英文标题：
《Implementing Flexible Demand: Real-time Price vs. Market Integration》
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作者：
Florian K\\\"uhnlenz, Pedro H. J. Nardelli, Santtu Karhinen, Rauli
Svento
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最新提交年份：
2018
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英文摘要：
This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers\' flexibility into the system. Our study identifies the conditions that real-time prices may lead to higher electricity costs, which in turn contradicts the usual claim that such a pricing scheme reduces cost. We show that such undesirable behavior is in fact systemic. Due to the existing structure of the wholesale market, the predicted demand that is used in the formation of the price is never realized since the flexible users will change their demand according to such established price. As the demand is never correctly predicted, the volume traded through the balancing markets increases, leading to higher overall costs. In this case, the system can sustain, and even benefit from, a small number of flexible users, but this solution can never upscale without increasing the total costs. To avoid this problem, we implement the so-called \"exclusive groups.\" Our results illustrate the importance of rethinking the current practices so that flexibility can be successfully integrated considering scenarios with and without intermittent renewable sources.
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中文摘要：
本文提出了一种基于代理的电力市场模型，该模型将现货市场和平衡电力市场结合起来。根据该模型，我们开发了一个多agent仿真，以研究消费者的灵活性与系统的集成。我们的研究确定了实时价格可能导致更高电力成本的条件，这反过来又与通常认为这种定价方案可以降低成本的说法相矛盾。我们表明，这种不良行为实际上是系统性的。由于批发市场的现有结构，价格形成过程中使用的预测需求永远无法实现，因为灵活用户会根据既定价格改变其需求。由于需求永远无法正确预测，通过平衡市场的交易量会增加，导致总体成本上升。在这种情况下，系统可以支持少量灵活的用户，甚至可以从中受益，但如果不增加总成本，此解决方案永远无法升级。为了避免这个问题，我们实现了所谓的“独占组”我们的结果说明了重新思考当前实践的重要性，以便在考虑有无间歇可再生能源的情况下，能够成功地整合灵活性。
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分类信息：

一级分类：Computer Science 计算机科学
二级分类：Systems and Control 系统与控制
分类描述：cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究，涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制，以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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