978-1-4244-1744-5/08/$25.00 ©2008 IEEE
Keywords— transmission, congestion, auction, netting, simula-
tion.
Abstract--The allocation of cross-border transmission capaci-
ties is a basic precondition for cross-border electricity trade. In-
sufficient transmission capacities are the factor that limits this
trade and therefore they must be allocated in the economically
efficient manner in order to alleviate its negative influence on the
trade but along with the preservation of electric power system
stability. The flow-based coordinated auctioning method intro-
duces economic criteria for selection of requests for transmission
capacities use when those requests exceed available amounts
(congestion), along with a better representation of cross-border
electricity transactions influence on transmission network. With
the use of internet development tools, web simulator has been
created, which allowed practical implementation and testing of
coordinated auctioning method, especially a possibility to apply
netting of counter-flows. Several sensitivity analyses and case
studies have been conducted and the results that show the advan-
tages of application of netting principle are elaborated.
I. INTRODUCTION
HE interconnected control areas, managed by the Trans-
mission System Operators (TSOs), gradually became
zones with the high level of electricity transactions between
them. Power flows over the cross-border tie-lines connecting
those zones have to be limited to the maximal allowed value,
related with the system stability and thermal limit of lines.
Congestion that exists on specific cross-border interconnection
is a clear indication of its economic value, and the entire pro-
cedure known as Congestion Management consists of market-
based payment for the allocation of transmission rights to par-
ticipants who those scarce capacities value the most.
In the flow-based coordinated auctioning method, auction
for transmission rights is simultaneously organized on all
cross-border interconnections, i.e. electrical borders between
zones. Bids that consist of the requested power and a bid price
are submitted in the pairs (from one source/input zone to an-
other sink/off-take zone, which are not necessarily adjacent).
The influence of each electricity transaction on every electrical
border respectively is calculated using PTDF (Power Transfer
Distribution Factor) matrix. For each electrical border, in both
directions, technical limits that represent constraints on physi-
cal flow over aggregated tie-lines on that border (Border Ca-
pacity) are calculated. Optimization process, consisting of
acceptation/rejection of bids, is solved using classic Linear
Programming routine. This is, in fact, a well known problem
of optimal allocation of scarce resources from the optimization
theory. In order to maximise social welfare, scarce transmis-
sion capacities should be allocated to the market participants
who are ready to pay the highest price for their usage. Maxi-
misation of the total auction income is not the goal on its own
[1], as it could be misconceived, but only the instrument
which helps that the efficient allocation of scarce transmission
rights is accomplished.
The flow-based coordinated auctioning method for the ex-
plicit allocation of transmission rights is described in the sec-
ond chapter of this paper, with the description of the technical
parameters necessary for the calculations (PTDF matrix, BCs)
and definition of optimization problem. Coordinated Auction
Simulator (CAS), developed with the use of PHP and
MATLAB, is described in the third chapter. By means of
CAS, several simulations of coordinated auctioning are con-
ducted with respect to the application of netting principle by
Coordinated Auction Office (CAO) in the clearing process,
but also by the auction participants during the bid submission.
First of all, sensitivity analysis is conducted to see how change
in transmission capacity on borders influences the auction
results, and later on, how application of netting principle af-
fects those results. If the netting principle (rights-with-
obligations) is to be applied, flows against the direction of
active constraints are regarded as creating additional transmis-
Implementation aspects of partial netting in
flow-based auction clearing mechanism
Milan Vukasovic
1
, Mladen Apostolovic
2
, Christian Todem
1
1
Verbund - APG AG, Vienna, Austria
Wagramer Straße 19, IZD Tower
1220 Vienna, Austria
Phone: +43 (0) 50313-56154
E-mail: milan.vukasovic@verbund.at
christian.todem@verbund.at
2
Energy Financing Team d.o.o., Belgrade, Serbia
Bulevar Mihaila Pupina 10b/II
Phone: +381 (0) 11 3011-031
11070 Belgrade, Serbia
E-mail: mladen.apostolovic@eft-group.net
T