regelleistungsmarkt Control reserve use: TSO uses control reserve in case of power imbalances in his control area Power imbalance: sum of all ± power imbalances in a control area Reasons for power imbalances: Breakdowns Generation or load inside of a control area Outage of commercial transactions between control areas Common European grid operation (UCTE) Forecast error (load or production) Source: Patrick Hochloff, Fraunhofer IWES
Control Power Market Requirements for different types of control reserve Maximum energy activation Primary control reserve Secondary control reserve 1 Week Weekend 4 h automated: +/-200 mhz Set-point by TSO Minute reserve MOL-Server Power gradient ΔP/30 sec ΔP/5 min ΔP/15 min Source: Patrick Hochloff, Fraunhofer IWES
Control Power Market Quarterly average values of the control reserve tendered (www.regelleistung.net)
MRL-Abruf [MW] SRL-Abruf [W] Ausgleichsenergie - Deutschland x 10 9 DK O s t s e e N o r d s e e Hamburg Bremen PL Hannover Berlin NL Begrenzung Netznutzungsentgelte durch höchsten Wert aus MO-Liste SRL - LP AEK=(W Messung -W Fahrplan )*AEP 2.5 Bildung der Ausgleichsenergiekosten 2 Bestimmung RE-Kosten 1.5 1 PRL Ermittlung - LP eines Arbeitspreises für AE 0.5-0.5-1.5 0-1 -2 SRL Abruf Dortmund Essen Düsseldorf Köln Leipzig Dresden SRL - AP -2.5 0 1 2 3 4 5 6 Stunden im Monat Juli 2010 [h] x 10 5 B Frankfurt a.m. Nürnberg CZ Leitungsverbindungen 380kV / in Bau / in Planung 380kV 150kV / in Bau / in Planung HGÜ-Freileitung/Kabel/ in Bau / in Planung Umspannwerke Ausgleichsenergiepreis F Karlsruhe Stuttgart HGÜ-Station Regelzonen EnBW Transportnetze AG Amprion GmbH 50Hertz Transmission GmbH Tennet TSO GmbH MRL - LP 1500 1000 München A 500 CH MRL - AP 0-500 -1000-1500 -2000-2500 EnBW Pos EnBW Neg 50Hertz Pos 50Hertz Neg Amprion Pos Amprion Neg TenneT Pos TenneT Neg Summe Pos Summe Neg
Grünbuch-/Weißbuchprozess des BMWi STROMMARKT 2.0 Green Energy Corridors, Fraunhofer IWES
20. März 2015 Partielle Sonnenfinsternis Reservearbuf in MW Eingespeiste PV-Leistung in GW 2000 1500 1000 500 0-500 -1000-1500 -2000 ~4.4 GW/h ~7.5 GW/h ~14.4 GW/h Negative Positive ~4.7 GW/h 45
Malte Jansen malte.jansen@iwes.fraunhofer.de FRAGEN & DISKUSSIONEN