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Promoção da produção de energia de origem renovável através de contratos por diferenças
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Resumo(s)
Os mercados de energia em bolsa (“spot”) permitem comercializar energia elétrica em ambiente competitivo e de livre concorrência, sendo os preços determinados pela oferta e pela procura, através da execução computacional de algoritmos de preços marginais. Os participantes no mercado encontram-se expostos a riscos associados à volatilidade de preços, bem como sujeitos a incertezas associada à produção e ao consumo. A contratação bilateral é uma das principais formas existentes para reduzir os riscos inerentes aos participantes no mercado em bolsa, uma vez que os intervenientes negoceiam diretamente entre si os termos e as condições dos contratos. Os contratos por diferenças, uma das principais modalidades de contratação bilateral, têm sido utilizados em alguns países (p.e. Inglaterra) como instrumento alternativa às tarifas fixas, para promoverem a produção de energia elétrica de origem renovável. Nesta dissertação foram, inicialmente, estudados os regimes de promoção de renováveis em vigor em Portugal e Inglaterra, bem como a dinâmica da contratação bilateral de energia, com especial destaque para os contratos por diferenças. Foi, ainda, feita uma comparação teórica entre os contratos por diferenças e um regime de tarifas fixas. Por fim, foi estudado o regime de leilões de atribuição dos contratos em vigor no Reino Unido, tendo sido identificadas algumas alterações que fariam sentido no caso da adaptação do modelo para Portugal. Foi, também, estudada e simulada, usando agentes computacionais, a negociação de contratos por diferenças, sendo de realçar os contratos entre produtores de energia de origem renovável e as entidades governamentais. Desenvolveram-se casos de estudo de forma a efetuar uma comparação entre o regime de tarifas fixas, atualmente em vigor em Portugal, e um potencial regime baseado em contratos por diferenças e foram estudados e comparados regimes de atribuição de contratos (apenas leilão vs. modelo que incluí leilão e negociação). Tendo por base o estudo realizado e os resultados das simulações, percebeu-se que os contratos por diferenças são uma alternativa a considerar como forma de promoção das energias renováveis, pois acabam por ser mais equilibrados do que as tarifas FIT, conciliando a defesa dos interesses dos produtores com os interesses do governo e, consequentemente, a defesa das pretensões dos consumidores.
Spot energy markets allows electrical energy commercialization in a competitive and competition free environment, with prices determined by supply and demand, through the computational execution of marginal price algorithms. Market participants are exposed to risks associated with price volatility as well as subjected to production and consumption uncertainty. Bilateral contracts are one of the main ways to reduce inherent risks to stock market participants, given that parties negotiate the terms and conditions of the contracts directly with each other. Contracts for difference is one of the main bilateral contracting modalities and it has been used in some countries (e.g. England) as an alternative to fixed tariffs, to promote electrical energy production from renewable sources. In this dissertation, the promotion regimes of renewable energies in Portugal and England were studied, as well as the dynamics of bilateral energy contracting, with emphasis on contracts for differences. A theoretical comparison was also made between contracts for differences and a fixed tariff system. Lastly, an auctioning system for contracts used in the United Kingdom was studied, and some changes and adaptations were identified supposing that this model would be implemented in Portugal. The negotiation of contracts for differences was also studied and simulated using computational agents, with emphasis in contracts between renewable energy producers and governmental entities. Case studies have been developed in order to compare and study the fixed tariff regime, currently in use in Portugal, and an eventual contract for difference model, and systems for awarding contracts were studied and compared (only auction vs. a mix model including auction and negotiation). Based on the study and the results of the simulations, it was evident that contracts for differences are an alternative to be considered as a form of promotion of renewable energies, as they are more balanced than FIT tariffs, considering the interests of the producers as well as the government and, consequently, the ambitions of the consumers.
Spot energy markets allows electrical energy commercialization in a competitive and competition free environment, with prices determined by supply and demand, through the computational execution of marginal price algorithms. Market participants are exposed to risks associated with price volatility as well as subjected to production and consumption uncertainty. Bilateral contracts are one of the main ways to reduce inherent risks to stock market participants, given that parties negotiate the terms and conditions of the contracts directly with each other. Contracts for difference is one of the main bilateral contracting modalities and it has been used in some countries (e.g. England) as an alternative to fixed tariffs, to promote electrical energy production from renewable sources. In this dissertation, the promotion regimes of renewable energies in Portugal and England were studied, as well as the dynamics of bilateral energy contracting, with emphasis on contracts for differences. A theoretical comparison was also made between contracts for differences and a fixed tariff system. Lastly, an auctioning system for contracts used in the United Kingdom was studied, and some changes and adaptations were identified supposing that this model would be implemented in Portugal. The negotiation of contracts for differences was also studied and simulated using computational agents, with emphasis in contracts between renewable energy producers and governmental entities. Case studies have been developed in order to compare and study the fixed tariff regime, currently in use in Portugal, and an eventual contract for difference model, and systems for awarding contracts were studied and compared (only auction vs. a mix model including auction and negotiation). Based on the study and the results of the simulations, it was evident that contracts for differences are an alternative to be considered as a form of promotion of renewable energies, as they are more balanced than FIT tariffs, considering the interests of the producers as well as the government and, consequently, the ambitions of the consumers.
Descrição
Tese de mestrado integrado, Engenharia da Energia e do Ambiente, Universidade de Lisboa, Faculdade de Ciências, 2017
Palavras-chave
Contratos por diferenças Mercados de energia Energia eólica Reforma do mercado inglês Teses de mestrado - 2017