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Impacts of Energy Market Prices Variation in Aggregator’s Portfolio

Abstract : After liberalization of the electric sector and due to the expansion of distributed generation with the appearing of new kinds of producers and consumers, a new power player emerged taking an major role in the commercialization of electricity - the commercial agent or aggregator. The aggregator thus enables small and medium clients to access to market prices that were impossible to obtain by themselves, since scale is an important factor in the electric energy market. This paper is focused on analyzing how the variation of prices in the energy market affects the aggregator’s customer portfolio energy sold and its total profits. The weekly market prices considered showed different levels of volatility. The effect of market price variation, both in terms of average value and variance, was analysed for a typical clients’ portfolio in terms of profitability and risk. As it was expected the highest levels of profitability were attained in the weeks of lowest average prices that also correspond to the highest price volatilities increasing also the risk of the aggregator.
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Eduardo Eusébio, Jorge Sousa, Mário Ventim Neves. Impacts of Energy Market Prices Variation in Aggregator’s Portfolio. 7th Doctoral Conference on Computing, Electrical and Industrial Systems (DoCEIS), Apr 2016, Costa de Caparica, Portugal. pp.437-445, ⟨10.1007/978-3-319-31165-4_41⟩. ⟨hal-01438271⟩

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