TY  - CONF
AU  - Schafer, Benjamin
AU  - Timme, Marc
AU  - Witthaut, Dirk
TI  - Isolating the Impact of Trading on Grid Frequency Fluctuationsy
PB  - IEEE
M1  - FZJ-2019-00191
SP  - 1-5
PY  - 2018
AB  - To ensure reliable operation of power grids, their frequency shall stay within strict bounds. Multiple sources of disturbances cause fluctuations of the grid frequency, ranging from changing demand over volatile feed-in to energy trading. Here, we analyze frequency time series from the continental European grid in 2011 and 2017 as a case study to isolate the impact of trading. We find that trading at typical trading intervals such as full hours modifies the frequency fluctuation statistics. While particularly large frequency deviations in 2017 are not as frequent as in 2011, large deviations are more likely to occur shortly after the trading instances. A comparison between the two years indicates that trading at shorter intervals might be beneficial for frequency quality and grid stability, because particularly large fluctuations are substantially diminished. Furthermore, we observe that the statistics of the frequency fluctuations do not follow Gaussian distributions but are better described using heavy-tailed and asymmetric distributions, for example Levy-stable distributions. Comparing intervals without trading to those with trading instances indicates that frequency deviations near the trading times are distributed more widely and thus extreme deviations are orders of magnitude more likely. Finally, we briefly review a stochastic analysis that allows a quantitative description of power grid frequency fluctuations.
T2  - 2018 IEEE PES Innovative Smart Grid Technologies Conference Europe (ISGT-Europe)
CY  - 21 Oct 2018 - 25 Oct 2018, Sarajevo (Bosnia and Herzegovina)
Y2  - 21 Oct 2018 - 25 Oct 2018
M2  - Sarajevo, Bosnia and Herzegovina
LB  - PUB:(DE-HGF)8
DO  - DOI:10.1109/ISGTEurope.2018.8571793
UR  - https://juser.fz-juelich.de/record/859319
ER  -