Statistical Study and Clustering of the Critical Branches Defining the Market Coupling in the Central West Europe Zone
Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Integration of European electricity market is one of the major challenges since the begin-ning of the 2000s. In 2010, market coupling, which optimizes power trading by allocating cross-border transmission capacity, was launched in Central West Europe (CWE). It was ﬁrst implemented by using the Available Transmission Capacity (ATC) based capacity transmission. The ATC method was based on computation of Net Transfer Capacity on each border of the CWE zone by Transmission System Operators. On May 21st 2015, ATC method was replaced by the ﬂow-based method. The ﬂow-based method better takes into account the network speciﬁcities. It allocates transmission capacity based on branches rather than borders, as it was the case with ATC method.
Traders need to forecast the spot price in order to best choose their trading strategy. They have to forecast weather conditions, consumption, production and network main-tenance. With the implementation of the ﬂow-based method, now they also need to forecast the ﬂow-based domain. Then, clustering on past data will help to fulﬁll this goal.
This thesis has been carried out in three main steps. First, ATC and ﬂow-based methods have been compared each other in order to better understand what are the advantages with the ﬂow-based method. Then, main achievements and features of the ﬂow-based method have been highlighted based on data collected during the phase test. Finally, a procedure has been developed in order to cluster data which deﬁne the ﬂow-based domain. The clustering procedure has been tested on data collected of January 2015. Diﬀerent clustering methods and observation pre-processing have been compared and recommendations on the best choice have been made.
Place, publisher, year, edition, pages
2016. , 74 p.
EES Examensarbete / Master Thesis, TRITA EE 2016:053
Flow-based, Interconnections, CWE zone, ATC, Clustering
Electrical Engineering, Electronic Engineering, Information Engineering
IdentifiersURN: urn:nbn:se:kth:diva-187647OAI: oai:DiVA.org:kth-187647DiVA: diva2:930849
Reza Hesamzadeh, Mohammad, Associate Professor