The impact of the generation mix on electricity market prices: a comparative analysis at European level ​

The goal of this thesis is to investigate the impact of non-programmable renewable energy generation mix on Italian and Spanish electricity markets by studying electricity price in the spot electricity market. Specifically, to investigate whether different energy sources have a different impact on t...

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Detalles Bibliográficos
Autor: Lorente Gay, Maria
Tipo de recurso: tesis de maestría
Fecha de publicación:2020
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/188972
Acceso en línea:https://hdl.handle.net/2117/188972
Access Level:acceso abierto
Palabra clave:Renewable energy sources
Electric utilities -- Prices
Energies renovables
Empreses elèctriques -- Tarifes
Àrees temàtiques de la UPC::Energies
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spelling The impact of the generation mix on electricity market prices: a comparative analysis at European level ​Lorente Gay, MariaRenewable energy sourcesElectric utilities -- PricesEnergies renovablesEmpreses elèctriques -- TarifesÀrees temàtiques de la UPC::EnergiesThe goal of this thesis is to investigate the impact of non-programmable renewable energy generation mix on Italian and Spanish electricity markets by studying electricity price in the spot electricity market. Specifically, to investigate whether different energy sources have a different impact on the price, whether and or how much this is varying from different market zones and whether the impact is on general, daily-basis or maybe rather on an hourly basis. To detect the impact on electricity prices, it is followed a consolidated methodology adopted by Clò et al. [1] and developed an empirical analysis for Italy’s commercial markets and for the whole Spanish market by using a multivariate regression. It is considered daily averaged data for the renewable generation mix (specifically solar and wind) and spot electricity price from the respective day-ahead markets for the whole year 2018. As a secondary studio the impact on electricity prices in Italy is analysed by using hourly data. The results obtained support the hypothesis that rising zonal loads tend in general to raise zonal market prices based on the data from 2018. The intensity of this effect is pronounced with varying intensity. In Italy the lowest effect is in the North, with an impact of 1.19 €/MWh increase for each 1000 MWh of demand. The highest effect is found in the islands, reaching a value of 25.11 €/MWh in Sicily. In Spain, there is a low impact of load, with a value of only 0.045 €/MWh. It is interesting to stress how the impacts of photovoltaics and wind vary across Italian zone. While both prove to have in general a decreasing impact, on the electricity spot price, wind is the main driver of the electricity price reduction in the southern zonal areas whereas solar has a more significant decreasing impact on the northern zone prices. Eventually, Central North is the zone with the highest impact of both renewable sources. In Spain, no evidence is found for photovoltaics for electricity price reduction. But, on the other hand, an increase of 1 GWh of wind decreases the Spanish electricity price by 1.42 €/MWh. The results obtained also show for both Italy and Spain the assumption of high correlation between the price of gas and electricity: an increase of 1 €/MWh of gas price causes statistically an electricity price increase between 0.90 €/MWh and 1.73 €/MWh in Italy (depending on the zone) as well as an increase of 1.76 €/MWh in Spain. Compared to the daily data case, results of the secondary analysis show that solar comes out significant in all zones of Italy. Energy from solar panels is obtained only a few hours a day, therefore it turns out that the impact seems to be stronger on an hourly basis. However, wind has rather a daily impact, being wind generation more constant from day to day also not having such a plausible difference between hours as solar.OutgoingUniversitat Politècnica de CatalunyaWunnik, Lucas Philippe vanLorenzoni, ArturoSchwidtal, Jan Marc20202020-05-2520202020-05-26master thesishttp://purl.org/coar/resource_type/c_bdccNAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/masterThesisapplication/pdfhttps://hdl.handle.net/2117/188972reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2117/1889722026-05-27T15:37:01Z
dc.title.none.fl_str_mv The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
title The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
spellingShingle The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
Lorente Gay, Maria
Renewable energy sources
Electric utilities -- Prices
Energies renovables
Empreses elèctriques -- Tarifes
Àrees temàtiques de la UPC::Energies
title_short The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
title_full The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
title_fullStr The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
title_full_unstemmed The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
title_sort The impact of the generation mix on electricity market prices: a comparative analysis at European level ​
dc.creator.none.fl_str_mv Lorente Gay, Maria
author Lorente Gay, Maria
author_facet Lorente Gay, Maria
author_role author
dc.contributor.none.fl_str_mv Wunnik, Lucas Philippe van
Lorenzoni, Arturo
Schwidtal, Jan Marc
dc.subject.none.fl_str_mv Renewable energy sources
Electric utilities -- Prices
Energies renovables
Empreses elèctriques -- Tarifes
Àrees temàtiques de la UPC::Energies
topic Renewable energy sources
Electric utilities -- Prices
Energies renovables
Empreses elèctriques -- Tarifes
Àrees temàtiques de la UPC::Energies
description The goal of this thesis is to investigate the impact of non-programmable renewable energy generation mix on Italian and Spanish electricity markets by studying electricity price in the spot electricity market. Specifically, to investigate whether different energy sources have a different impact on the price, whether and or how much this is varying from different market zones and whether the impact is on general, daily-basis or maybe rather on an hourly basis. To detect the impact on electricity prices, it is followed a consolidated methodology adopted by Clò et al. [1] and developed an empirical analysis for Italy’s commercial markets and for the whole Spanish market by using a multivariate regression. It is considered daily averaged data for the renewable generation mix (specifically solar and wind) and spot electricity price from the respective day-ahead markets for the whole year 2018. As a secondary studio the impact on electricity prices in Italy is analysed by using hourly data. The results obtained support the hypothesis that rising zonal loads tend in general to raise zonal market prices based on the data from 2018. The intensity of this effect is pronounced with varying intensity. In Italy the lowest effect is in the North, with an impact of 1.19 €/MWh increase for each 1000 MWh of demand. The highest effect is found in the islands, reaching a value of 25.11 €/MWh in Sicily. In Spain, there is a low impact of load, with a value of only 0.045 €/MWh. It is interesting to stress how the impacts of photovoltaics and wind vary across Italian zone. While both prove to have in general a decreasing impact, on the electricity spot price, wind is the main driver of the electricity price reduction in the southern zonal areas whereas solar has a more significant decreasing impact on the northern zone prices. Eventually, Central North is the zone with the highest impact of both renewable sources. In Spain, no evidence is found for photovoltaics for electricity price reduction. But, on the other hand, an increase of 1 GWh of wind decreases the Spanish electricity price by 1.42 €/MWh. The results obtained also show for both Italy and Spain the assumption of high correlation between the price of gas and electricity: an increase of 1 €/MWh of gas price causes statistically an electricity price increase between 0.90 €/MWh and 1.73 €/MWh in Italy (depending on the zone) as well as an increase of 1.76 €/MWh in Spain. Compared to the daily data case, results of the secondary analysis show that solar comes out significant in all zones of Italy. Energy from solar panels is obtained only a few hours a day, therefore it turns out that the impact seems to be stronger on an hourly basis. However, wind has rather a daily impact, being wind generation more constant from day to day also not having such a plausible difference between hours as solar.
publishDate 2020
dc.date.none.fl_str_mv 2020
2020-05-25
2020
2020-05-26
dc.type.none.fl_str_mv master thesis
http://purl.org/coar/resource_type/c_bdcc
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
dc.identifier.none.fl_str_mv https://hdl.handle.net/2117/188972
url https://hdl.handle.net/2117/188972
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universitat Politècnica de Catalunya
publisher.none.fl_str_mv Universitat Politècnica de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
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