A stochastic energy system model to investigate efficient markets for security of supply in Europe - and challenges when applying the model to high performance computing

Kurzfassung

This paper develops a stochastic multi stage decomposition approach to model balancing markets and markets for security of supply in electricity systems. It provides insights from a simplified model and proposes an application to high performance computing in order to scale the model to represent the full European electricity system. The European winter package presented in December 2016 provided a series of regulations and directives for a new energy market design. The market design however falls short to provide a market based approach to security of supply. In this paper we provide the concept for a stochastic energy system model incorporating day-ahead, intraday and real-time markets on the one hand and the emergency measures currently triggered by the TSOs on the other hand. We propose different market designs and outline how they can be modelled. Based on a simplified energy system model we outline the concept of the model and compare the proposed market designs. In order to scale such a model to the European electricity system and model different levels of system adequacy sufficiently an application to high performance computing (HPC) is proposed. The last part of the paper discusses how the model can be applied to HPC. Based on the simplified electricity model different implementations and algorithms are tested to efficiently use distributed calculations. We outline the next steps necessary to scale and implement the model to HPC.