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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)

https://orbit.dtu.dk/en/publications/e1c3fb64-f539-41fc-a425-5a3b2b591d1d


Henrik Klinge Jacobsen

Energy Systems Analysis

Risø DTU

November 12, 2010

EES-UETP Course at Comillas University, Madrid


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


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

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


Source: Sascha T Schröder

2003 time series


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


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

0

100

200

300

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744

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


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


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




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


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


• 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


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


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)


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


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


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

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


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


-8000

-6000

-4000

-2000

2006 2007 2008 2009

Germany

70

120

170

220€/MWh

Price duration Denmark West

2009


-130

-80

-30

20

40

60

80

100€/MWh

Price duration Denmark West

Jan-Oct 2010


-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


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


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


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


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!


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

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