Interruptible Physical Transmission
Contracts for Congestion Management
Santosh Raikar Marija Ilic, Fellow, IEEE
Energy Laboratory, Massachusetts Institute of Technology, CambridgeMA02139
Abstract: This paper presents a novel congestion management
protocol applicable for both pure-bilateral and hybrid market
structure. The mechanism is based on an Interruptible
Physical Transmission Contract, which guarantees physical
access to the transmission network users and provides
financial incentives for the bilateral contract holders to forfeit
the physical access to the transmission network. The contract
specifies a financial reimbursement payable to the insured if
the system operator dispatch requires a curtailment of a
bilateral contract involving an injection into and withdrawal
of power at a specified set of nodes. The insurer is
compensated in the form of an insurance premium for
providing the service. The contractis structuredsuch that the
reimbursement payable to the insured party equals the actual
loss incurred so that the insured party is “made whole” with
the insurance payment. Similarly, when the insurer is the
System Operator itselfi it tries to dispatch the generators such
that the aggregate insurance reimbursements payable to the
insured parties is minimized. In this way, the transmission
contract mechanism ensures that a near optimal curtailment
policy coincides with the efficient dispatch in the system.
Keywords: Transmission Congestion Management, Financial
Transmission Rights, Forwards, Options, Flowgate Rights,
Strike Price, and Callable Forward
I. INTRODUCTION
It is generally agreed upon that an effective
transmission congestion management system should
provide adequate economic signals for an efficient use
of the transmission grid in a simple manner [5]. In
addition, the congestion management system should be
able to accommodate long-term firm and non-firm
bilateral contracts along with the real-time spot market.
Different transmission congestion management
protocols have been suggested so far based on these
guidelines. The most notable among these include the
Financial Transmission Rights or Transmission
Congestion Contracts (TCC) [7], Flowgate Rights [4],
and Usage based Physical Transmission Rights [2, 16].
In the TCC based approach, congestion
management is performed through a bid-based
centralized optimal power dispatch and the transmission
rents are calculated ex-posf as the nodal spot price
differences. This approach yields the most optimal
short-term dispatch solution, Combination of Location
Based Marginal Price (LBMP) for spot congestion
pricing and availability of long-term TCC based FTRs
enable near optimal dispatch and bundled transmission
and generation implementation of short-term reliability.
However, only the holders of ‘TCCSare risk neutral
with respect to any unexpected equipment outages, This
risk is automatically born by the Transmission
Providers and/or consumers in case the sold TCCS are
not simultaneously feasible in the actual system
operation.
In the flowgate based approach, the System
Operator defines and allocates a limited number of
physical transmission rights that reflect the maximum
power flow capacity across the transmission lines or
groups of transmission lines [4]. The market
participants who are interested in delivering electricity
tlom one point in the electric power system to another
are required to acquire a portfolio of such flowgate
rights to back their energy transaction. An efficient
secondary market is then developed for these flow-
based rights, which could help the System Operator
achieve optimal allocation of the transmission capacity.
The approach has several advantages or features. For
example, the flowgate rights can be assigned
independent of the power flows and only the congested
links require financial settlement, Moreover, the value
of a flowgate right is never negative. However,
although the decentralized nature of the flowgate rights
based congestion mechanism is attractive, the approach
suffers from several drawbacks. First, the number of
flowgate rights that must be defined for allocation to
interested parties may be significantly high [8]. Second,
the transaction and information cost to traders may be
very high [5]. Third, markets for these rights may be
thinly traded and therefore efficient price discovery
may be difficult. Finally, the traders may tirtd it
difficult to make informed decisions regarding their
energy transactions since the flowgate rights are
defined and allocated on a link basis whereas the
traders are interested in point-to-point transactions only.
In the earlier approach presented in [2, 10]
proposed a more general method for congestion
management in which the Transmission Provider (TP)
and system users are free to determine the terms of
transmission provision and pricing iteratively over time,
The transmission contracts presented in this paper could
be easily implemented using this framework.
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