System Security and Ancillary Services. Daniel Kirschen

Transcription

1 System Secrity and Ancillary Services Daniel Kirschen

2 Introdction Electricity markets rely on the power system infrastrctre Participants have no choice to se a different system Cost to consmers of otages is very high Consmer have expectations for continity of service Cost of this secrity of spply mst match its benefit Daniel Kirschen

3 System secrity System mst be able to operate continosly if sitation does not change System mst remain stable for common contingencies Falt on a transmission line or other component Sdden failre of a generating nit Rapid change in load Operator mst consider conseqences of contingencies Use both: Preventive actions Corrective actions Daniel Kirschen

4 Preventive actions Pt the system in a state sch that it will remain stable if a contingency occrs Operate the system at less than fll capacity Limit the commercial transactions that are allowed Daniel Kirschen

5 Corrective actions Taken only if a distrbance does occr Limit the conseqences of this distrbance Need resorces that belong to market participants Ancillary services that mst be prchased from the market participants by the system operator When called, some ancillary services will deliver some energy However, capacity to deliver is the important factor Remneration on the basis of availability, not energy Daniel Kirschen

6 Otline Describe the needs for ancillary services Keeping the generation and load in balance Keeping the secrity of the transmission network Obtaining ancillary services How mch ancillary services shold be boght? How shold these services be obtained? Who shold pay for these services? Selling ancillary services Maximize profit from the sale of energy and ancillary services Daniel Kirschen

7 Needs for ancillary services

8 Balancing prodction and consmption Assme that all generators, loads and tie-lines are connected to the same bs Only system variables are total generation, total load and net interchange with other systems Generation Load Interchanges Daniel Kirschen

9 Balancing prodction and consmption If prodction = consmption, freqency remains constant In practice: Constant flctations in the load Inaccrate control of the generation Sdden otages of generators and interconnectors Excess load cases a drop in freqency Excess generation cases an increase in freqency Daniel Kirschen

10 Balancing prodction and consmption Generators can only operate within a narrow range of freqencies Protection system disconnects generators when freqency is too high or too low Cases frther imbalance between load and generation System operator mst maintain the freqency within limits Daniel Kirschen

11 Balancing prodction and consmption Rate of change in freqency inversely proportional to total inertia of generators and rotating loads Freqency changes mch less in large interconnected systems than in small isolated systems Local imbalance in an interconnected system cases a change in tie-line flows Inadvertent flow Daniel Kirschen

12 Balancing prodction and consmption Inadvertent flows can overload the tie-lines Protection system may disconnect these lines Cold lead to frther imbalance between load and generation Each system mst remain in balance Inadvertent flow Daniel Kirschen

13 Balancing prodction and consmption Minor freqency deviations and inadvertent flows are not an immediate threat However, they weaken the system Mst be corrected qickly so the system can withstand frther problems Daniel Kirschen

14 Example: load over 5 periods 300 Load [MW] Period Daniel Kirschen

15 Example: energy traded 300 Load [MW] Period Daniel Kirschen

16 Example: energy prodced 300 Load [MW] Period Daniel Kirschen

17 Example: imbalance 100 Imbalance [MW] Period Daniel Kirschen

18 Example: imbalance with trend Imbalance [MW] Random load flctations Slower load flctations Otages Period Daniel Kirschen

19 Example (contined) Differences between load and energy traded: Does not track rapid load flctations Market assmes load constant over trading period Error in forecast Differences between energy traded and energy prodced Minor errors in control Finite ramp rate at the ends of the periods Unit otage creates a large imbalance Daniel Kirschen

20 Balancing services Different phenomena contribte to imbalances Each phenomena has a different time signatre Different services are reqired to handle these phenomena Exact definition differ from market to market Daniel Kirschen

21 Reglation service Designed to handle: Rapid flctations in load Small, nintended variations in generation Designed to maintain: Freqency close to nominal Interchanges at desired vales Provided by generating nits that: Can adjst otpt qickly Are connected to the grid Are eqipped with a governor and sally are on AGC Daniel Kirschen

22 Load following service Designed to handle intra-period load flctations Designed to maintain: Freqency close to nominal Interchanges at desired vales Provided by generating nits that can respond at a sfficient rate Daniel Kirschen

23 Reserve services Designed to handle large and npredictable deficits cased by otages of generators and tie-lines Two main types: Spinning reserve Start immediately Fll amont available qickly Spplemental reserve Can start more slowly Designed to replace the spinning reserve Definition and parameters depend on the market Daniel Kirschen

24 Classification of balancing services Reglation and load following services: Almost continos action Relatively small Qite predictable Preventive secrity actions Reserve services: Use is npredictable Corrective secrity actions Provision of reserve is a form of preventive secrity action Daniel Kirschen

25 Example: Otage of large generating nit Gas trbines Secondary response Primary response :24:00 12:24:30 12:25:00 12:25:30 12:26:00 12:26:30 12:27:00 12:27:30 12:28:00 12:28:30 12:29:00 12:29:30 Daniel Kirschen

26 Network isses: contingency analysis Operator continosly performs contingency analysis No credible contingency shold destabilize the system Modes of destabilization: Thermal overload Transient instability Voltage instability If a contingency cold destabilize the system, the operator mst take preventive action Daniel Kirschen

27 Types of preventive actions Low cost preventive actions: Examples Adjst taps of transformers Adjst reference voltage of generators Adjst phase shifters Effective bt limited High cost preventive actions: Restrict flows on some branches Reqires limiting the otpt of some generating nits Affect the ability of some prodcers to trade on the market Daniel Kirschen

28 Example: thermal capacity A B Load Each line between A and B is rated at 200 MW Generator at A can sell only 200 MW to load at B Remaining 200 MW mst be kept in reserve in case of otage of one of the lines Daniel Kirschen

29 Example: emergency thermal capacity A B Load Each line between A and B is rated at 200 MW Each line has a 10% emergency rating for 20 mintes If generator at B can increase its otpt by 20 MW in 20 mintes, the generator at A can sell 220 MW to load at B Daniel Kirschen

30 Example: transient stability A B Assmptions: B is an infinite bs Transient reactance of A = 0.9 p.., inertia constant H = 2 s Each line has a reactance of 0.3 p.. Voltages are at nominal vale Falt cleared in 100 ms by tripping affected line Maximm power transfer: 108 MW Load Daniel Kirschen

31 Example: voltage stability A B Load No reactive spport at B 198 MW can be transferred from A to B before the voltage at B drops below 0.95 p.. However, the voltage collapses if a line is tripped when power transfer is larger than 166 MW The maximm power transfer is ths 166 MW Daniel Kirschen

32 Example: voltage stability A B Load 25 MVAr of reactive spport at B 190 MW can be transferred from A to B before the otage of a line cases a voltage collapse Daniel Kirschen

33 Voltage control and reactive spport services Use reactive power resorces to maximize active power that can be transferred throgh the transmission network Some of these resorces are nder the control of the system operator: Mechanically-switched capacitors and reactors Static VAr compensators Transformer taps Best reactive power resorces are the generators Need to define voltage control services to specify the conditions nder which the system operator can se these resorces Daniel Kirschen

34 Voltage control and reactive spport services Mst consider both normal and abnormal conditions Normal conditions: 0.95 p.. V 1.05 p.. Abnormal conditions: Provide enogh reactive power to prevent a voltage collapse following an otage Reqirements for abnormal conditions are mch more severe than for normal conditions Reactive spport is more important than voltage control Daniel Kirschen

35 Example: voltage control nder normal conditions A B R=0.06 p.. X=0.6 p.. Load B=0.2 p.. B=0.2 p.. Load at B has nity power factor Voltage at A maintained at nominal vale Control voltage at B? Daniel Kirschen

36 Example: voltage control nder normal conditions Voltage at B Reactive injection at B Reactive Power Injection [MVAr] Voltage [p..] -40 Active Power Transfer [MW] 0.9 Daniel Kirschen

37 Example: voltage control nder normal conditions A B Load Controlling the voltage at B sing generator at A? Power Transfer [MW] V B [p..] V A [p..] Q A [MVAr] Local voltage control is mch more effective Severe market power isses in reactive spport Daniel Kirschen

38 Example: reactive spport following line otage 100 Post-contingency reactive power injection at bs B [MVAr] A B Power Transfer [MW] Daniel Kirschen

39 Example: pre- and post-contingency balance 136 MW A 68 MW 65 MW 13 MVAr 0.6 MVAr B 0 MW 1.2 MVAr Pre-contingency: 26 MVAr 1.0 p p.. 68 MW 13 MVAr 65 MW 0.6 MVAr 130 MW 0 MVAr 145 MW A B 0 MW 67 MVAr Post-contingency: 40 MVAr 1.0 p p MW 130 MW 40 MVAr 67 MVAr 130 MW 0 MVAr Daniel Kirschen

40 Other ancillary services Stability services Intertrip schemes Disconnection of generators following falts Power system stabilizers Blackstart restoration capability service Daniel Kirschen

41 Obtaining ancillary services

42 Obtaining ancillary services How mch ancillary services shold be boght? How shold these services be obtained? Who shold pay for these services? Daniel Kirschen

43 How mch ancillary services shold be boght? System Operator prchases the services Works on behalf of the sers of the system Services are sed mostly for contingencies Availability is more important than actal sage Not enogh services Can t ensre the secrity of the system Can t maintain the qality of the spply Too mch services Life of the operator is easy Cost passed on to system sers Daniel Kirschen

44 How mch ancillary services shold be boght? System Operator mst perform a cost/benefit analysis Balance vale of services against their cost Vale of services: improvement in secrity and service qality Complicated probabilistic optimization problem Shold give a financial incentive to the operator to acqire the right amont of services at minimm cost Daniel Kirschen

45 How shold services be obtained? Two approaches: Complsory provision Market for ancillary services Both have advantages and disadvantages Choice inflenced by: Type of service Natre of the power system History of the power system Daniel Kirschen

46 Complsory provision To be allowed to connect to the system, generators may be obliged to meet some conditions Examples: Generator mst be eqipped with governor with 4% droop All generators contribte to freqency control Generator mst be able to operate from 0.85 lead to 0.9 lag All generators contribte to voltage control and reactive spport Daniel Kirschen

47 Advantages of complsory provision Minimm deviation from traditional practice Simplicity Usally ensres system secrity and qality of spply Daniel Kirschen

48 Disadvantages of complsory provision Not necessarily good economic policy May provide more resorces than needed and case nnecessary investments Not all generating nits need to help control freqency Not all generating nits need to be eqipped with a stabilizer Discorages technological innovation Definition based on what generators sally provide Generators have to provide a costly service for free Example: providing reactive power increases losses and redces active power generation capacity Daniel Kirschen

49 Disadvantages of complsory provision Eqity How to deal with generators that cannot provide some services? Example: nclear nits can t participate in freqency response Economic efficiency Not a good idea to force highly efficient nits to operate partloaded to provide reserve More efficient to determine centrally how mch reserve is needed and commit additional nits to meet this reserve reqirement Complsory provision is ths not applicable to all services How to deal with exceptions that distort competition? Daniel Kirschen

50 Market for ancillary services Different markets for different services Long term contracts For services where qantity needed does not change and availability depends on eqipment characteristics Example: blackstart capability, intertrip schemes, power system stabilizer, freqency reglation Spot market Needs change over the corse of a day Price changes becase of interactions with energy market Example: reserve System operator may redce its risk by sing a combination of spot market and long term contracts Daniel Kirschen

51 Advantages of market for ancillary services More economically efficient than complsory provision System operator bys only the amont of service needed Only participants that find it profitable provide services Helps determine the tre cost of services Opens p opportnities for innovative soltions Daniel Kirschen

52 Disadvantages of market for ancillary services More complex Probably not applicable to all types of services Potential for abse of market power Example: reactive spport in remote parts of the network Market for reactive power wold need to be careflly reglated Daniel Kirschen

53 Demand-side provision of ancillary services Creating a market for ancillary services opens p an opportnity for the demand-side to provide ancillary services Unfortnately, definition of ancillary services often still based on traditional practice In a trly competitive environment, the system operator shold not favor any participant, either from the spplyor demand-side Daniel Kirschen

54 Advantages of demand-side provision Larger nmber of participants increases competition and lowers cost Better tilization of resorces Example: Providing reserve with interrptible loads rather than partly loaded thermal generating nits Particlarly important if proportion of generation from renewable sorces increases Demand-side may be a more reliable provider Large nmber of small demand-side providers Daniel Kirschen

55 Opportnities for demand-side provision Different types of reserve Interrptible loads Freqency reglation Variable speed pmping loads Daniel Kirschen

56 Who shold pay for ancillary services? Not all sers vale secrity and qality of spply eqally Examples: Prodcers vs. consmers Semi-condctor manfactring vs. irrigation load Ideally, sers who vale secrity more shold get more secrity and pay for it With the crrent technology, this is not possible System operator provides an average level of secrity to all sers The cost of ancillary services is shared by all sers on the basis of their consmption Daniel Kirschen

57 Who shold pay for ancillary services? Sharing the cost of ancillary services on the basis of energy is not economically efficient Some participants increase the need for services more than others These participants shold pay a larger share of the cost to encorage them to change their behavior Example: allocating the cost of reserve Daniel Kirschen

58 Who shold pay for reserve? Reserve prevents collapse of the system when there is a large imbalance between load and generation Large imbalances sally occr becase of failre of generating nits Owners of large generating nits that fail freqently shold pay a larger proportion of the cost of reserve Encorage them to improve the reliability of their nits In the long term: Redce need for reserve Redce overall cost of reserve Daniel Kirschen

59 Selling ancillary services

60 Selling ancillary services Ancillary services are another bsiness opportnity for generators Limitations: Technical characteristics of the generating nits Maximm ramp rate Reactive capability crve Opportnity cost Can t sell as mch energy when selling reserve Need to optimize jointly the sale of energy and reserve Daniel Kirschen

61 Example: selling both energy and reserve Generator tries to maximize the profit it makes from the sale of energy and reserve Assmptions: Consider only one type of reserve service Perfectly competitive energy and reserve markets Generator is a price-taker in both markets Generator can sell any qantity it decides on either market Consider one generating nit over one hor Don t need to consider start-p cost, min p time, min down time No special payments for exercising reserve Daniel Kirschen

62 Notations π 1 π 2 x 1 x 2 P min P max R max C 1 (x 1 ) C 2 (x 2 ) : Market price for electrical energy ( /MWh) : Market price for reserve ( /MW/h) : Qantity of energy bid and sold : Qantity of reserve bid and sold : Minimm power otpt : Maximm power otpt : Upper limit on the reserve (ramp rate x delivery time) : Cost of prodcing energy : Cost of providing reserve (not opportnity cost) Daniel Kirschen

63 Formlation Objective fnction: f (x 1, x 2 ) = π 1 x 1 + π 2 x 2 C 1 (x 1 ) C 2 (x 2 ) Constraints: x 1 + x 2 P max x 1 P min x 2 R max (We assme that R max < P max P min ) Lagrangian fnction: l(x 1, x 2, µ 1, µ 2, µ 3 ) = π 1 x 1 + π 2 x 2 C 1 (x 1 ) C 2 (x 2 ) + µ 1 (P max x 1 x 2 ) + µ 2 (x 1 P min ) + µ 3 (R max x 2 ) Daniel Kirschen

64 Optimality conditions l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 l µ 1 P max x 1 x 2 0 l µ 2 x 1 P min 0 l µ 3 R max x 2 0 Daniel Kirschen

65 Complementary slackness conditions µ 1 (P max x 1 x 2 ) = 0 µ 2 (x 1 P min ) = 0 µ 3 (R max x 2 ) = 0 µ 1 0; µ 2 0; µ 3 0 Daniel Kirschen

66 Case 1: µ 1 = 0; µ 2 = 0; µ 3 = 0 No binding constraints l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 dc 1 dx 1 = π 1 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 dc 2 dx 2 = π 2 Provide energy and reserve p to the point where marginal cost is eqal to price No interactions between energy and reserve Daniel Kirschen

67 Case 2: µ 1 > 0; µ 2 = 0; µ 3 = 0 Generation capacity flly tilized by energy and reserve: x 1 + x 2 = P max l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 π 1 dc 1 dx 1 = π 2 dc 2 dx 2 = µ 1 0 Marginal profit on energy eqal to marginal profit on reserve Daniel Kirschen

68 Case 3: µ 1 = 0; µ 2 > 0; µ 3 = 0 Unit operates at minimm stable generation x 1 = P min l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 dc 1 dx 1 π 1 = µ 2 dc 2 dx 2 = π 2 Marginal profit on reserve Marginal loss on energy minimized by operating at minimm KKT conditions garantee only marginal profitability, not actal profit Daniel Kirschen

69 Cases 4 & 5: µ 1 > 0; µ 2 > 0; µ 3 = 0 µ 1 > 0; µ 2 > 0; µ 3 > 0 µ 1 : µ 2 : µ 3 : x 1 + x 2 P max x 1 P min x 2 R max Since we assme that R max < P max P min these cases are not interesting becase the pper and lower limits cannot be binding at the same time Daniel Kirschen

70 Case 6: µ 1 = 0; µ 2 = 0; µ 3 > 0 Reserve limited by ramp rate x 2 R max l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 dc 1 dx 1 = π 1 π 2 dc 2 dx 2 = µ 3 Maximm profit on energy Profit on reserve cold be increased if ramp rate constraint cold be relaxed Daniel Kirschen

71 Case 7: µ 1 > 0; µ 2 = 0; µ 3 > 0 Maximm capacity and ramp rate constraints are binding x 1 + x 2 = P max x 2 = R max x 1 = P max R max l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 π 1 dc 1 dx 1 = µ 1 π 2 dc 2 dx 2 = µ 1 + µ 3 Sale of energy and sale of reserve are both profitable Sale of reserve is more profitable bt limited by the ramp rate constraint Daniel Kirschen

72 Case 8: µ 1 = 0; µ 2 > 0; µ 3 > 0 Generator at minimm otpt and reserve limited by ramp rate x 1 = P min x 2 = R max l x 1 π 1 dc 1 dx 1 µ 1 + µ 2 = 0 l x 2 π 2 dc 2 dx 2 µ 1 µ 3 = 0 π 1 dc 1 dx 1 = µ 2 π 2 dc 2 dx 2 = µ 3 Sale of reserve is profitable bt limited by ramp rate constraint Sale of energy is nprofitable Overall profitability needs to be checked Daniel Kirschen