|
|
Simulating daily load profiles to evaluate tariff structures
Abdallah, Hadi ; Paar, Martin (referee) ; Radil, Lukáš (advisor)
Tato práce se zabývá simulací denních zátěžových profilů pro účely vyhodnocení tarifní struktury. V první části práce je uvedena rešerše ekonomického hlediska dodávky elektřiny, tedy trhy s elektřinou, návrhem tarifů a tarifními strukturami v Česku a dalších evropských zemích. Práce se také zabývá konceptem komunitních energetických systémů. Stěžejní částí této práce je vytvoření modelu pro simulaci denních zátěžových profilů a zavést to k vyhodnocení více scénářů rozúčtování. Teoretická část práce se zabývá trhem s elektřinou, procesem jeho tvorby a prvky, které dohromady tvoří tarifní strukturu. Ceny elektrické energie jsou uvedeny z historického a aktuálního hlediska pro několik evropských zemí. Poté jsou uvedeny klíčové technologické aspekty komunitních energetických systémů. V praktické části této práce je uvedena simulace určená k vygenerování denních profilů spotřeby domácností. Model, implentován v prostředí Matlabu, používá Poissonovo i Binomické rozdělení. Vychází z profilu obsazenosti (aktivity) v každé domácnosti v jednotlivých hodinách a také z náhodného spínání spotřebičů. Na základě modelu byly otestovány scénáře pro výpočet ceny elektrické energie pro jednotlivé typové případy domácností.
|
|
| |
|
|
Simulating daily load profiles to evaluate tariff structures
Abdallah, Hadi ; Paar, Martin (referee) ; Radil, Lukáš (advisor)
Tato práce se zabývá simulací denních zátěžových profilů pro účely vyhodnocení tarifní struktury. V první části práce je uvedena rešerše ekonomického hlediska dodávky elektřiny, tedy trhy s elektřinou, návrhem tarifů a tarifními strukturami v Česku a dalších evropských zemích. Práce se také zabývá konceptem komunitních energetických systémů. Stěžejní částí této práce je vytvoření modelu pro simulaci denních zátěžových profilů a zavést to k vyhodnocení více scénářů rozúčtování. Teoretická část práce se zabývá trhem s elektřinou, procesem jeho tvorby a prvky, které dohromady tvoří tarifní strukturu. Ceny elektrické energie jsou uvedeny z historického a aktuálního hlediska pro několik evropských zemí. Poté jsou uvedeny klíčové technologické aspekty komunitních energetických systémů. V praktické části této práce je uvedena simulace určená k vygenerování denních profilů spotřeby domácností. Model, implentován v prostředí Matlabu, používá Poissonovo i Binomické rozdělení. Vychází z profilu obsazenosti (aktivity) v každé domácnosti v jednotlivých hodinách a také z náhodného spínání spotřebičů. Na základě modelu byly otestovány scénáře pro výpočet ceny elektrické energie pro jednotlivé typové případy domácností.
|
|
|
Consequences of liberalization of electricity market
Kalabiška, Roman ; Polák, Petr (advisor) ; Valíčková, Petra (referee)
This thesis examines the impacts of liberalization of electricity market. The first part of this work provides theoretical overview of the liberalization process and electricity market design in Czech Republic. To understand how the european wholesale markets are integrated, I have performed correlation analysis of daily spot prices on selected power exchanges. On the basic of this analysis I confirmed that selected power exchanges are on different levels of integration and have higher dependency on regional level. The second part of the empirical part is focused on the impact of competition on czech retail market. The objective was to show that liberalization and following increase of competition in electricity market result into decrease of retailers' gross profit margins in the segment of housholds with ordinary consumption. The last part of this work is focused on the measurement of market power using the most famous methods of measuring market power, such as Lerner index and Herfindahl-Hirschman index. My calculations indicate that while market concentration has decreased in the long run, since 2012 it is slightly increasing. I have also learned that selected retailers are on similar level of market power. This work fills the gap in literature focusing on the issue of measuring market power...
|
|
|
Forecasting Jump Occurrence in Czech Day-Ahead Power Market
Hortová, Jana ; Krištoufek, Ladislav (advisor) ; Kukačka, Jiří (referee)
The very specific features of the spot prices, especially occurrence of severe jumps, create a spot price risk for retailers who purchase electricity at unregulated highly volatile prices but resell it to consumers at fixed price. Therefore, it is of high im- portance to forecast whether jump is likely to occur during the next hour. However, to the best of our knowledge, such research has not been devoted to the Czech power market yet. Therefore, the aim of this thesis is to forecast the jump occurrence in the Czech day-ahead market. For this purpose we suggest four logit model spec- ifications, each containing various independent variables (for example, electricity demand, outside temperature, lagged price and various dummy variables) where the variable selection is supported by the previous literature and by the characteristic features of the spot prices. Within the in-sample period we compare the suggested models based on the values of pseudo-R squared and Bayesian information criterion. When evaluating the out-of sample performance of suggested models we apply jump prediction accuracy and confidence, but opposed to the previous literature we sug- gest a kind of sensitivity analysis which, to the best of our knowledge, has not be proposed by any other power research. JEL Classification C25, C32, C51,...
|
|
|
Consequences of liberalization of electricity market
Kalabiška, Roman ; Polák, Petr (advisor) ; Valíčková, Petra (referee)
This thesis examines the impacts of liberalization of electricity market. The first part of this work provides theoretical overview of the liberalization process and electricity market design in Czech Republic. To understand how the european wholesale markets are integrated, I have performed correlation analysis of daily spot prices on selected power exchanges. On the basic of this analysis I confirmed that selected power exchanges are on different levels of integration and have higher dependency on regional level. The second part of the empirical part is focused on the impact of competition on czech retail market. The objective was to show that liberalization and following increase of competition in electricity market result into decrease of retailers' gross profit margins in the segment of housholds with ordinary consumption. The last part of this work is focused on the measurement of market power using the most famous methods of measuring market power, such as Lerner index and Herfindahl-Hirschman index. My calculations indicate that while market concentration has decreased in the long run, since 2012 it is slightly increasing. I have also learned that selected retailers are on similar level of market power. This work fills the gap in literature focusing on the issue of measuring market power...
|
|
|
The Impact of Renewable Energy on the EU Electricity Prices and CO2 Emissions
Čech, Marek ; Janda, Karel (advisor) ; Luňáčková, Petra (referee)
This thesis is focused on the topic of electricity pricing in the European Union connected with the increasing use of renewable energy sources in electricity production and consumption. It provides background information related to the types of energy sources along with the summary of their advantages and disadvantages regarding both the environmental impact and financial costs. Furthermore, it involves fundamental global and European electricity production statistics and a summary of the European Union approach to the support of environment-friendly energy production methods. The core of the thesis is then the econometric panel data model (data collected from 13 member states of the European Union over the period between 2010 and 2013) analysing two relationships. First, the impact of the share of renewable energy sources in the final electricity production on the European consumer electricity prices. Second, whether the replacement of fossil fuels by renewable energy causes a significant decrease in the greenhouse gases (specifically carbon dioxide) emissions. In conclusion, this paper provides suggestions for further research based on the analyses included in it. JEL Classification H20, Q20, Q40, Q47, Q48, Q54 Keywords carbon dioxide emissions, electricity price, energy sources, renewable energy...
|
|
|
Vliv OZE na spotovou cenu elektřiny
Albrechtová, Aneta ; Mirvald, Michal (advisor) ; Čermáková, Klára (referee)
This bachelor's thesis investigate how electricity from renewable energy sources changes the price of electricity on wholesale market. I used data from the Germany in the year 2013 and because of high correlation between the Czech and the German wholesale price of electricity. Therefore I assume that the same effect operate also in the Czech Republic. By using a regression analysis, I prove that an increase in the RES, precisely wind and photovoltaic, electricity production does significantly lowers the price of electricity on wholesale market. Results show that size of consumption, prise of gas and price of allowances have a significant impact on wholesale price.
|
|
|
Determinants influencing electricity prices
Plšíková, Kristína ; Buus, Tomáš (advisor) ; Krejcar, Rostislav (referee)
The aim of this work is to characterize the main determinants influencing the development of electricity prices. Beginnings are dedicated to the description of regulated elements of electricity bill and their development over the last period. The second part deals with power electricity and its development in the spot and futures market. The paper describes the emergence of energy prices on the market and the main determinants affecting the supply and demand curves, such as the price of emission allowances, increasing production from renewable energy and the price of energy raw materials. Part of the work is also analysis of the impact of market coupling on the market price of electricity daily market. The conclusion is devoted to seasonal fluctuations in electricity prices representing the time series.
|
|
|
Vývoj cen na českém organizovaném trhu s elektrickou energií
Bajerová, Leona
This bachelor thesis deals with electricity prices progress on the organization market in the Czech Republic, speciffically daily spot prices. The theoretical part describes Czech electricity market and the theory of time series. There is monitored the progress of daily spot prices of electricity in the practical part. Finally, I construct the prediction on the next month in my thesis. Suppliers of electricity can use the prediction when they make a decision about buing the electric power.
|
guest ::
