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Integration of intermittent renewable generation. The case of Denmark
Jacobsen, Henrik
Publication date:2010
Link back to DTU Orbit
Citation (APA):Jacobsen, H. (Author). (2010). Integration of intermittent renewable generation. The case of Denmark.Sound/Visual production (digital)
Integration of intermittent renewable generation. The case of Denmark
Henrik Klinge Jacobsen
Energy Systems Analysis
Risø DTU
November 12, 2010
EES-UETP Course at Comillas University, Madrid
Integration of intermittent renewable generation. The case of Denmark
AGENDA
• Intermittent generation in Denmark
• Power system and integration in the Nordic Market
• Wind shares in DK West- off shore wind parks
• Market prices and wind
• Wind power generation and revenue – the disadvantage relative to average
10/11/2010Henrik K. Jacobsen2 Risø DTU, Technical University of Denmark
average
• Discussion of excess wind and the export revenue
• Why did the large wind shares integrate that easy?
• Future reliability and power plants being decommissioned due to excess capacity
Intermittent generation in Denmark 2010
Majority is wind power
3730 MW total
of which
• 2862 MW on shore
• 868 MW off shore
PV: 3MW
Total DK generation capacity: 13409 MW
10/11/2010Henrik K. Jacobsen3 Risø DTU, Technical University of Denmark
Total DK generation capacity: 13409 MW
A number of new off shore wind parks have been commissioned recently Rødsand 2, Horns REV 2
18.3% of electricity consumption in DK from wind in 2009
Not equally distributed: Western Denmark has the largest share: 2744 MW
422 MW is off-shore
5143 MW conventional in DK West
Peak load = 3677 MW
Plans are to increase considerably with mainly off-shore
10/11/2010Henrik K. Jacobsen4 Risø DTU, Technical University of Denmark
DK is a transit system from the north Hydro to continental Europe
10/11/2010Henrik K. Jacobsen5 Risø DTU, Technical University of Denmark Figure: Nordel
January 2003/05 time series
10/11/2010Henrik K. Jacobsen6 Risø DTU, Technical University of Denmark
Source: Sascha T Schröder
2003 time series
10/11/2010Henrik K. Jacobsen7 Risø DTU, Technical University of Denmark
Source: Sascha T Schröder
2005 time series
10/11/2010Henrik K. Jacobsen8 Risø DTU, Technical University of Denmark Source: Sascha T Schröder
DK West as the price in the middle
60
80
Nord Pool System price
€/MWh
10/11/2010Henrik K. Jacobsen9 Risø DTU, Technical University of Denmark
0
20
40
60
2005 2006 2007 2008 2009
Western Denmark Area price
EEX price
Wind impact on Spot Price: DK West example
400
500
600
DK
K/M
Wh 80
100
120
140
Win
dPro
duct
ion/
Pow
er
Con
sum
ptio
n %
Denm ark -wes t price
S ys tem price
wind produc tion
10/11/2010Henrik K. Jacobsen10 Risø DTU, Technical University of Denmark
10
0
100
200
300
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Hours in Ja nua ry '07
DK
K/M
Wh
0
20
40
60
80
Win
dPro
duct
ion/
Pow
er
Con
sum
ptio
n %
0.0
0.5
1.0
1.5
2.0
2.5
1 2 3 4 5 6 7 8 9 10 11 12
Monthly electricity demand, TWh
2005
2006
2007
2008
2009
10/11/2010Henrik K. Jacobsen11 Risø DTU, Technical University of Denmark
1 2 3 4 5 6 7 8 9 10 11 12
0.0
0.5
1.0
1 2 3 4 5 6 7 8 9 10 11 12
Monthly wind production, TWh
0.2
0.3
0.4
0.5
Monthly shares of wind power
2005
2006
2007
DK West
10/11/2010Henrik K. Jacobsen12 Risø DTU, Technical University of Denmark
0.0
0.1
0.2
1 2 3 4 5 6 7 8 9 10 11 12
2008
2009
DK West wind production and high prices caused by low wind
2005 2006 2007 2008 2009
Wind production above 100 % of consumption, hours 42 26 50 43 33
Wind production below 10 % of consumption, hours 2887 3199 2946 3125 2778
Wind production below 1 % of consumption, hours 298 381 371 352 373
10/11/2010Henrik K. Jacobsen13 Risø DTU, Technical University of Denmark
Wind production below 1 % of consumption, hours 298 381 371 352 373
Above 100 €/MWh and wind production below 1 % of consumption, hours 9 0 13 14 0
12 or more consecutive hours with wind production below 1 % of consumption, events 6 13 9 7 8
Highest number of consecutive hours with wind production below 1 % of consumption 22 40 76 25 30
DK West hourly prices weighted with volumes of production and trade
40
60€/MWh
Central
production
Wind
10/11/2010Henrik K. Jacobsen14 Risø DTU, Technical University of Denmark
0
20
2005 2006 2007 2008 2009
Wind
production
Export
Import
Example of price impact in a system with high intermittent shares and interconnection
constraints
• Why is the low prices a problem?
• In a system with high intermittent shares there are unattractive low prices – from the generators view
• There is a lot of short term price variation
10/11/2010Henrik K. Jacobsen15 Risø DTU, Technical University of Denmark
• There might be longer periods of high prices
• And the average spot market price is lower
• Especially market based wind generators will experience low prices
Impact at the Western-Denmark power market
December 2005
500
600700
800
DK
K/M
Wh
0-150 MW
150-500 MW
10/11/2010Henrik K. Jacobsen16 Risø DTU, Technical University of Denmark
0100
200300
400
1 4 7 10 13 16 19 22
Hour of the day
DK
K/M
Wh
500-1000 MW
1000-1500 MW
> 1500 MW
Source: Poul Erik Morthorst
Lower spot market prices: results for 3 years positive or negative?
8
10
12
14
16
% lo
wer
spo
t pric
e
Denmark West
Denmark East
10/11/2010Henrik K. Jacobsen17 Risø DTU, Technical University of Denmark
0
2
4
6
8
2004 2005 2006
% lo
wer
spo
t pric
e
Denmark East
Total
Source: Poul Erik Morthorst
Lower spot market prices and revenue for wind generators (calculated revenue)
10/11/2010Henrik K. Jacobsen18 Risø DTU, Technical University of Denmark
Wind generators thus receive a price that is around 10% lower than the market average price
As the area price is already influenced by the wind generation the relative disadvantage of wind generators to conventional generators is larger
The large conventional generators have been estimated to receive an average revenue (price ) that is 15-20% higher than wind due to the controllability
2000
2500
3000
3500
4000
West Denmark
Hourly load curve 2006
Load curve 2009
Just lower demand level in 2009 due to the financial crisis
19
0
500
1000
1500
1
32
6
65
1
97
6
13
01
16
26
19
51
22
76
26
01
29
26
32
51
35
76
39
01
42
26
45
51
48
76
52
01
55
26
58
51
61
76
65
01
68
26
71
51
74
76
78
01
81
26
84
51
due to the financial crisis
60
80
100
120
140
2000
2500
3000
3500
4000
West Denmark
Hourly load curve 2006
Price 2006
Price correlated with load curve – but large variation (wind)
€/MWh
20
0
20
40
60
0
500
1000
1500
1
32
6
65
1
97
6
13
01
16
26
19
51
22
76
26
01
29
26
32
51
35
76
39
01
42
26
45
51
48
76
52
01
55
26
58
51
61
76
65
01
68
26
71
51
74
76
78
01
81
26
84
51
60
80
100
120
140
2000
2500
3000
3500
4000
West Denmark
Hourly load curve 2009
Price 2009
Much less price variation –high prices at low load are capped probably by imported hydro
€/MWh
21
0
20
40
60
0
500
1000
1500
1
32
6
65
1
97
6
13
01
16
26
19
51
22
76
26
01
29
26
32
51
35
76
39
01
42
26
45
51
48
76
52
01
55
26
58
51
61
76
65
01
68
26
71
51
74
76
78
01
81
26
84
51
50
70
90
110
€/MWh
Jan- Oct
2010
The average wind share is 28% in 2010
Jan-Oct 2010 price and wind generation DK West
10/11/2010Henrik K. Jacobsen22 Risø DTU, Technical University of Denmark
-10
10
30
50
0% 20% 40% 60% 80% 100% 120%
Wind share of consumption Negative prices occur but not as negative as initially
Interconnection capacities 2009
Export
capacity
MW
Import
capacity
MW
Gross
Export
GWh
Gross
Import
GWh
Consumption
GWh
DK-West - Norway1000 1000 1448 3828
DK West - Sweden740 680 1985 667
10/11/2010Henrik K. Jacobsen23 Risø DTU, Technical University of Denmark
DK-West - Germany1500 950 4960 1710
Total3240 2630 8394 6205
20550
Wind generation 5123 GWh
-2000
0
2000
4000
6000GWh Net import to West Denmark
Norway
Sweden
10/11/2010Henrik K. Jacobsen24 Risø DTU, Technical University of Denmark
-8000
-6000
-4000
-2000
2006 2007 2008 2009
Germany
70
120
170
220€/MWh
Price duration Denmark West
2009
10/11/2010Henrik K. Jacobsen25 Risø DTU, Technical University of Denmark
-130
-80
-30
20
40
60
80
100€/MWh
Price duration Denmark West
Jan-Oct 2010
10/11/2010Henrik K. Jacobsen26 Risø DTU, Technical University of Denmark
-20
0
20
40
1
25
8
51
5
77
2
10
29
12
86
15
43
18
00
20
57
23
14
25
71
28
28
30
85
33
42
35
99
38
56
41
13
43
70
46
27
48
84
51
41
53
98
56
55
59
12
61
69
64
26
66
83
69
40
Negative prices
• 2009 had 9 hours negative prices
• 2010 shows also just 9 hours with negative price
• Only 165 hours below 20€/MWh in 2010
• Conventional generation operating at minimum 350-400 MW during low prices
10/11/2010Henrik K. Jacobsen27 Risø DTU, Technical University of Denmark
low prices
• Exports considerable when prices are negative, but mostly to Norway
• For all negative prices in 2009 import from Germany and export to Norway
2000
2500
3000
3500
4000
0
5
10
15
20
MWh€/MWh Price duration
Conventional + wind generation
Conventional generation
Price duration 165 hours with lowest prices in 2010
10/11/2010Henrik K. Jacobsen28 Risø DTU, Technical University of Denmark
0
500
1000
1500
2000
-20
-15
-10
-5
0
120%
140%
160%
180%
5
10
15
20
€/MWh Price duration
Total generation/load
Generation to load ratio for 165 hours with lowest prices in 2010
10/11/2010Henrik K. Jacobsen29 Risø DTU, Technical University of Denmark
20%
40%
60%
80%
100%
-20
-15
-10
-5
0
Conclusion: How large are the two short term price effects of wind in Denmark?
1. Reduced prices due to wind power
– DK West prices are reduced 5-13%
– The system price in the Nordic area has only been marginally reduced due to the wind power
– The revenue corresponding to the prices at wind power generation times are almost 10% lower than the average prices in West Denmark
10/11/2010Henrik K. Jacobsen30 Risø DTU, Technical University of Denmark
2. Increased price volatility due to wind power
– Price volatility is probably not higher because of the additional wind power capacity being added
– but volatility might increase as conventional capacity is now being decommissioned (one coal block at Ensted)
3. Large interconnection capacity to Norwegian hydro is the major explanation why the integration of 25-28% wind generation has caused relatively few problems in West Denmark
Thank you for your attention!
10/11/2010Henrik K. Jacobsen31 Risø DTU, Technical University of Denmark
Henrik Klinge [email protected]
+45 4677 5109
Risø National Laboratory for Sustainable EnergyTechnical University of Denmark – DTU
Systems Analysis DivisionBuilding 110, P.O. Box 49
DK-4000 Roskilde, Denmarkwww.risoe.dtu.dk