« Back to all events

Incentive properties of coincident peak pricing

Dates:
  • Tue 14 Nov 2017 11.00 - 13.00
  Add to Calendar 2017-11-14 11:00 2017-11-14 13:00 Europe/Paris Incentive properties of coincident peak pricing

Coincident peak pricing is used in several electricity markets to recover the embedded cost of infrastructure, such as transmission. Measured consumption at the time of the peak is used to set charges for a subsequent period. If transmission costs are truly sunk, then such a recovery is unlikely to be efficient. However, in the context of growing peak demand, additional system capacity must be built. We discuss the incentive properties of coincident peak pricing when investments are not considered to be sunk.

Presenter: Prof. Ross Baldick (University of Texas at Austin)

The Seminar is organised by the Research Team of the Florence School of Regulation – Energy and open to all EUI members.

Sala Belvedere, Villa Schifanoia DD/MM/YYYY
  Sala Belvedere, Villa Schifanoia

Coincident peak pricing is used in several electricity markets to recover the embedded cost of infrastructure, such as transmission. Measured consumption at the time of the peak is used to set charges for a subsequent period. If transmission costs are truly sunk, then such a recovery is unlikely to be efficient. However, in the context of growing peak demand, additional system capacity must be built. We discuss the incentive properties of coincident peak pricing when investments are not considered to be sunk.

Presenter: Prof. Ross Baldick (University of Texas at Austin)

The Seminar is organised by the Research Team of the Florence School of Regulation – Energy and open to all EUI members.


Location:
Sala Belvedere, Villa Schifanoia

Affiliation:
Robert Schuman Centre for Advanced Studies

Type:
Research seminar

Organiser:
Florence School of Regulation (http://fsr.eui.eu)

Contact:
Nicolò Rossetto - Send a mail

Links:
Further information here
 
 
 

Page last updated on 10 November 2016