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Intra-Day & Balancing Markets

Convergence towards real-time operations relies on

  • BRP
  • Adjustment Market: Intra-day market mechanism
  • Balancing Market: (near) realtime market

If a deviation from the original schedule occurs (for producer/consumer)

  • Re-dispatch of own units: Compensate with other generation/consumption means within their own portfolio
  • Intra-day/adjustment market: Find ways to adjust through agreements with other players between day-ahed market clearing and actual operation
  • Balancing market: Let system operator put system back to balance

Day-Ahead Market

Day-Ahead market is a financial market with

  • Pool based on auction mechanism
  • Only transactions
  • No generation/consumption
  • Market participants and system operator are informed about market clearing outcomes (price & volumes for each market time unit)
  • In European set-up, the market participants will then self-dispatch, ie determine themselves how they will generate/consume depend on volumes & prices
  • Fairly long time before actual operation [12, 36] hours

BRP

Balance Responsible Parties

Companies that can and may handle the balance responsibility for production and consumption units and/or trades actual electricity.

Intra-Day Market

Intra-Day Market is based on bilateral contracts, even though handled through central platform

Purpose: Need for corrective actions may highly vary depending upon how new information disclosure occurs between day-ahead market clearing and actual operation

Features

  • Fewer players
  • Lesser liquidity
  • Low trade volume

Organization: leaning towards electronic reading

Flexibility summarizes the impact of operational constraints (ie, minimum up and downtime, ramping, minimum operating point, etc)

You need not only buy alone or sell alone; you can do both to exploit any market inefficiencies

It may be difficult to foresee the actual imbalance that would need to be fixed eventually

Decision-making in such adjustment markets can be complex & stressful

Balancing Market

  • Regulation market: Participants that offer to buy/sell, prior to hour of operations
  • Balancing market: Participants cover the cost of their contribution to place the system off-balance

Cases

  • Positive: Supply > Demand: downward regulation required
  • Negative: Supply < Demand: upward regulation required
  • Balanced: Supply \(\approx\) Demand: no regulation required

Payment Settlement

  • One-price: Total payment/revenue of day-ahead market participants for deviations from schedule equals revenue/payment of balancing generators
  • If one’s own deviation leads to off-balancing system, it leads to a loss
  • If one’s own deviation helps in balancing system, it leads to a profit
  • Two-price
  • Those off-balancing system penalized
  • Those supporting system (unintentionally) will not get extra rewards

Causes of Imbalance

  • Electric load is greater/less than forecasted at the time of market-clearing
  • Renewable energy generation is greater/less than forecasted at the time of market-clearing
  • Outages/operational difficulties of production units
  • Outages/operational difficulties of transmission equipments
  • Internal congestion (within market/balancing zone)
Last Updated: 2024-05-14 ; Contributors: AhmedThahir

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