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ADAPTING EUROPEAN ELECTRICITY
MARKET DESIGN TO INCREASINGLY
LARGER VOLUMES OF VARIABLE
RENEWABLE
GENERATION
!
Thursday, January 29th 2015
KTH Campus Valhallavägen
Hall D3
12:45 - 16:00
!
PROGRAMME
12:45 - 13:00
Registration and coffee
13:00 - 13:15
Opening words
Lennart Söder, Professor, KTH Royal Institute of Technology, Electric Power Systems
13:15 - 14:00
Germany’s Energiewende and electricity market design: where
are we and what lies ahead?
Jörg Jasper, Group Expert Energy Economics & Policy, EnBW Energie Baden-Württemberg AG
!
The German Energiewende has triggered an intensive debate on electricity market design not only in
Germany, but also within the neighbouring countries that are affected by Germany’s decisions. In this
presentation, Jörg Jasper will shed light on current and expected impacts of the German
Energiewende, and on different market design approaches to counter the Energiewende’s negative
effects. Jörg Jasper will conclude his presentation with EnBW’s expectations concerning policy and
regulatory measures that are likely to be implemented in the next years.
14:00 - 14:20
Coffee break
14:20 - 15:05
Four market design scenarios for Europe
Johan Linnarsson, Senior consultant Sweco Energy Markets
!
Europe’s commitment to deliver a progressively high proportion of electricity generation from
renewable energy sources means that a very different energy system than the current is emerging.
Will the Europe’s Taget Model stand up with only smaller adjustments, or will there be a need for a
more fundamental redesign of the market? Based on this we see four different market design
scenarios: Energy-only, Capacity market, Locational Marginal Pricing and Detailed regulation.
15:05 - 15:50
Some insights into intraday trading behaviour on Elbas
Richard Scharff, PhD student, KTH Royal Institute of Technology, Electric Power Systems
!
Considering the rapid growth of variable renewable energy sources, intraday trading might have a
valuable potential to facilitate balancing of forecast errors, e.g. for wind power generation. However,
discussions on an efficient market integration renewables rarely address intraday trading. Therefore,
Richard Scharff will sum up an analysis of Elbas trades to give some insights into trading activity. This
answers questions such as in which price zones Elbas is used more often, at what time before
delivery trades are settled, and how prices for the same powerhour change.
15:50 - 16:00
Closing remarks
Lennart Söder