On Reserve Markets in the Era of High Storage and Flexibility Penetration

Existing reserve products are mismatched to storage and flexible demand in renewables-driven systems, leaving new players exposed to systemic risk. The paper introduces Energy Reserves – energy-capacity reserves spanning timeslots – that let storage units express their full capability without the over-conservative or imprudent extremes of today’s per-slot products. Reserve costs in Denmark went from an estimated 700M DKK in 2023 to 1.6B DKK actual, making this fiscally urgent.

research
power markets
flexibility
renewables
energy reserves
14th IEEE PES Innovative Smart Grid Technologies Europe (ISGT Europe) 2024.
Authors

Georgios Tsaousoglou

Jakob Hviid

Hanne Binder

Henrik Madsen

Published

October 14, 2024

Publication

Abstract

The transition to renewable energy sources poses unique challenges to power system operators, particularly in efficiently procuring reserves. This paper investigates the discrepancies between existing reserve procurement frameworks and the capabilities of emerging players such as storage and flexible demand in systems with high renewable penetration.

Using a characteristic example, we expose the inability of current reserve products to enable the new players to express their capabilities, which leaves them exposed to systemic risks. We then proceed to present a solution where a new type of reserve allows to bridge this discrepancy, enhancing the reliability and flexibility of the power system.

Our findings underscore the urgent need for a revised regulatory framework to accommodate the growing demand for ancillary services and harness the full potential of emerging technologies in renewables-and-flexibility-driven power systems.

The proposition: Energy Reserves

The paper introduces Energy Reserves, generalising the per-timeslot (power-capacity) reserves of today to energy-capacity reserves across time intervals. The core idea: a storage unit can offer its full energy (e.g., 30 MWh) as reserve in each timeslot, while the operator procures Energy Reserves across timeslots to ensure no scarcity of balancing energy. This avoids both the imprudent (treating storage as if it could deliver 30 MWh in every slot independently) and the over-conservative (dividing storage capacity equally across slots) approaches.

Why this matters

Reserve costs in Denmark escalated from an estimated 700M DKK in 2023 to 1.6B DKK actual, underscoring fiscal and operational pressure on the ancillary service market. As renewable penetration grows, the systemic risk created by mismatched reserve products is no longer theoretical – it has a balance-sheet impact.

Citation

Tsaousoglou, G., Hviid, J., Binder, H., & Madsen, H. (2024). On Reserve Markets in the Era of High Storage and Flexibility Penetration. In 14th IEEE PES Innovative Smart Grid Technologies Europe (ISGT Europe). IEEE. https://doi.org/10.1109/ISGTEUROPE62998.2024.10863568