Location

Level 0, Open Space, Owen G. Glenn Building

Start Date

12-15-2014

Description

As the transition to wind and solar progresses, the integration of renewable energy sources makes electricity production increasingly fluctuating, also causing volatility in electricity prices on energy markets. In order to guarantee power grid stability, utilities need to balance volatile supply through shifting demand. This measure of demand side management creates flexibility, being enabled as the integration of Information and Communication Technology with the power grid grows. The flexibility of deferring consumption to times of lower demand or higher supply bears an economic value which can be quantified by recurring to electricity market prices. The appropriate approach for quantification under uncertainty is real options theory. It provides for the assessment of investment potential in information systems for load control. Addressing the prerequisite, we develop a stochastic process which realistically replicates electricity spot price development. In further research, we will thereby assess the value of IS-enabled flexibility in electricity demand.

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Dec 15th, 12:00 AM

Toward Real Options Analysis of IS-Enabled Flexibility in Electricity Demand

Level 0, Open Space, Owen G. Glenn Building

As the transition to wind and solar progresses, the integration of renewable energy sources makes electricity production increasingly fluctuating, also causing volatility in electricity prices on energy markets. In order to guarantee power grid stability, utilities need to balance volatile supply through shifting demand. This measure of demand side management creates flexibility, being enabled as the integration of Information and Communication Technology with the power grid grows. The flexibility of deferring consumption to times of lower demand or higher supply bears an economic value which can be quantified by recurring to electricity market prices. The appropriate approach for quantification under uncertainty is real options theory. It provides for the assessment of investment potential in information systems for load control. Addressing the prerequisite, we develop a stochastic process which realistically replicates electricity spot price development. In further research, we will thereby assess the value of IS-enabled flexibility in electricity demand.