Impacts of day-ahead versus real-time market prices on wholesale electricity demand in Texas


Por: Damien, Paul, Fuentes-Garcia, Ruth, Mena, Ramses H., Zarnikau, Jay

Publicada: 1 ene 2019
Resumen:
The somewhat recent nodal market structure in Texas impacts wholesale day-ahead market (DAM) and real-time market (RTM) prices. However, comparative insights on consumer responses to both these prices have not received attention. This paper attempts to fill this void by developing a system-wide demand response model to better understand price elasticities under DAM and RTM pricing. These insights may also assist grid operators to develop improved short-term forecasts of electricity demand. Using a large dataset from the Electric Reliability Council of Texas and a hierarchical Bayesian population model, we offer new insights on how DAM and RTM pricing shapes demand for electricity, and the related consequences for maintaining a reliable electricity market. © 2019 Elsevier B.V.

Filiaciones:
Damien, Paul:
 University of Texas in Austin, United States

 Univ Texas Austin, Austin, TX 78712 USA

Fuentes-Garcia, Ruth:
 Universidad Nacional Autónoma de México, Mexico

 Univ Nacl Autonoma Mexico, Mexico City, DF, Mexico

Mena, Ramses H.:
 Universidad Nacional Autónoma de México, Mexico

 Univ Nacl Autonoma Mexico, Mexico City, DF, Mexico

Zarnikau, Jay:
 University of Texas in Austin, United States

 Univ Texas Austin, Austin, TX 78712 USA
ISSN: 01409883
Editorial
ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS, Países Bajos
Tipo de documento: Article
Volumen: 81 Número:
Páginas: 259-272
WOS Id: 000478710000021