Thematische Bibliographien / Reserve markets

Auswahl der wissenschaftlichen Literatur zum Thema „Reserve markets“

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Veröffentlicht am 25. Mai 2024

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Zeitschriftenartikel zum Thema "Reserve markets"

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Deman, Laureen, Quentin Boucher, Sonia Djebali, Guillaume Guerard und Cédric Clastres. „Bidding strategy of storage hydropower plants in reserve markets“. ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, Nr. 2 (November 2023): 77–101. http://dx.doi.org/10.3280/efe2023-002004.

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The increasing share of intermittent sources of energy will increase the need for frequency-control reserves. However, the supply from gas and coal-fired power plants might decrease in the following years. Being the procurement of reserves mostly market-based in Europe, the market design should send price signals to encourage participation in these markets. This pa-per analyses the incentives provided by the French market design for seasonal storage and pumped storage hydropower plants to participate in reserve markets. To that end, a determinis-tic mixed-integer linear optimization model is presented. The objective is to maximize profits in the energy and reserve markets according to 2019 market prices. By optimising the trade-offs between the day-ahead and the reserve markets, the storage hydropower plant increase its profits. The pumped storage hydropower plant sometimes chooses the Frequency Contain-ment Reserve market or the day-ahead market only. The apparition of some hours of FCR par-ticipation with the pumped storage plant is explained by its higher number of generating hours and by the higher volatility of reserve energy prices. These two factors also explain the greater response of the pumped storage plant to the incentive measures on the FCR market.
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Molocchi, Andrea. „Valuing the social cost of carbon: Do economists really care about climate change?“ ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, Nr. 2 (November 2023): 41–76. http://dx.doi.org/10.3280/efe2023-002003.

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The increasing share of intermittent sources of energy will increase the need for frequency-control reserves. However, the supply from gas and coal-fired power plants might decrease in the following years. Being the procurement of reserves mostly market-based in Europe, the market design should send price signals to encourage participation in these markets. This pa-per analyses the incentives provided by the French market design for seasonal storage and pumped storage hydropower plants to participate in reserve markets. To that end, a determinis-tic mixed-integer linear optimization model is presented. The objective is to maximize profits in the energy and reserve markets according to 2019 market prices. By optimising the trade-offs between the day-ahead and the reserve markets, the storage hydropower plant increase its profits. The pumped storage hydropower plant sometimes chooses the Frequency Contain-ment Reserve market or the day-ahead market only. The apparition of some hours of FCR par-ticipation with the pumped storage plant is explained by its higher number of generating hours and by the higher volatility of reserve energy prices. These two factors also explain the greater response of the pumped storage plant to the incentive measures on the FCR market.
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Csercsik, Dávid, Ádám Sleisz und Péter Márk Sőrés. „The Uncertain Bidder Pays Principle and Its Implementation in a Simple Integrated Portfolio-Bidding Energy-Reserve Market Model“. Energies 12, Nr. 15 (01.08.2019): 2957. http://dx.doi.org/10.3390/en12152957.

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One reason for the allocation of reserves in electricity markets is the uncertainty of demand and supply. If the bias of the generation portfolio shifts from controllable generators to renewable sources with significantly higher uncertainty, it is natural to assume that more reserve has to be allocated. The price of reserve allocation in European models is dominantly paid by the independent system operator in the form of long-term paid reserve capacities and reserve demand bids submitted to various reserve markets. However, if we consider a scenario where the significant part of generation is allocated in day-ahead auctions, the power mix is not known in advance, so the required reserves can not be efficiently curtailed for the ratio of renewables. In the current paper we analyze an integrated European-type, portfolio-bidding energy-reserve market model, which aims to (at least partially) put the burden of reserve allocation costs to the uncertain energy bidders who are partially responsible for the amount of reserves needed. The proposed method in addition proposes a more dynamic and adaptive reserve curtailment method compared to the current practice, while it is formulated in a computationally efficient way.
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Schularick, Moritz. „Touching the Brakes after the Crash: A Historical View of Reserve Accumulation and Financial Integration“. Global Economy Journal 9, Nr. 4 (Oktober 2009): 1850185. http://dx.doi.org/10.2202/1524-5861.1585.

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Over the past decade emerging markets accumulated foreign currency reserves to insure against the risks of global financial integration. They were wise to do so. Countries with large reserves have fared better in the crisis of 2008/09. Yet collectively reserve accumulation had unintended consequences. It has contributed to the build-up of global imbalances and financial distortions that helped create the macroeconomic backdrop for the crisis. This article looks at recent patterns of global capital flows from the perspective of economic history, trying to set events in a longer term perspective. It argues that the crisis could mark the end of the latest attempt to manage the financial stability risks of capital market integration. Emerging markets will not consent to facing global financial flows without large foreign currency reserves, but a return to currency interventions and reserve accumulation would be equally problematic. Historically, the ups and downs of global capital market integration have been driven by varying assessments of the benefits of capital mobility. With the recent crisis the time for such a reassessment might have come.
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Pandžić, Kristina, Ivan Pavić, Ivan Andročec und Hrvoje Pandžić. „Optimal Battery Storage Participation in European Energy and Reserves Markets“. Energies 13, Nr. 24 (15.12.2020): 6629. http://dx.doi.org/10.3390/en13246629.

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Battery energy storage is becoming an important asset in modern power systems. Considering the market prices and battery storage characteristics, reserve provision is a tempting play fields for such assets. This paper aims at filling the gap by developing a mathematically rigorous model and applying it to the existing and future electricity market design in Europe. The paper presents a bilevel model for optimal battery storage participation in day-ahead energy market as a price taker, and reserve capacity and activation market as a price maker. It uses an accurate battery charging model to reliably represent the behavior of real-life lithium-ion battery storage. The proposed bilevel model is converted into a mixed-integer linear program by using the Karush–Kuhn–Tucker optimality conditions. The case study uses real-life data on reserve capacity and activation costs and quantities in German markets. The reserves activation quantities and activation prices are modeled by a set of credible scenarios in the lower-level problem. Finally, a sensitivity analysis is conducted to comprehend to what extent do battery storage bidding prices affect its overall profit.
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Obstfeld, Maurice, Jay C. Shambaugh und Alan M. Taylor. „Financial Stability, the Trilemma, and International Reserves“. American Economic Journal: Macroeconomics 2, Nr. 2 (01.04.2010): 57–94. http://dx.doi.org/10.1257/mac.2.2.57.

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The rapid growth of international reserves, a development concentrated in the emerging markets, remains a puzzle. In this paper, we suggest that a model based on financial stability and financial openness goes far toward explaining reserve holdings in the modern era of globalized capital markets. The size of domestic financial liabilities that could potentially be converted into foreign currency (M2), financial openness, the ability to access foreign currency through debt markets, and exchange rate policy are all significant predictors of reserve stocks. Our empirical financial-stability model seems to outperform both traditional models and recent explanations based on external short-term debt. (JEL E23, E43, E44, F31, F32, F34)
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Cha, Seong-Hyeon, Sun-Hyeok Kwak und Woong Ko. „A Robust Optimization Model of Aggregated Resources Considering Serving Ratio for Providing Reserve Power in the Joint Electricity Market“. Energies 16, Nr. 20 (12.10.2023): 7061. http://dx.doi.org/10.3390/en16207061.

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As the share of distributed generation increases, so do the opportunities for aggregators to participate in the electricity market. In particular, aggregators participating in both the day-ahead and real-time markets contribute to improving the reliability of the power system. In addition, aggregators seeking additional revenue can benefit from providing reserves in a joint electricity market environment. However, aggregated resources with uncertainty are limited because of the uncertain nature of both reserve provision and the amount of reserves they can provide. Therefore, this study proposes a robust optimization model for an aggregator to formulate a strategy for participation in the day-ahead markets and deploys energy control in the real-time operation. The serving ratio reflects the availability of the aggregator’s reserve participation. Both the deployed up/down power and renewable energy in the real-time operation are considered as uncertain parameters to reflect the uncertainty. In the case study, we analyze the profit-maximization strategy of an aggregator that owns renewable energy resources and energy-storage systems under the variation interval for uncertain parameters and the serving ratio. The bidding strategies vary by the variation interval and the serving ratio.
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Saad, Ahmed, und Mahmoud Elsayed. „Determinants of capital adequacy at the Egyptian investors compensation fund“. Corporate Ownership and Control 13, Nr. 2 (2016): 31–38. http://dx.doi.org/10.22495/cocv13i2p3.

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The purpose of this study is to investigate the protection system of investors in the Egyptian stock markets, using a number of econometric techniques and hand-collected data of Egyptian Investor Protection Fund over the period from 2006 to 2014. We measure the capital adequacy through two variables, which may be a benchmark in it selves or can be compared to similar regimes at developed stock markets, these variables are: the fund reserves as a percentage of market capitalisations and fund reserves available to compensate owners of the market capitalisations, which in turn depend upon the number of customers accounts subject to compensations, number of the market portfolio owners, the value of the investor securities account at every compensation fund member, number of stock traders, number of listed shares and number of transactions. Overall, there is significant positive coefficient/relationship between market capitalisation, retained earnings and reserve. However, there is significant negative coefficient/relationship between Number of listed companies and fund reserves capital.
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Mays, Jacob. „Quasi-Stochastic Electricity Markets“. INFORMS Journal on Optimization 3, Nr. 4 (Oktober 2021): 350–72. http://dx.doi.org/10.1287/ijoo.2021.0051.

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With wind and solar becoming major contributors to electricity production in many systems, wholesale market operators have become increasingly aware of the need to address uncertainty when forming prices. Although implementing theoretically ideal stochastic market clearing to address uncertainty may be impossible, the use of operating reserve demand curves allows market designers to inject an element of stochasticity into deterministic market clearing formulations. The construction of these curves, which alter the procurement of reserves and therefore the pricing of both reserves and energy, relies on contentious administrative parameters that lack strong theoretical justification. This paper proposes instead to link their construction to outcomes that would be expected in efficient stochastic markets. The analysis considers the potential of these “quasi-stochastic” market clearing approaches to improve efficiency relative to the deterministic status quo as well as ways in which they are unable to fully replicate the stochastic ideal. Further, the paper argues that efficiently managing uncertainty entails a reexamination of the discriminatory uplift payments and enhanced pricing schemes currently employed to address nonconvexity.
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Fang, Fang. „China’s Monetary Policy Impacts on Money and Stock Markets“. Proceedings of Business and Economic Studies 7, Nr. 2 (28.03.2024): 46–52. http://dx.doi.org/10.26689/pbes.v7i2.6604.

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This study investigated the impact of China’s monetary policy on both the money market and stock markets, assuming that non-policy variables would not respond contemporaneously to changes in policy variables. Monetary policy adjustments are swiftly observed in money markets and gradually extend to the stock market. The study examined the effects of monetary policy shocks using three primary instruments: interest rate policy, reserve requirement ratio, and open market operations. Monthly data from 2007 to 2013 were analyzed using vector error correction (VEC) models. The findings suggest a likely presence of long-lasting and stable relationships among monetary policy, the money market, and stock markets. This research holds practical implications for Chinese policymakers, particularly in managing the challenges associated with fluctuation risks linked to high foreign exchange reserves, aiming to achieve autonomy in monetary policy and formulate effective monetary strategies to stimulate economic growth.
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Dissertationen zum Thema "Reserve markets"

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Wang, Jing. „A study of demand-side reserve offers in joint energyreserve electricity markets“. Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=19601.

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This thesis proposes and studies an electricity market model that includes demand-side reserve offers. The energy and reserves from both supply and demand side are scheduled and dispatched in a joint auction through a mixed-integer optimization program. Among the advantages of this more general electricity market, due to the extra flexibility introduced by the demand-side reserve offers, the consumers' profits increase while themarket power of the generators is reduced. The behavior of this type of market is simulated and analyzed on the 24-bus IEEE Reliability Test System using the mixed-integer linear program, CPLEX.
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Bhate, Rucha. „Essays in Macroeconomics of Emerging Markets“. Thesis, Boston College, 2014. http://hdl.handle.net/2345/3877.

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Thesis advisor: Fabio Ghironi
Thesis advisor: Christopher Baum
My dissertation focuses on the macroeconomics of emerging and developing nations. This group of economies is characterized by significant differences in terms of institutional quality, financial development, as well as other cultural, social, political parameters. In turn, these structural heterogeneities exert considerable influence on their domestic economic environment, specifically impacting key macroeconomic indicators such as output, investment, consumption, foreign capital flows, exchange rates etc. Understanding these nuanced relationships and analyzing them from various dimensions has served as the motivation and the foundation of my doctoral research. The first essay is an empirical and theoretical investigation of Business Cycles and Macroeconomic Dynamics in post-independence India. India's growth performance was touted as ordinary relative to the rest of the world during the first three decades after it gained independence in 1947. However, path-breaking deregulation and liberalization reforms in the 80s and 90s led to substantial growth acceleration and India's metamorphosis into a market-based economic system with strong international ties. This makes the Indian case study really unique and fascinating. Using annual time series data, we document key business cycle properties of the Indian economy. Output, consumption and investment are more volatile in India compared to its developed country counterparts. As in developed countries, consumption is less volatile and investment is more volatile than output in the Indian data. In contrast, investment is not highly correlated with output in India. Moreover, India's economic landscape has undergone significant changes, both in terms of the absolute level and cyclical fluctuations, across the planning horizon. The presence of structural break is reported for major macroeconomic variables when we decompose the data into pre- and post-reform categories. We also test whether a standard real business cycle (closed economy) model with India-specific parameters can replicate the stylized features of the business cycle. The model includes a tax on capital income which acts as a disincentive for future investment, and the results indicate that a high volatility of the tax shock is required to produce the low investment output correlation. The model performs reasonably well in matching the correlation dynamics observed in the data. In the second essay, I examine Foreign Reserve accumulation in Developing Countries through the lens of Institutional Quality and Financial Development. In recent times, several emerging markets have been providing the rest of the world, and especially the United States, with net resources in the form of current account surpluses. The most noteworthy aspect of the surge in upstream foreign capital flows has been the enormous increase in international reserves held by several emerging economies. Whereas private capital flows are broadly in sync with the standard neoclassical model, capital outflows from relatively high-productivity emerging markets can be explained by the accumulation of official reserve assets. I investigate the foreign reserve dynamics in developing countries; from both an empirical and theoretical dimension. Using a novel panel dataset combining aspects of openness, institutional quality, and financial development and an innovative clustering method; I present a new approach to identify cross-national structural heterogeneity and assess its relationship with foreign reserves. I use partition-based cluster analysis to document underlying reserve dynamics and identify systematic variation across and between different country groups. The resulting cluster outputs reflect the presence of cross-national variations in reserve accumulation. Moreover, a series of the scatter plots encapsulating various dimensions of institutional quality and financial development points towards the resounding presence of structural heterogeneity in foreign reserve dynamics in our developing country sample. Cross section and panel data regressions reinforce the initial hypotheses concerning the role of institutional and financial development in international reserve dynamics of the developing world. I also build a theoretical model embedding the key insights from the empirical analyses in order to propose a coherent framework for explaining the link between institutions, financial development reserve accumulation. The model underscores the importance of financial market efficiency and the institutional environment in explaining reserve dynamics of major developing countries. A series of comparative static exercises shed light on the impact of heterogeneity in institutional parameters and foreign reserve policy on select macroeconomic variables. In a nutshell, by going beyond the regional differences, we provide a unique vantage point to understand how disparities in institutional and financial conditions influence reserve dynamics in different country clusters. Our results indicate that income, openness, institutional quality and financial development play an instrumental role in explaining the underlying patterns of reserves accumulation in the developing world. However, the effects of these structural indicators are markedly different across clusters of relatively similar countries in terms of their magnitude as well as direction
Thesis (PhD) — Boston College, 2014
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
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Koch, Sandra Idelle. „Empirical Evidence of Pricing Efficiency in Niche Markets“. Thesis, University of North Texas, 2000. https://digital.library.unt.edu/ark:/67531/metadc2466/.

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Unique and proprietary data of the illiquid, one-year non cancelable for three month Bermudan swaps (1Y NC 3M swaps) and one-year non callable for three months Bermudan CDs (1Y NC 3M CDs), provides evidence of market efficiency. The 1Y NC 3M swap and 1Y NC 3M CD markets efficiently reflected unexpected economic information. The 1Y NC 3M swaption premiums also followed the European one-year into three-month (1Y into 3M) swaption volatilities. Swaption premiums were computed by pricing non-optional instruments using the quoted 1Y NC 3M swap rates and the par value swap rates and taking the difference between them. Swaption premiums ranged from a slight negative premium to a 0.21 percent premium. The average swaption premium during the study period was 0.02 percent to 0.04 percent. The initial swaption premiums were over 0.20 percent while the final swaption premiums were 0.02 percent to 0.04 percent. Premiums peaked and waned throughout the study period depending on market uncertainty as reflected in major national economic announcements, Federal Reserve testimonies and foreign currency devaluations. Negative swaption premiums were not necessarily irrational or quoting errors. Frequently, traders obligated to provide market quotes to customers do not have an interest and relay that lack of interest to the customer through a nonaggressive quote. The short-dated 1Y NC 3M swaption premiums closely followed 3M into 1Y swaption volatilities, indicating the 3M into 1Y swaption market closely follows the 1Y NC 3M swaption market and that similar market factors affect both markets or both markets efficiently share information. Movements in 1Y NC 3M swaption premiums and in 3M into 1Y swaption volatilities reflected a rational response by market participants to unexpected economic information. As market uncertainty decreased in the market place, risk measured both by swaption premiums and swaption volatilities decreased; vice verse when economic factors showed increases in economic uncertainty.
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Lindsjørn, Mads Vilhelm. „A Method for bidding in sequential Capacity Reserve Markets using mixed-integer programming“. Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for elkraftteknikk, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-18344.

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System security and power quality is important in today's society and the ability to regulate and balance production and consumption is crucial for any power system. More and more penetration of intermittent production in power systems increases the need for regulation capability and the importance of capacity reserve markets where capacity used for regulation is procured and secured increases too. Several types of regulation mechanisms are used in a power system, which creates the possibility of several different capacity reserve markets with significant prices. A producer participating in these markets must decide how his limited production capacity should be used taking these markets and other physical power markets into account. A method for finding true costs for capacity reserve supply and for bidding in sequential capacity reserve markets is presented in this report. The method is based on a mixed-integer programming model and work has been done to create and formulate a suitable model. The modeling is implemented with the programming language AMPL and is an optimization model that maximizes total profit on several markets subject to market prices and market obligations for a set of production units. The model is then used to highlight some of the fundamental mechanisms and charactheristics in the markets and to illustrate the bidding method for a price-taking producer in perfect markets.Price uncertainty in future markets has a large impact on the results from the method and a model version where price uncertainty is included for the spot market is compared to a version where price uncertainty is not included. The reason for this comparison is that hourly spot price forecasts used for short-term production planning in Norway today doesn't consider price uncertainty. The versions are compared for bidding in one capacity reserve market for a number of market clearings where prices for the spot market in the model are taken from real spot price forecasts and real spot price outcomes. It shows that inclusion of price uncertainty gives better bids, but also that adjusting bids to account for price uncertainty can give good results from a model that doesn't explicity include this uncertainty. The method can in any case calculate valid bids for capacity reserve market solutions that exist today where costs and opportunity costs from all relevant markets can be accounted for. The limitations of the method is mostly connected to what it is possible to describe with mixed-integer programming and the computational efforts and calculation times mixed-integer programming models require.
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Hollis, Preston Taylor. „Redesign for energy and reserve markets in electric power networks with high solar penetration“. Thesis, Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/45832.

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Favorable price trends and increasing demand for renewable energy sources portend accelerating integration of solar photovoltaic (PV) generation into traditional electric power system networks. Managing the variable output of massive PV resources makes system frequency regulation more complex and expensive. ISOs must procure additional regulation and load following capacity, while power plants must supply more regulation work. In contrast to costly physical storage solutions, this thesis proposes to address the issue by reconfiguring the electricity market pricing structure to translate all power imbalances into real-time market price signals. More accurately determining the instantaneous value of energy, electric power markets could reward participants who can quickly respond to frequency fluctuations. By utilizing short term forward markets to monetize the risk associated with intermittency, the true cost of reliability is determined and could reduce wasteful capacity payments. This market redesign is an ideal open platform for disparate smart grid technologies which could encourage all suppliers, loads and generator, to offer supply or reduce consumption when it is needed most and could vastly improve frequency performance metrics.
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Marra, Lauren J. „The Effects of Unconventional Monetary Policy on Asset Prices Across Markets“. Thesis, Boston College, 2012. http://hdl.handle.net/2345/2609.

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Thesis advisor: Peter Ireland
With interest rates stuck near zero for the foreseeable future, the Federal Reserve has had to employ numerous unconventional monetary policy measures in an attempt to stimulate an economy in the after math of the worst economic downturn since the Great Depression. I assess the usefulness of market-based measures of expectations in gauging the effects of these seemingly extreme policy actions undertaken in an environment of unprecedented fear and uncertainty. I use a principal component analysis to combine a number of asset prices that indicate different types of market expectations; by combining these variables into one single variable indicator, this principal component variable filters out the variance among these similar variables and focuses on the common movements among the variables that can be attributed to a specific market force such as investors’ inflation expectations, overall market risk appetite, and economic growth expectations
Thesis (BA) — Boston College, 2012
Submitted to: Boston College. College of Arts and Sciences
Discipline: College Honors Program
Discipline: Economics
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Markwith, James Q. „Did the Founding of the United States Federal Reserve Impact the Financial Markets of the United Kingdom?“ Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1353.

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This paper examines U.K financial metric data to determine whether or not the founding of the Federal Reserve had real economic effects on the U.K financial markets. To measure for real effects I use a composite stock price index collected from a variety of industries. I develop the theory using empirical conclusions from past studies on the Federal Reserve and its impact on U.S financial markets to direct my examination of the U.K markets. Although the U.K data shows that the founding of the Federal Reserve influenced short-term interest rates, the analysis does not find real effects on U.K stock prices and long-term interest rates.
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Tomasini, Federica. „Industrial Demand Response in the Primary Reserve Markets : A case study on Holmen’s Pulp and Paper Mill“. Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-253260.

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This thesis stems from the interest of Holmen group to investigate the opportunitiesavailable for large electricity consumers in the Swedish primary reserve markets.The study performed focuses on one of Holmen's paper mill and it aims at identifyinga load inside the production process that is suitable for providing frequency containmentservices for the grid. The evaluation of the mill's consumption prole and the technicalrequirements of the reserve market led to the identication of the electric boiler coupledwith a steam accumulator as the most appropriate load.Five case study simulating the participation of the mill to dierent energy and reservemarkets have been evaluated. For each case a linear optimization problem has beenformulated. The rst simulation represents the current practice of the mill in relation tothe energy purchased on the spot market (following it will be also referred as referencecase). The second case study (II c.s.) integrates the use of the steam accumulator asa tool to perform thermal load shifting. In the third case study (III c.s.) the mill ismodelled to bid on the spot and primary reserve market by oering some capacity ofthe electric boiler. The last two case studies (IV and V c.s.) recalls the rst and lastpreviously mentioned, but also include the possibility of having energy imbalance. Thismeans that the imbalance settlement operated by eSett will produce an additional costor prot for the mill.The last three problem formulations fall under the denition of stochastic problems,since two random variable are present, namely: average hourly frequency value andimbalance settlement price. The uncertainty of the variables is represented throughscenarios.The outcome derived from the combination of the results for the winter and summercases shows that each strategy brings an economic saving when compared to the referencecase (I c.s.). The less interesting strategies are the ones that do not involve the reservemarket, leading to about 0.03% (II c.s.) and 0.06% (IV c.s.) of saving on the overallyearly energy cost. Contrariwise, by oering FCR-N capacity, the cost of electricitycan be cut by 5.15% (III c.s.) and 6.69% (V c.s.), respectively considering and notconsidering the imbalance settlement.
Avhandlingen har sitt ursprung i skogsindustrikoncernen Holmens intresse att undersökamöjligheten för stora elförbrukare att delta på den svenska primär-reservmarknaden. Studien som utförts fokuserar på ett av Holmens pappersbruk och syftar till att identifiera en elektrisk process som, inom bruksgränserna, är lämplig för att tillhandahålla frekvensregleringstjänster till det nationella nätet. En utvärdering av brukets elförbrukning samt de tekniska krav som ställs på reservmarknaden ledde till att en elektrisk panna med tillkopplad ångackumulator identifierades som mest lämplig.Fem budstrategier som simulerar brukets deltagande till olika energioch reservmarknader har presenterats. För varje strategi är ett linjärt optimeringsproblem formulerat. Den första strategin visar på nuvarande sätt bruket köper elektricitet på spotmarknaden. Den andra strategin integrerar användning av ångackumulatorn som ett verktyg för att utföra termisk lastskiftning. I den tredje modelleras deltagande också på primärreservmarknaden genom att erbjuda en viss kapacitet hos elpannan. De två sista strategierna baseras på den första och tredje, men tillåter i tillägg obalanser vilket innebär en extra kostnad eller möjlig intjäning för bruket.De tre sista problemformuleringarna faller under definitionen stokastiska problem, eftersom två slumpmässiga variabler är närvarande, nämligen: genomsnittligt timfrekvensvärde och priset för obalans. Osäkerheten för variablerna representeras genom scenarier.Resultatet visar att varje strategi ger en ekonomisk besparing jämfört med refer-ensfallet (strategi ett). De mindre intressanta strategierna är de som inte involverarreservmarknaden, vilka endast leder till ca 0,03% och 0,06% minskning av den totalaårliga energikostnaden. Däremot, genom att erbjuda FCR-N-kapacitet kan kostnaden för el minskas med 6,69% och 5,15% beroende s eller ej.
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Wong, Steven. „Alternative Electricity Market Systems for Energy and Reserves using Stochastic Optimization“. Thesis, University of Waterloo, 2005. http://hdl.handle.net/10012/932.

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This thesis presents a model that simulates and solves power system dispatch problems utilizing stochastic linear programming. The model features the ability to handle single period, multiple bus, linear DC approximated systems. It determines capacity, energy, and reserve quantities while accounting for N-1 contingency scenarios (single loss of either generator or line) on the network. Market systems applying to this model are also proposed, covering multiple real-time, day-ahead, and hybrid versions of consumer costing, transmission operator payment, and generator remuneration schemes. The model and its market schemes are applied to two test systems to verify its viability: a small 6-bus system and a larger 66-bus system representing the Ontario electricity network.
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Arnpoful, Johnson. „'How Successful was the South African Reserve Bank in Making Monetary Policy Predictable and Transparent?'“. University of Western Cape, 2004. http://hdl.handle.net/11394/7461.

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Masters of Commerce
This paper uses 3 - month and 12 - month market Negotiable Certificates of ( I . Deposit (NCO) rates to test whether greater transparency by the South African Reserve Bank has reduced expectational errors in the money markets. It does so by comparing the relative differences (between the implied forward rates-as indicators of expected future spot rates-and the actual 'future'spot rates) between the period before greater transparency and the period after greater transparency. Empirical evidence for the sample period indicates that greater ransparency by the South African Reserve Bank co-incided with reduced expectational errors in the money markets. Thus, the implied forward rates after greater transparency may well have been better predictors of future spot rates than before greater transparency, although causality has not been proved.
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Bücher zum Thema "Reserve markets"

1

Aizenman, Joshua. Exchange market pressure and absorption by international reserves: Emerging markets and fear of reserve loss during the 2008-09 crisis. Cambridge, MA: National Bureau of Economic Research, 2010.

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Reinhart, Carmen M. Pride goes before a fall: Federal Reserve policy and asset markets. Cambridge, MA: National Bureau of Economic Research, 2011.

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Meulendyke, Ann-Marie. U.S. monetary policy and financial markets. New York, NY (33 Liberty St., New York 10045): Federal Reserve Bank of New York, 1989.

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Choi, Woon Gyu. Capital flows, financial integration, and international reserve holdings: The recent experience of emerging markets and advanced economies. [Washington, D.C.]: International Monetary Fund, 2007.

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L, Cruikshank Jeffrey, Hrsg. The Greenspan effect: Words that move the world's markets. New York: McGraw-Hill, 2000.

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Friedman, Benjamin M. The role of judgement and discretion in the conduct of monetary policy: Consequences of changing financial markets. Cambridge, MA: National Bureau of Economic Research, 1993.

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Tew, Brian. Federal reserve open market operations. [Loughborough]: Loughborough University Banking Centre, 1985.

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J. A. H. de Beaufort Wijnholds. Reserve adequacy in emerging market economies. [Washington, D.C.]: International Monetary Fund, Office of Executive Directors, 2001.

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Turmoil in U.S. credit markets: Examining proposals to mitigate foreclosures and restore liquidity to the mortgage markets : hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Tenth Congress, second session, on examining proposals to mitigate foreclosures and restore liquidity to the mortgage markets, Thursday, April 10, 2008. Washington: U.S. G.P.O., 2010.

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Tanner, Evan. Exchange market pressure, currency crises, and monetary policy: Additional evidence from emerging markets. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2002.

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Buchteile zum Thema "Reserve markets"

1

Cline, Dale K., und Sandeep Mazumder. „World reserve currency“. In Money, Banking, and Financial Markets, 109–18. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003251453-10.

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Allen, Eric, und Marija Ilić. „Reserve Markets for Power System Reliability“. In Price-Based Commitment Decisions in the Electricity Market, 89–97. London: Springer London, 1999. http://dx.doi.org/10.1007/978-1-4471-0571-8_9.

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Semmler, Willi, und Lebogang Mateane. „Reserve Adequacy Measures for Emerging Market Economies“. In Emerging Markets and Sovereign Risk, 253–74. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137450661_14.

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Farahmand-Zahed, Amir, Sayyad Nojavan und Kazem Zare. „Robust Scheduling of Plug-In Electric Vehicles Aggregator in Day-Ahead and Reserve Markets“. In Electricity Markets, 199–212. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-36979-8_9.

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Cline, Dale K., und Sandeep Mazumder. „Relationship of the Federal Reserve Bank and the U.S. Treasury Department“. In Money, Banking, and Financial Markets, 23–33. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003251453-5.

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Dinther, Clemens van, Christoph M. Flath, Johannes Gaerttner, Julian Huber, Esther Mengelkamp, Alexander Schuller, Philipp Staudt und Anke Weidlich. „Engineering Energy Markets: The Past, the Present, and the Future“. In Market Engineering, 113–34. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66661-3_7.

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AbstractSince the beginning of the energy sector liberalization, the design of energy markets has become a prominent field of research. Markets nowadays facilitate efficient resource allocation in many fields of energy system operation, such as plant dispatch, control reserve provisioning, delimitation of related carbon emissions, grid congestion management, and, more recently, smart grid concepts and local energy trading. Therefore, good market designs play an important role in enabling the energy transition toward a more sustainable energy supply for all. In this chapter, we retrace how market engineering shaped the development of energy markets and how the research focus shifted from national wholesale markets to more decentralized and location-sensitive concepts.
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Morelli, Pierluigi, Giovanni B. Pittaluga und Elena Seghezza. „Gross Imbalances, Liquidity Shortage and the Role of the Federal Reserve“. In Financial Systems, Markets and Institutional Changes, 43–60. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137413598_3.

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Baringo, Luis, und Morteza Rahimiyan. „Optimal Scheduling of a Virtual Power Plant in Energy and Reserve Markets“. In Virtual Power Plants and Electricity Markets, 201–54. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-47602-1_5.

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Ng, Joe M. K. „From Greenback to Redback: The Journey of Renminbi from Local Circulation to Reserve Currency“. In Investing in Asian Offshore Currency Markets, 136–56. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137034649_9.

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Cleland, Nigel, Golbon Zakeri, Geoff Pritchard und Brent Young. „Integrating Consumption and Reserve Strategies for Large Consumers in Electricity Markets“. In Lecture Notes in Economics and Mathematical Systems, 23–30. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-20430-7_4.

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Konferenzberichte zum Thema "Reserve markets"

1

Warrington, Joseph, Sebastien Mariethoz und Manfred Morari. „Time-sequence reserve products for electricity markets“. In 2013 10th International Conference on the European Energy Market (EEM 2013). IEEE, 2013. http://dx.doi.org/10.1109/eem.2013.6607353.

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Amirahmadi, Meysam, und Navid Boroomand. „Energy and spinning reserve markets scheduling considering interruptible load and demand-side reserve“. In 2016 IEEE International Conference on Power and Energy (PECon). IEEE, 2016. http://dx.doi.org/10.1109/pecon.2016.7951592.

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Campos, F. A., A. Munoz San Roque, E. F. Sanchez-Ubeda, J. Portela, R. Gonzalez Hombrados, J. Rodriguez Marcos und A. Gonzalez Castrillon. „Optimization of the bidding curve in reserve markets“. In 2013 10th International Conference on the European Energy Market (EEM 2013). IEEE, 2013. http://dx.doi.org/10.1109/eem.2013.6607274.

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Jansen, M., und M. Speckmann. „Participation of photovoltaic systems in control reserve markets“. In 22nd International Conference and Exhibition on Electricity Distribution (CIRED 2013). Institution of Engineering and Technology, 2013. http://dx.doi.org/10.1049/cp.2013.0631.

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Narimani, Iman, und Saeed Reza Goldani. „Participating of micro-grids in energy and spinning reserve markets — Intra-day market“. In 2015 30th International Power System Conference (PSC). IEEE, 2015. http://dx.doi.org/10.1109/ipsc.2015.7827738.

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Doorman, Gerard L., und Ove S. Grande. „Reserve requirements and price spikes in multinational power markets“. In 2010 7th International Conference on the European Energy Market (EEM 2010). IEEE, 2010. http://dx.doi.org/10.1109/eem.2010.5558731.

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Guo, Zhenwei, Qinmin Yang, Shibo Chen und Zaiyue Yang. „Economical Analysis of Distributed Joint Energy and Reserve Markets“. In 2019 IEEE PES Innovative Smart Grid Technologies Europe (ISGT-Europe). IEEE, 2019. http://dx.doi.org/10.1109/isgteurope.2019.8905566.

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Andrianesis, Panagiotis, George Liberopoulos und George Kozanidis. „Energy-reserve markets with non-convexities: An empirical analysis“. In 2009 IEEE Bucharest PowerTech (POWERTECH). IEEE, 2009. http://dx.doi.org/10.1109/ptc.2009.5282008.

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Padmanabhan, Nitin, Kankar Bhattacharya und Mohamed Ahmed. „Battery Energy Storage Systems in Energy and Reserve Markets“. In 2020 IEEE Power & Energy Society General Meeting (PESGM). IEEE, 2020. http://dx.doi.org/10.1109/pesgm41954.2020.9281867.

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Haghighat, Hossein, Hossein Seifi und Ashkan Rahimi Kian. „Gaming analysis in joint energy and spinning reserve markets“. In Energy Society General Meeting. IEEE, 2008. http://dx.doi.org/10.1109/pes.2008.4596002.

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Berichte der Organisationen zum Thema "Reserve markets"

1

Melton, William, und V. Vance Roley. Federal Reserve Behavior Since 1980: A Financial Markets Perspective. Cambridge, MA: National Bureau of Economic Research, Juni 1988. http://dx.doi.org/10.3386/w2608.

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Aizenman, Joshua, und Michael Hutchison. Exchange Market Pressure and Absorption by International Reserves: Emerging Markets and Fear of Reserve Loss During the 2008-09 Crisis. Cambridge, MA: National Bureau of Economic Research, September 2010. http://dx.doi.org/10.3386/w16260.

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Reinhart, Carmen, und Vincent Reinhart. Pride Goes Before a Fall: Federal Reserve Policy and Asset Markets. Cambridge, MA: National Bureau of Economic Research, Februar 2011. http://dx.doi.org/10.3386/w16815.

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Aizenman, Joshua, Mahir Binici und Michael Hutchison. The Transmission of Federal Reserve Tapering News to Emerging Financial Markets. Cambridge, MA: National Bureau of Economic Research, März 2014. http://dx.doi.org/10.3386/w19980.

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Talvi, Ernesto, Eduardo Fernández-Arias, Carmen M. Reinhart und Guillermo A. Calvo. The Growth-Interest Rate Cycle in the United States and its Consequences for Emerging Markets. Inter-American Development Bank, März 2001. http://dx.doi.org/10.18235/0010799.

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At the time of writing there were widespread concerns about the health of the U.S. economy. There is conclusive evidence that the pace of growth has slowed, which has prompted the Federal Reserve to cut interest rates on two occasions (a total of 100 basis points thus far). As usual, when faced with this kind of turning point, analysts and policy makers alike wonder whether the United States will achieve a "soft landing" or whether the downturn is more serious and protracted in the worst scenario, the new weakness could signal the end of the new economy. Furthermore, recent inflation surprises have not been encouraging, as higher-than expected inflation numbers may curtail the Federal Reserve's desire and ability to act counter cyclically.
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Edwards, Sebastian. The Federal Reserve, Emerging Markets, and Capital Controls: A High Frequency Empirical Investigation. Cambridge, MA: National Bureau of Economic Research, November 2012. http://dx.doi.org/10.3386/w18557.

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Rojas-Suárez, Liliana, und Steven R. Weisbrod. Achieving Stability in Latin American Financial Markets in the Presence of Volatile Capital Flows. Inter-American Development Bank, April 1995. http://dx.doi.org/10.18235/0011613.

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This paper considers whether reserve requirements have been effective in controlling excessive liquidity growth. It also discusses the adequacy of bank supervisory standards, such as capital to risk-weighted asset standards, in controlling expansion of risky bank credit that often accompanies excessive liquidity expansion.
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Swanson, Eric. Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets. Cambridge, MA: National Bureau of Economic Research, April 2017. http://dx.doi.org/10.3386/w23311.

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Wheelock, David C., und Mark A. Carlson. Interbank Markets and Banking Crises: New Evidence on the Establishment and Impact of the Federal Reserve. Federal Reserve Bank of St. Louis, 2015. http://dx.doi.org/10.20955/wp.2015.037.

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Ellison, James F., Leigh S. Tesfatsion, Verne William Loose und Raymond Harry Byrne. Project report : a survey of operating reserve markets in U.S. ISO/RTO-managed electric energy regions. Office of Scientific and Technical Information (OSTI), September 2012. http://dx.doi.org/10.2172/1055600.

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