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Variable renewables and demand flexibility: Day-ahead versus intraday valuation

  • This chapter discusses trading in the day-ahead and intraday electricity markets, first in general and then from the perspectives of renewable power generators and demand response, respectively. This includes an overview of the relevant literature, a theoretical framework, and illustrative quantitative examples. The uncertainty of renewable electricity supply drives price volatility, especially in the intraday market, and leads to balancing cost for renewables, which can be optimized through forecasting and trading. The increased intraday price volatility can be exploited and moderated by demand response, which thereby helps to balance the uncertainty of renewables.

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Metadaten
Document Type:Part of a Book
Language:English
Author(s):Reinhard Madlener, Oliver Ruhnau
Editor(s):Fereidoon Sioshansi
Parent Title (English):Variable Generation, Flexible Demand
Publisher:Academic Press
Publication year:2020
Publishing Institution:Hertie School
First Page:309
Last Page:327
DOI:https://doi.org/10.1016/B978-0-12-823810-3.00005-4
ISBN:9780128238103
Release Date:2021/02/08
Tag:Centre for Sustainability
Hertie School Research:Publications PhD Researchers
Centre for Sustainability
Licence of document (German):Metadaten / metadata
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