Source: www.amsi.org.au
Topic: Forecasting
Sort Desciption: Electricity Tariff Equalisation Fund (ETEF) Actual and Forecast Annual ETEF Actual and Forecast Monthly ETEF Hedging Position for Three Scenarios Yearly Hedging Position for the Revised ...
Content Inside: Applied Forecasting and Risk Management in the Australian Electricity Market Adam Kucera Manager Quantitative Analysis Overview Forecasting Load Variance Analysis Electricity Tariff Equalisation Fund (ETEF) Hedging Strategies Weather Products Forecasting Duration Curves Example Temperature Load Price Regional Pool Price Duration Curves Regional Pool Price ($) Statistics NSW QLD VIC Average 36.79 32.51 28.15 Standard deviation 228.05 175.81 86.34 Skewness 28.77 30.14 40.94 Median 22.00 19.50 22.49 Minimum 3.09 -156.14 -329.91 Maximum 9909.03 8942.60 6444.19 A Typical Hot Week Temperature Load and Price Max Expected Min Temperature Load and Price are all coupled especially during extreme events. Load Variance Analysis Profile Analysis Net System Load Control Load Effective T3 Load Temporal Volatility Washing One Year Two Years Three Years Geographic Splits Integral Energy Energy Australia Country Energy Load Volatility Cost Comparisons By Franchise Area By Year Breakdown of Portfolios Franchise Load Volatilities Franchise T3 Load Cost Duration Curves Actual T3 Load Cost ($) Statistics Integral Energy Energy Australia Country Energy Average 50.27 43.36 42.04 Standard deviation 473.78 337.12 306.99 Skewness 30.88 29.47 28.82 Median 21.48 22.29 22.16 Minimum 1.43 1.71 1.90 Maximum 23036.19 15343.11 14413.57 Simulated 1-year Net System Load Price Simulated 1-year Control Load Price Simulated 1-year Effective T3 Price Simulated 1-year Effective T3 Price Integral Energy Energy Australia Country Energy Simulated Price - Integral Energy Electricity Tariff Equalisation Fund (ETEF) Actual and Forecast Annual ETEF Actual and Forecast Monthly ETEF Hedging Position for Three Scenarios Yearly Hedging Position for the Revised ETEF Estimated Costs of Hedging Positions Actual and Forecast Annual ETEF Loads Actual and Forecast Annual ETEF Loads 5692 5806 5939 4956 4469 4136 0 1000 2000 3000 4000 5000 6000 70 ...
electricity risk management, temperature load price