Detalhes
Nome
José VillarCluster
EnergiaCargo
Responsável de ÁreaDesde
01 setembro 2016
Nacionalidade
EspanhaCentro
Centro de Sistemas de EnergiaContactos
+351222094230
jose.villar@inesctec.pt
2023
Autores
Mello, J; de Lorenzo, C; Campos, FA; Villar, J;
Publicação
ENERGIES
Abstract
Extensive literature is available for modeling and simulating local electricity markets, often called P2P electricity markets, and for pricing local energy transactions in energy communities. Market models and pricing mechanisms provide simulation tools to better understand how these new markets behave, helping to design their main rules for real applications, and assessing the financial compensations of the internal energy transactions. As such, pricing mechanisms are often needed in energy management systems when centralized management approaches are preferred to market-based ones. First, this paper highlights the links between local electricity markets, pricing mechanisms for local electricity transactions, and other approaches to sharing the collective benefits of participating in transactive energy communities. Then, a standard nomenclature is defined to review some of the main pricing mechanisms for local energy transactions, an innovative pricing mechanism based on the economic principles of a post-delivery pool market is proposed, and other relevant approaches for local electricity market simulation such as Nash equilibrium or agent-based simulation are also revisited. The revision was based on systematic searches in common research databases and on the authors’ experience in European and national projects, including local industrial applications for the past five years. A qualitative assessment of the reviewed methods is also provided, and the research challenges are highlighted. This review is intended to serve as a practical guide to pricing mechanisms and market simulation procedures for practical designs of internal financial compensation to share the collective benefits of energy communities. © 2023 by the authors.
2023
Autores
Villar, J; Mello, J; Lopes, JP;
Publicação
Comunidades de Energia Renovável
Abstract
2023
Autores
Rocha, R; Silva, R; Mello, J; Faria, S; Retorta, F; Gouveia, C; Villar, J;
Publicação
ENERGIES
Abstract
2022
Autores
Mello, J; Villar, J; Saraiva, J;
Publicação
SSRN Electronic Journal
Abstract
2022
Autores
Oliveira A.R.D.; Navega V.; Collado J.V.; Saraiva J.T.; Campos F.A.;
Publicação
International Conference on the European Energy Market, EEM
Abstract
Fundamental electricity market models tend to underestimate the real market prices because they do not properly represent the real variable production cost of the generation units, nor the strategic markup that generation companies add to their costs to price the offered energy. This markup can increase bid prices above the marginal cost of the generation units, which may leave bids out of the market, decreasing the total cleared production, but increasing the final market price. This paper proposes a simple procedure, based on the real market outcomes, to estimate these markups and improve CEVESA MIBEL market model by reducing the gap between the simulated and the real market prices.
Teses supervisionadas
2018
Autor
Jorge Dias de Magalhães
Instituição
UP-FEUP
2018
Autor
Francisco Martínez Rubio
Instituição
2017
Autor
Salvador Doménech Martínez
Instituição
2017
Autor
Gonzalo Sánchez Contreras
Instituição
2017
Autor
Christian Francisco Calvillo Muñoz
Instituição
Outra
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