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Authors
Abstract(s)
A liberalização do mercado de energia elétrica alterou todo a processo de compra e venda
de energia elétrica, criando uma forte concorrência entre as empresas de geração. O
objetivo de uma empresa de geração inserida num mercado liberalizado é a maximização
do seu lucro. Neste contexto, torna-se fundamental desenvolver estratégias de otimização
destas empresas de geração nos mercados de energia, por forma a maximizarem o seu
lucro.
Neste sentido, o presente trabalho tem como objetivo otimizar a carteira de uma empresa
de geração no mercado ibérico de eletricidade (MIBEL) e no mercado de reserva
secundária de uma forma integrada. A carteira desta empresa de geração é constituída
por: uma central térmica e uma central hídrica reversível, as quais efetuam ofertadas em
separado e em conjunto no mercado diário como tomadoras de preço “price-taker” e como
definidoras de preço “price-maker”. Já no mercado de reserva secundária serão ofertadas
como tomadoras de preço, sem poder de mercado para alterar o preço de equilíbrio. Para
tal, foi desenvolvido um modelo matemático que através da curva de procura residual
modela o poder de mercado da empresa de geração.
Os resultados obtidos mostram uma melhor otimização quando a empresa atua em
mercado com as suas centrais otimizadas em conjunto, também se verifica neste caso que
a empresa de geração aumenta o seu poder de mercado no mercado diário dado que existe
uma maior variação dos preços. Em suma verificou-se que a empresa de geração aumenta
o seu lucro quando otimiza as suas centrais em conjunto. Desta forma, aumenta os
resultados operacionais obtidos no mercado diário e vende com a sua carteira quase a
totalidade da reserva secundária.
The liberalization of the electricity market has changed the whole process of buying and selling electricity, creating a strong competition among generation companies. The objective of a generation company inserted in a liberalized market is the maximization of its profit. In this context, it becomes fundamental to develop strategies to optimize these generation companies in the energy markets, in order to maximize their profit. In this sense, the present work aims to optimize the portfolio of a generation company in the Iberian electricity market (MIBEL) and in the secondary reserve market in an integrated way. The portfolio of this generation company consists of: a thermal power station and a pumped storage hydro plant, which offer separately and together in the dayahead market as price taker and as price-maker. Already in the secondary reserve market will be offered as price-taker without market power to change the equilibrium price. For this, a mathematical model was developed that, through the residual demand curve models the market power of the generation company. The results obtained show a better optimization when the company operates in the market with its power plants optimized together, it is also verified in this case that the generation company increases its power in the day-ahead market since there is a greater price variation. In short it has been found that the generation company increases its profit when it optimizes its plants together. In this way, it increases the operational results obtained in the day-ahead market and sells with its portfolio almost the entire secondary reserve.
The liberalization of the electricity market has changed the whole process of buying and selling electricity, creating a strong competition among generation companies. The objective of a generation company inserted in a liberalized market is the maximization of its profit. In this context, it becomes fundamental to develop strategies to optimize these generation companies in the energy markets, in order to maximize their profit. In this sense, the present work aims to optimize the portfolio of a generation company in the Iberian electricity market (MIBEL) and in the secondary reserve market in an integrated way. The portfolio of this generation company consists of: a thermal power station and a pumped storage hydro plant, which offer separately and together in the dayahead market as price taker and as price-maker. Already in the secondary reserve market will be offered as price-taker without market power to change the equilibrium price. For this, a mathematical model was developed that, through the residual demand curve models the market power of the generation company. The results obtained show a better optimization when the company operates in the market with its power plants optimized together, it is also verified in this case that the generation company increases its power in the day-ahead market since there is a greater price variation. In short it has been found that the generation company increases its profit when it optimizes its plants together. In this way, it increases the operational results obtained in the day-ahead market and sells with its portfolio almost the entire secondary reserve.
Description
Dissertação de mestrado para obtenção do grau de mestre em Engenharia Electrotécnica - ramo de Automação.
Keywords
Central hídrica reversível Pumped storage hydro Central térmica Thermal power station Empresa de geração Generation company Mercado diário Day-ahead market Mercado de reserva secundária Secondary reserve market Otimização em mercado Market optimization
Pedagogical Context
Citation
PINTO, Marco Miguel de Almeida - Optimização da carteira de ativos de geração de energia elétrica de uma empresa que atua no mercado diário do MIBEL e no mercado de reserva secundária. Lisboa: Instituto Superior de Engenharia de Lisboa, 2017. Dissertação de mestrado.
Publisher
Instituto Superior de Engenharia de Lisboa