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首页> 外文会议>Conseil International des Grands Reseaux Electriques;International Council on Large Electric Systems;CIGRE session >Development of Stock Exchange Prices – Consequences for Innovative Electricity Tariffs in the German Residential Market
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Development of Stock Exchange Prices – Consequences for Innovative Electricity Tariffs in the German Residential Market

机译：证券交易所价格的上涨–德国住宅市场创新电价的后果

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摘要

This paper deals with the analysis of the spot and future market from 2003 to 2012 of the EuropeanEnergy Exchange (EEX) regarding the option of innovative electricity tariffs for residential customersin Germany. The first step was to evaluate the Phelix day-ahead spot market in respect of hourlypositive and negative prices, a comparison of the price levels of the indices Base and Peak as well asthe general development of the spot market. The Phelix future market was also analysed in a generalway in order to find out the price levels of the procurement years in front of the correspondingdelivery year. The investigation of the positive spot market price showed a maximum in 2006 becauseof the influences of the economic crises as well as the temperature characteristics in that year. Since2007 the number of high positive electricity prices has almost been at the same low level as in 2004and 2005, because of the price reducing effect of renewable energies. The development of negativeprices is closely linked with the feed-in of wind power plants. Negative prices have been permitted onthe day-ahead auction on the EEX since 2008. These prices occur primarily at times when a lot ofwind power generation meets low demand. That is typically during the morning hours from midnightto 8 a.m. and on Sundays and holidays. Furthermore, the comparison of the indices Base and Peak ofthe Phelix day-ahead market showed a higher Base price level than the Peak price level in severaldays. This took place in 2012 on 46 days, mainly from April to September as well as on Sundays andholidays. This effect could be attributed to the influence of solar power generation during the middayhours (Merit-Order-Effect). The general development of the average Phelix spot market showed aharmonised price effect over the trading hours of a day. The main reasons are a price increase duringthe night hours, which is based on expensive peak load power plants as compensation of the volatilewind power generation and a price reducing effect during the midday hours because of the feed-in ofsolar power plants. The future markets showed price advantages for the long term procurement withinthe delivery years 2003 to 2009. Since 2010 the short term purchasing has been, against the currentprocurement strategies for retail customers, much more economical. Finally, the meaningfulness oftime of use tariffs for retail customers has to be considered as very questionable because of theharmonised effect of the spot market.
机译：本文对欧洲2003年至2012年的现货和未来市场进行了分析。 能源交易所（EEX），针对居民用户的创新电价选项 在德国。第一步是评估每小时小时的Phelix日间现货市场 正负价格，比较基准价格和峰值价格水平以及 现货市场的总体发展。总体上还分析了Phelix未来市场 为了找出相应年份前面的采购年份的价格水平 交付年份。积极的现货市场价格调查显示2006年最高，因为 经济危机的影响以及当年的气温特征。自从 2007年高昂的正电价数量几乎与2004年处于同一低水平 2005年，由于可再生能源的降价作用。负面的发展 价格与风力发电厂的投入密切相关。允许负价 自2008年以来在EEX上进行的日前拍卖。这些价格主要发生在很多时候 风力发电满足低需求。通常是从午夜开始 到上午8点以及周日和节假日。此外，比较了基础指数和峰指数 Phelix日前市场在几个国家中显示出比高峰价格水平更高的基础价格水平 天。该活动于2012年进行了46天，主要是从4月至9月以及周日和周日。 假期。这种影响可能归因于中午太阳能发电的影响 小时（绩效订单效果）。平均Phelix现货市场的总体发展表明 在一天的交易时间内协调价格效应。主要原因是在 夜间，这是基于昂贵的高峰负荷发电厂作为挥发物的补偿 风力发电和中午时段的降价效果，因为 太阳能发电厂。未来市场在长期采购中显示出价格优势 交货期为2003年至2009年。自2010年以来，短期采购量与目前相比 针对零售客户的采购策略，更为经济。最后， 零售客户的使用时间费率必须被认为是非常可疑的，因为 现货市场的协调效应。

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