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Petten, 04 December 2014 CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM FLEXIBILITY IN ENERGY SYSTEMS MODELS Vera Silva, EDF R&D Co-authors: Gregoire Prime, Timothee Hinchliffe, Dominique Lafond, François Rehulka, Miguel Lopez-Botet

CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

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Page 1: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

Petten, 04 December 2014

CHALLENGES OF

REPRESENTING

ELECTRICITY SYSTEM

FLEXIBILITY IN

ENERGY SYSTEMS

MODELS

Vera Silva, EDF R&D

Co-authors: Gregoire Prime, Timothee Hinchliffe,

Dominique Lafond, François Rehulka, Miguel

Lopez-Botet

Page 2: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 2

A system that has sufficient capacity to meet peak load is adequate but

if this capacity is composed mostly of low flexible plants it can

experience problems for handling demand and generation variability.

Flexibility has always been an essential ingredient to handle the

variability and uncertainty in the demand-generation balance. It is

required at the operational time scales but needs to be considered at

planning stage.

Assessing the flexibility adequacy will probably emerge as a new task

in power system planning and metrics and models are being developed

to help with this task.

The representation of flexibility at the energy and power systems

planning will help to deliver a system that can handle variability in a

cost effective way.

THE PROBLEM OF FLEXIBILITY ADEQUACY

Page 3: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 3

INTEGRATION OF ELECTRICITY SYSTEM FLEXIBILITY TO ENERGY

SYSTEMS MODELS

Goal: to obtain an a long term electricity system expansion solution that ensures a

flexible system by solving a problem that includes : 1) the interaction between the

energy and the electricity systems 2) the long term uncertainties and 3) the relevant

short term operation constraints.

Long term forecasts of demand,

commodity prices, etc Reliability and flexibility requirements

Multi-energy system model

Transmission expansion options and candidate generation technologies

Generation and Transmission planning

Production cost simulations and operation flexibility assessment

Adequate and flexible transmission and

generation expansion solution

Electricity system model

FlexAssessment Continental Model with

Investment loop

MADONE

Page 4: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 4

DIFFERENT APPROACHES TO ADDRESS THE INTEGRATION OF ENERGY

AND ELECTRICITY SYSTEMS PLANNING

Option 1) Representation of electricity system flexibility in the

Times model by increasing the simulation granularity and

including additional constraints=> MADONE

Option 2) Coupling energy system models with electricity

system models using a chain of simulation tools with the

possibility of back feeding relevant information

• Energy system optimization : Madone

• Electricity system planning : Continental Model with Investment

loop

• Detailed near term flexibility assessment : Continental with

FlexAssessment

Page 5: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 5

Perimeter EU27+NO+CH (Europe 29)

with different levels of detail depending on the country

Trans-national networks represented

electricity and gaz, CO2

Storage capacities

hydro (one lake per country + hydro-pumping), gaz, CO2

Pipelines/electricity injections at the frontier of EU29

NordStream, Southstream, Nabucco, DESERTEC…

National resource potentials & limits

wind off-shore: km2(depth, wind speed, distance to coast) X Capacity density; Wind on-shore km2 ( area potentially available) X Capacity density; solar PV: area available, roofs surfaces; CO2 storage; biomass resources

Period and simulation time step

yearly from 2005 to 2010, every 10 years from 2010 to 2050

representation of each year with load curves eg: 24, 288 points

Outputs

technology mix & detailed energy balances , energy dependency, and environmental indicators, balance for electricity (including exchanges), association of energy uses and activities….

275 Mtep / 549 TWh

1339 Mtep / 2114 TWh

258 Mtep / 580 TWh

12/11/2005 EFESE/OSIRIS lot MADONE / Enerbat / EPI / MFEE/ EIFER4

2/1.

80.8/0.7

0.08/0.020.65/0.65

1.2/0.47

1.9/0.

9

2.05/1.5

1.9/2.75

3/3.85

0.6/0.6

3.2/1.5

2.5/0.8

1.1/1.2

3.2/2.2

2.4/2.4

0.5/1.4 0.995/2.65

2.3/3.2

2/2

0.5/0.6

0.75/0.75

0.95/0.95

1.98/2.44

1.2/1.3

0.3/0

0.35/0.35

0.75/0.75

2.05/1.65

0.5/0.5

1.5/0.8

0.9/0.6

0.43/0.16

4.24/1.81

1.3/1.5

2.3/2.2

1.75/0.8

0.5/0.5

0.6/0.1

2/1

Capacités d’interconnexion en 2005 (enGW)

TO /FROMLégende:

MADONE PERFORMS A MULTI-ANNUAL AND MULTI-ENERGY SIMULATION

OF EACH OF THE 29 INTERCONNECTED EUROPEAN COUNTRIES

detailed interm. aggregated

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| 6

The model simulates a “realistic” European electricity system,

including:

description of different countries generation mix and key transmission corridors

interconnection capacities between countries

management of water reservoirs and pump storage

a large number of scenarios of climate years represented by demand and variable

generation across the European system => time-synchronise data with hourly (or lower)

resolution

several scenarios of generation availability

Some key challenges of this problem:

hydro and storage flexibility optimization => stochastic problem

generation scheduling needs to be performed across the whole Europe including

interconnection and key transmission constraints => high performance computing

analysis of system static and dynamic security => hierarchical approach

CONTINENTAL MODEL WITH INVESTMENT LOOP FOR MODELING THE

EUROPEAN INTERCONNECTED ELECTRICITY SYSTEM

Page 7: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 7

The objective is to obtain the thermal generation

mix that ensures that for every new unit the

revenues equals its annuitized fixed costs :

Fixed costs include investment and O&M

Variable costs include start-up and fuel costs

The conventional generation mix is optimized in

two iterative steps:

Load duration curve based heuristic to propose a

candidate solution

Validation of the heuristic solution solving the

hourly load-generation dispatch => creates a price

signal that feeds the investment loop

The generation mix needs to respect an adequacy

criterion

Maximum of 3h/year with marginal price = VOLL

CONTINENTAL

Investment loop

Demand

Variable generation

profiles

Interconnection

constraints

Storage

Investment costs

Commodity prices

CO2 price

INPUT DATA

Optimal thermal

generation mix

Production dispatch

Production costs

Market clearing prices

CO2 emissions

Hydro stock level paths

Interconnection uses

OUTPUT

CONTINENTAL MODEL WITH INVESTMENT LOOP: ELECTRICITY

GENERATION INVESTMENT MODEL FOR INTERCONNECTED SYSTEMS

Page 8: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 8

Reference: Langrene, N., van Ackooij, W., Breant, F., « Dynamic Constraints for Aggregated Units: Formulation and Application », Power

Systems, IEEE Transactions on , vol.26, no.3, Aug. 2011

Minimize global production cost for each

zone Unit commitment and economic dispatch minimizes thermal and

hydro generation cost over all the scenarios

Constraints include primary, secondary and tertiary reserve and

generation dynamic ratings

Multi area optimization with interconnection constraints

represented by NTC

Stochastic hydro-generation

scheduling Maximize the reduction in terms of generation costs

using dynamic optimization to obtain the « water

value » for each time step

Define a set of strategies of the optimal use of

hydro reservoirs in order to minimize the global

generation cost

Scenario based representation of stochastic parameters : Large number of annual scenarios of demand, wind and PV generation, water

inflows, fuel costs, thermal unit availabilities

Scenarios

data

Water

values

For each dispatch period and for each zone the dispatch

solution and the market clearing prices are obtained to access

the revenues of generation units

CONTINENTAL MODEL HYDRO-THERMAL GENERATION SCHEDULING

Page 9: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 9

MADONE

Bottom-up TIMES model : all 29 interconnected

European countries

Renewables national resources potentials & limits detailed: Wind off-shore, wind on-shore, roof for PV etc…

Horizon = 2005 to 2050 with a perfect foresight of each year

Time-slices: 24 or 288

24 =Peak and Off-Peak for each month

288 = 2 representative day (Week/W-E, bi-hourly)/month

Peak equation: additional demand constraint

With or without renewable contribution

Deterministic

Or multi-scenarios for one chosen year : testing with 4 annual scenarios

Continental Model with Investment loop

EDF R&D’s Elec Production Cost model

Electricity generation portfolio optimization

Stochastic simulation of hourly system

operation

Demand-generation balancing solved for one

year with hourly resolution

Interconnection constraints included

Stochastic parameters: (T°, hydro, wind, PV and

generation outages)

)()(max tDemtDem

OPTION 1 - REPRESENTATION OF FLEXIBILITY IN THE ENERGY MODEL :

COMPARISON MADONE-CONTINENTAL

Page 10: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 10

89

90

89

90

90

91

90

91

91

67

63

65

40

68

71

68

70

63

77

90

106

125

90

86

92

88

96

0 50 100 150 200 250

Def 5k€_Seuil 5k€_200MW

Def 10k€_Seuil 5k€_200MW

Def 50k€_Seuil 5k€_200MW

Def 10k€_Seuil 5k€_MC1pt

Def 5k€_Seuil 5k€_MC2all

Def 20k€_Seuil 20k€_200MW

Def 20k€_Seuil 10k€_600MW

Def 20k€_Seuil 10k€_200MW

REF_Def 20k€_Seuil 5k€_200MW

Capacité installée globale : MAD Global (GW)

dCPTF dCCG dTAC

Base Mid-merit Peak

89

89

89

81

81

81

43

41

41

42

43

40

234

101

34

224

96

10

- 50 100 150 200 250 300 350

288p + peak ss EnR

288p + peak

288p

24p + peak ss EnR

24p + peak

24p

Base Mid-merit Peak

- Consistency of

base capacity needs

between the 2

models

- Mid-base capacity

underestimated

with TIMES model

- Peak capacity

dependant on peak

equation

calibration MADONE (TIMES)

CONTINENTAL

COMPARISON OF CONTINENTAL AND MADONE OPTIMAL THERMAL

GENERATION MIX

Page 11: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 11

In the tests we made, a multi scenario approach helps reducing the gap for mid-

merit capacity but leads to a larger over-estimation of peak capacity

Choice of a (limited =4) set of scenario: how to select the right ones?

Calibration of peak equation could be a solution… but largely dependent on the system

studied

95

81

101

74

88

89

96

81

101

74

88

89

41

42

39

55

46

41

40

42

40

55

46

41

127

105

105

129

136

101

40

38

37

67

62

34

- 50 100 150 200 250 300

288p + peak monosénario 4

288p + peak monosénario 3

288p + peak monosénario 2

288p + peak monosénario 1

288p + peak multiscénario

288p + peak monoscénario moyen

288p monosénario 4

288p monosénario 3

288p monosénario 2

288p monosénario 1

288p mutiscénario

288p monoscénario moyen

Tirs multiscénario TIMES (GW) CPTF CCG TAC

89

90

89

90

90

91

90

91

91

67

63

65

40

68

71

68

70

63

77

90

106

125

90

86

92

88

96

0 50 100 150 200 250

Def 5k€_Seuil 5k€_200MW

Def 10k€_Seuil 5k€_200MW

Def 50k€_Seuil 5k€_200MW

Def 10k€_Seuil 5k€_MC1pt

Def 5k€_Seuil 5k€_MC2all

Def 20k€_Seuil 20k€_200MW

Def 20k€_Seuil 10k€_600MW

Def 20k€_Seuil 10k€_200MW

REF_Def 20k€_Seuil 5k€_200MW

Capacité installée globale : MAD Global (GW)

dCPTF dCCG dTAC

89

89

89

81

81

81

43

41

41

42

43

40

234

101

34

224

96

10

- 50 100 150 200 250 300 350

288p + peak ss EnR

288p + peak

288p

24p + peak ss EnR

24p + peak

24p

MULTI SCENARIOS SIMULATIONS

Madone

Continental

Page 12: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 12

MADONE IS SUITABLE TO PROVIDE A “MERIT ORDER” BETWEEN

TECHNOLOGIES INCLUDING THE MIX AND GEOGRAPHIC DISTRIBUTION

OF RENEWABLES

Representing explicitly dynamic constraints in a long-term TIMES large planning model doesn’t seem realistic for the time being

Without modeling operation margin and reserve requirements & dynamic constraints the generation dispatch is not accurate

For instance, a peak equation imposes investment in back-up capacity, not its use.

… but the objective is to have the « right » merit order between technologies investment decisions,

« right »= least cost + meeting capacity adequacy & flexibility adequacy system requirements

And then to assess, ex-post, if the generation mix calculated meets the electricity system constraints (Option 2)

Madone Continental model with

investment loop

Renewables mix per country:

F (cost/potential) with

sensitivity to interconnection

Flexibility and adequacy constraints

Page 13: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 13

OPTION 2: CHAIN OF SIMULATION TOOLS FOR DETAILED FLEXIBILITY

ASSESSMENT OF CONTINENTAL MODEL SCHEDULING SOLUTIONS

Location of VG

Load factors (with resolution 1h or lower)

VG forecast errors

FlexAssessment

CONTINENTAL

Model

Reserves and flexibility adequacy

Economicalanalysis

Dynamic simulation model

Market prices and generation costs

Generation load factors

Interconnection load factors

Generation mix

Frequency stability

VG curtailment

Plant revenues

Investment / hourly dispatch

Investment loop

Detailed description of VG

Demand time series

Investment costs

Generation dynamic constraints

Fuels costs

CO2 price

Network transfer capacities

Input data

Madone/TIMES model

The model coupling can include multi-annual investment trajectories simulated with Times

complemented with annual snapshot simulations with Continental Model

Page 14: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 14

-

100

200

300

400

500

600

0 30 60 90 120 150 180 210 240 270 300 330 360

-

100

200

300

400

500

600

0 30 60 90 120 150 180 210 240 270 300 330 360

-100

-

100

200

300

400

500

600

0 30 60 90 120 150 180 210 240 270 300 330 360

Net demand with 40 % VG penetration

Net demand with 15 % VG penetration

Demand

Difference between

31 weather years

(Δmax= 25% daily

net energy

demand)

Difference between

31 weather years

(Δmax= 90% of

daily net energy

demand)

Difference between

31 weather years

(Δmax= 7% of daily

energy demand)

-100

-

100

200

300

400

500

0 30 60 90 120 150 180 210 240 270 300 330 360-40

-30

-20

-10

-

10

20

30

40

50

60

70

80

90

100

Solaire

Eolien

Fatal

Hydraulique

Demande

DemandeRes

1 year

Scenario

Week For one single weather

year daily variation of

net demand and intra-

day variation requires

to take consider

forecasting errors &

margins

Intra-day variation of

net demand requires

to take into account

near term flexibilities

-40

-30

-20

-10

-

10

20

30

40

50

60

70

80

90

100

Solaire

Eolien

Fatal

Hydraulique

Demande

DemandeRes

Solar

Wind Biomas

s Hydro

Demand

Net Demand

VARIABLE GENERATION IMPACTS DEMAND-GENERATION

BALANCING FROM PLANNING TO OPERATION

Close to 100 scenarios (1 year with hourly resolution) created from synthetic demand,

wind and PV data for 31 weather years combined with generation availability

Page 15: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 15

Va

ria

tio

n c

om

pa

red

to

no

n V

G r

ef ca

se

GW

-200

-100

-

100

200

300

400

500

600

700

0 1000 2000 3000 4000 5000 6000 7000 8000

European net load duration curve

European load duration curve

h GW

-200

-100

-

100

200

300

400

500

600

700

0 1000 2000 3000 4000 5000 6000 7000 8000

Peak power

needs increase

h

BASE

PEAK

BASE

PEAK

Comparison of the Generation mix transformation with VG

Load duration curve approach vs. optimized with the investment loop

Simulation of hourly scheduling leads to a mix with:

- similar base load

- increase of mid-merit plant

- significant increase of flexible peaking plant

compared to a load duration curve investment approach

-100%

-50%

0%

50%

100%

150%

200%

Base Mid Merit PeakBase generation decreases

in the order of the energy

provided by VG

MID-MERIT

MID-MERIT

With flexibility constraints

Load duration curve

VARIABLE GENERATION REDUCES THE NEED FOR BASE-LOAD AND

INCREASES THE NEED FOR FLEXIBLE PEAKING PLANT

Example with 40% VG penetration in Europe

Page 16: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 16

Continental provides generation investment solutions that ensure sufficient

flexibility to manage annual, seasonal, weekly… to hourly variability

However solving a multi-zone hydro-thermal investment and operation

optimization, at the European system scale, is a complex problem and

approximations are required:

Different technologies are represented by clusters of identical units (nuclear, coal,CCGT, OCT) with

aggregated dynamic constraints => MSG, Min-up and down times, ramp-rates, start and stop times,

etc. (EU:1640 units and 169 clusters)

The annual optimization is performed by successive optimizations using a sliding window with a

perfect foresight of stochastic values (units failure, demand, wind and PV) are known for the duration

of the window.

In order to simulate short term system operation two layers are added to the

approach:

FlexAssessment – tests the robustness of the dispatch solutions considering all aspects of the

stochastic behavior of demand and generation.

European synchronous system dynamic model–assessment of the dynamic frequency stability

for every dispatch period

INTEGRATION OF A DETAILED FLEXIBILITY ASSESSMENT INTO

CONTINENTAL MODEL

Page 17: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 17

FLEXASSESSMENT BUILDING BLOCKS AND FLOWCHART

Generation scheduling

-hourly generation schedule

-for several annual scenarios

Frequency distribution of operation margins

- Upward and downward requirements for different lead times (eg: day-ahead,1h, 2h, 4h, etc)

Available margins

- Upward and downward available margins for different lead times

Flexibility assessment : required Vs available operation margins

- Upward and downward flex adequacy for different lead times represented as a

Probability of Insufficient operation margin = f(direction, lead-time)

2-MarginAssessment

3-OPIUM 1-

EnhanceDispatch

-40

-30

-20

-10

-

10

20

30

40

50

60

70

80

90

100

Solaire

Eolien

Fatal

Hydraulique

Demande

DemandeRes

-40

-30

-20

-10

-

10

20

30

40

50

60

70

80

90

100

Solaire

Eolien

Fatal

Hydraulique

Demande

DemandeRes?

Calculation of operation

margin requirements

Lead

time

Quantification of

the technical

flexibility available

Page 18: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 18

OPIUM generates for each time step t and for each lead time T (1h, 2h, day-

ahead, etc) a probabilistic density function of difference between demand

and generation in t+T.

Convolution:

generation excess generation deficit

Example of distribution of each source of uncertainty for

one period

Example of the distribution of demand-

generation balance

e.g. n % risk used to

define reserve

requirements

Probability to need a

margin lower than x MW

OPIUM – PROBABILISTIC TOOL FOR THE CALCULATION OF OPERATION

MARGINS AND RESERVE REQUIREMENTS

Page 19: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 19

Flexibility sources are stacked by

decreasing flexibility of each source:

« spinning component»

Start OCT (gaz or oil)

Start Offline CCGT

Start Offline Coal and nuclear

Load shedding.

Required margin and available

margin comparison outputs for each

flexibility source a saturation

probability.

Proba ( , , , )saturation flexSource t T way

OCGT upward 1h 01/01-19h

0 1000 2000 3000 4000 50000

0.1

0.2

0.3

0.4

0.5

0.6

Power (MW)

Upward Activation Probability by Technology, for lead time = 2 h

Head Room Margin

OCT Margin

CCGT Margin

Load Shedding

1 h

FLEXIBILITY ADEQUACY: EXAMPLE OF REQUIRED VS AVAILABLE

UPWARD MARGIN

Page 20: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 20

flexibility source

annual indicators

number of period with insufficient flexibility

mean hourly power deployment (MW)

generation headroom 400,8 702,1

quick plant start 1 100,5 150,8

quick plant start 2 0,0 60,1

slow plant start 0,0 0,0

load shedding 0,0 0,0

Flexibility indicators that can be obtained: example for lead time =

1 h, upward direction

Not deployable

Insufficient 1H margin probability =0

Means that the probability of deployment

of flexibility higher than « head room » +

quick plant start 1-2 within in less than 1 h

is 0 zero risk to run out to upward

margin

Annual utilization of different

flexibility sources

Average 1h upward flexibility

deployment = 913 MW

For this example the deterministic scheduling provides sufficient

flexibility to cover for all possible scenarios of 1h variability

During 400,8 h we need to

resort to OCGT to

manage 1h fluctuations

Not desired

INDICATORS REGARDING SHORT TERM FLEXIBILITY ISSUES

Page 21: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 21

Renewable capacity is based on the geographic distribution of wind and solar resources. Its

development involves a necessary adaptation of the existing electrical and energy system and

drives additional costs.

The development of renewables increases the need for flexibility and significant work has been

done to model the need for flexibility in planning models.

Coupling of investment and operation models seems to be the state of the art practice for realistic

size systems. This notion is currently being extended to multi-energy systems.

EDF R&D is studying the possibility of coupling the energy model MADONE with the electricity

system planning tool Continental Model. Similar type of work has been done by other institutions

as :

Coupling PRIMES – Plexos - DSIM used in the DG study « Energy integration of renewable energy in

Europe « (Kema, Imperial College)

Coupling TIMES-Plexos (or other) envisaged by the JRC

Hierarchical approaches permit having a good representation of both the energy and the

electricity system but the solutions obtained are not necessarily optimal.

Further research is needed either concerning the development of unified models or to define the

type of information exchanges between models if chains of models are used.

CONCLUSIONS AND NEXT STEPS

Page 22: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

APPENDIX

Page 23: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 23

Flexibility is mostly connected with operation decisions and

represents the ability of a system to adapt its to both predictable

and unpredictable fluctuating conditions, either on the demand or

generation side, at different time scales, within economical

boundaries.

WHAT IS ADEQUACY ? WHAT IS FLEXIBILITY ?

Adequacy is connected with the issues of investment decisions and

is used as a measure of long term ability of a system to match

demand and supply with an accepted level of risk. This is a measure

that internalizes the stochastic fluctuations of the aggregate

demand and supply.

Page 24: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

| 24

ELECTRICITY SYSTEM FUNCTIONS AND FLEXIBILITY

Time scale Domain Elements affected Flexibility sources

Close to real

time horizon

Seconds

Frequency regulation:

Frequency containment

reserves (FCR)

Dynamic frequency

stability FCR reserve providers

Minutes

Frequency regulation:

Frequency restoration

reserves (FRR)

Frequency FRR reserve providers

Scheduling

and dispatch

horizon

Minutes to

hour

Replacement reserves

(RR) and balancing

Economic dispatch

Follow net load variation

and FCR and FRR

Observability and Forecasting

Increase reserves

Ramping capability

Quick start plant

Hours to

days

Generation scheduling

Day-ahead and intra-

day markets

Generation dispatch

Transmission and

distribution operation

Wind utilisation

Observability and Forecasting

Efficient market design

Scheduling flexibility

Planning

horizon Years Expansion planning

Generation adequacy

Flexibility adequacy

Transmission and

distribution reinforcement

Optimise generation mix

Coordination between generation

and network investment

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BUT HOW IS IT BEING SOLVED…

Single optimisation problem

minimises investement and

operation decisions

Generation investement

loops connected to

production cost models

Investement loops +

production cost model+

operational flexibility

assessment

Unit construction and

Commitment algorithm (J. Ma,

V. Silva, 2011)

DSIM (Imperial College

London, 2012)

Plexos with flexibility offline

loop (EPRI, UC Dublin)

Maximizing future flexibility in

electric generation

Portfolios (Giraldo & McCalley,

2013)

FESTIV (NREL, 2013)

CONTINENTAL +

FLEXASSESSMENT (EDF

R&D, 2014)

MEPO-UC (Palmintier, Mort,

2013)

CONTINENTAL (EDF R&D,

2009 and 2011) … ect

Best solution but difficult to

solve => use of simplifications Best solution to identify

the critical constraints but

not to obtain the optimal

investement solution

Requires significant

simplification on

operation constraints

Page 26: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

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IMPACT OF VARIABLE GENERATION ON THE NET DEMAND

ADDRESSED TO CONVENTIONAL GENERATION

Source: H. Holtinnent et all, « Flexibility in the 21 century power systems», 21st century Power

Partnership project

Page 27: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

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MADONE: a bottom-up TIMES model

Industry:

• 18 main sectors

• 47 sub-sectors

• 53 energy using technos.

Residential sectors:

• 8 types of dwelling

• 11 energy needs (heating, HW, cook., light…)

• 11heating+hot water technologies

• 3 cooking technos

• 16 other electric appliances

Service sectors:

• 7 main sectors

• 2 types of dwelling for each sector

• 7 energy needs (heating, HW, light, computers…)

• 6 heating+HW technos

Transport sectors:

• Passengers and freight

• 9 transports modes

• 23 transport means

Agriculture:

• 6 energy uses

Oil & solid fuel supply

Gas supply (Eurasian area)

• Native gas production

• Pipeline transportation

• Gas storage

• LNG

Biomass-waste supply

• Primary ressources (17 types)

• Conversion technologies (13)

• Final bio-energy products (7)

Uranium supply

Non energy uses:

• 6 energy uses

FINAL ENERGY PRIMARY ENERGY

Wind, solar, hydro supply • availabilty factors (country + on/off shore + wind speed (9) + hours differenciation) • Ressources limits: areas X capacity density hyp. Ex: wind off –shore: km2 available per country according to wind speed (9), distance to coast (2) and depth (3) Ex: solar PV: m2 of roofs available, land available…

Electricty & steam production:

• >50 power generation technos

• Cogeneration: 21 technos

• District heating: 7 technos

• Industrial boilers

•Interconnections among countries

Refineries

Industrial transformations

( efficiency rates of direct

consumption processes)

TRANSFORMATION

PROCESSES

Energy sector consumption:

• Grid losses, ancillary conso etc.

= linked to production CO2 storage potentials: Saline aquifers, DGOF on & off-shore

Page 28: CHALLENGES OF REPRESENTING ELECTRICITY SYSTEM … - 04 Silva (EDF) (1).pdf · using dynamic optimization to obtain the « water ... Electricity generation portfolio optimization

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Generation reliability model to access generation availability

• Thermal generation uncertainty represented using forced outage rates (ORR) and failure to synchronize (Ps). A capacity outage probability table (COPT) is built for each dispatch period.

• Hydro generation uncertainty represented using an non-biased normal distribution

Probabilistic model of wind forecast errors

• Forecast uncertainty depends on lead-time and forecasted load factor.

• Wind uncertainty is modeled using empirical distributions

• Shape and dispersion of the distribution depend on the forecasted load factor

Probabilistic model of PV forecast errors

• Separate representation of small rooftop installations and PV farms

• PV forecast errors are represented by empirical distributions that depend on the hour of the day and the month of the year

Probabilistic model of demand forecast errors model

• Demand forecast errors are represented by non-biased normal distributions

• The standard deviation of the distribution depends on the hour of the day and the month of the year

-3000 -2000 -1000 0

0

0.05

0.1

0.15

0.2

0.25

0.3

Actual - committed generation (MW)

Pro

babili

ty

0

50

0204060801000

5

FLF (%IC)LF (%IC)

De

ns

ity

-20 -10 0 10 20

0

0.02

0.04

0.06

0.08

Deviation (%IC)

De

nsity

Hour

PV Farms

Roof-top PV

OPIUM – PROBABILISTIC TOOL FOR THE CALCULATION OF OPERATION

MARGINS AND RESERVE REQUIREMENTS