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Economic Value of Fossil Fleet Operational Flexibility Modeling and Insights in US-REGEN John Bistline, Ph.D. Senior Technical Leader 36th Annual Fuels Seminar-Washington, DC November 8, 2017 17cv01906 Sierra Club v. EPA r--I L--I IGI i/ o ; \ ............ ; 2017 Electric Power Research Institute, Inc, ZUI rights reserved. ED_001523_00006046-00001 Motivations: Low Gas Prices, High Renewables, and Flexibility Value of dispatchable assets on the grid grows as the share of nondispatchable resources increases Value prospects of minimum load operations for flexible generators California Independent System Operator net generation, March 11,2017 gigawaBhours disiriboted solar utilltf-scal solar iBtports tier reBewables tiennal nuclear hydroelectric - Avoid negative operating margins - Provide grid services (e.g., reserves) - Avoid frequent startups 17cv01906 Sierra Club v. EPA 2017 Electric Power Research Institute, Inc, /Ml rights reserved. l--l i ED_001523_00006046-00002 Spectrum of Flexible Operations Operating Mode Defining Characteristics Start Reliability Minimum Load Ramp Rate Operating Reliability Cost ..i Start Reliability Startup Speed Minimum Load Ramp Rate Operating Reliability 'Cost dinimum Load Preservation of Equipment Availability of Equipment i (Startup Speed) A ..Cost 05 Energy Market Balancing Services Markets Capacity Market Credit: Mike Caravaggio 17cv01906 Sierra Club v. EPA ED_001523_00006046-00003 Research Questions: Economics of Flexible Operations How can enhanced operational flexibility (in this analysis, lower minimum loads) for coal and gas assets impact operations and profitability under large-scale renewable deployment? How does the economic value of this flexibility vary across different regions, asset types, and market environments (e.g., level of renewable deployment)? Goal is to evaluate the economic impact of improving technical parameters like minimum load to increase flexibility 4 2017 Electric Power Research Institute, Inc, /Ml rights reserved. I--.1 ICI i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00004 Price Duration Curves Drive Net Revenues for Power Plants Example without Commitment Costs and Constraints 17cv01906 Sierra Club v. EPA 2017 Electric Power Research Institute, Inc, All rights reserved. l--l i ED_001523_00006046-00005 Impacts of Commitment Costs and Constraints Minimum Down Time When operating margins for plants (e.g., spark spreads for gas units) turn negative, a plant can: 1. Ramp down: Stay online at minimum stable capacity, which forces the unit to absorb losses for generation but avoids shutdown and startup costs 2. Shut down: Turn off entirely, which avoids operating at a loss but with additional costs Time (hours) Output (M W ) 17cv01906 Sierra Club v. EPA ED_001523_00006046-00006 Turn Down for What? Physical Impacte of Flexible Operations Thermal Fatigue Damage Corrosion Fatigue Steam Turbine Impacts Predominate failure mode in boiler/turbine components subject to: frequent starts, fast ramping, etc. Caused by temperature mismatches between steam and metal surfaces Tube Failures On drum units, corrosion fatigue has been observed on riser tubes Involves combination of: manufacturing-induced bend stress, water chemistry fluctuations, etc. Steam Chemistry: Offline Pitting Reliability areas impacted: differential growth, thermal and speed cycling, creep fatigue, steam chemistry effects, erosion and corrosion, lowload impacts on blade flutter 17cv01906 Sierra Club v. EPA ED_001523_00006046-00007 Example: NGOC Operations in California 0 GWSolar $50 fs 1I ' I lift <40 Seftemfcer $30 Day 1 Day 2 Day 3 Day * Day 5 NGOC output (capacity factor) glgt,g^^ io* |t||M 9 1SSSSSSSSI m r < w f IMgllBI^^ 5 |11B|||^^ |i||jj^^ j|il|W^ ^^ Day 6 Day 7 * 3 2 31. Oli, ! . ` ' SeptBinber Day 1 positive revenue (from generation during positive spark-spread hours) Bay 3 Day 4 Day 5 Day 6 Bay 7 ; 2017 Electric Power Research Institute, Inc, /Ml rights reserved. U--1 id i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00008 Example: NGOC Operations in California 40 GWSolar $50 Begg -- s S Si llBII $ Mb g jo 1,-sio |Bi[llB[||j|||^^ if5,20 lljlllll|W^ 430 iilillll^^ llll^^ ^1 lagliMM Septewifcer 530 Day 1 tag tag Day 5 Oayf put (capacity factor) io soie Day 7 7 6 S 5 1 3 3i 2 1 0* E-.t, tt-520 ' fao Seftetiler Day 1 negative revenue (from generation during negative spark-spread hours) positive revenue (from generation during positive spark-spread hours) Bay 2 Day 3 Day 4 Dat 5 DayS Day 7 2017 Electric Power Research Institute, Inc, /Ml rights reserved. 17cv01906 Sierra Club v. EPA ED_001523_00006046-00009 Example: NGOC Operations in California 700 GI/1/S/ar f - S *v spark spread ) (revenue less operating costs) - a > ' ? *' Septensfcer Day 1 DSf 2 Day 1 Days W O' . A f..... o .$30 Siptimfcer Day 1 Daya positive revenue (from generation during positive spark-spread hours) _ startup and shutdown costs Ulf a Bay 4 Davs 2017 Electric Power Research Institute, Inc. All rights reserved. put (capacity factor) I 0w6 Dw 1 io 8 70S 6 5 2 I 30* s 2 1 0 < Days oaf T U--1 id i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00010 US-REGEN: EPRI's In-House Electric Sector Model U.S. Regional Economy, GHG, and Energy Capacity Expansion Customizable State/Regional Economic Model, Long Resolution for Policy and Horizon to 2050 Regulatory Analysis Linked with Hourly Unit Commitment Model For more information, see our website at 17cv01906 Sierra Club v. EPA ED_001523_00006046-00011 Scenario Description Focus on four regions in 2035 Five policy scenarios Paci1 1. Reference (current policies only) 2. OO2 tax ($16/t-CO2 in 2035) 3. Solar mandate (50% in-region demand) 4. Wind mandate (50% in-region demand) Ca|jfomja 5. 50/50 solar/wind mandate (50% in-region demand) Three asset types: coal and NGCC (existing and new) Two parametric sensitivities - Lower minimum load - Startup costs 2017 Electric Power 17cv01906 Sierra Club v. EPA Mountain-N Mountain-S NW-Central NE-Central NE NY M-Atlantic S-Atlantic SW-Central sE^trai Teas Florida ED_001523_00006046-00012 Model Parameters Startup and Cycling Costs Minimum Load Levels Heat Rate , Cold Start Cos' lov.er Bojnd$-lnc:odes Odtheis |< (Maintenance and capital cost pe^ MW capacity. I Low Hioh H Coal 20% 50% Coal 9.2 NGCC(New) 20% 50% NGCC (Existing) 20% 50% NGCC(New) 6.8 NGCC (Existing) 8.2 15% 20% 20% Using 25th and 75th percentiles for low/high values, but Intertek considers these 'lower bound costsf' By start type, technology, and cost category (O&M, fuel, and other) Source: NREL/lntertek (2012), "Power Plant Cycling Costs" Value of flexibility connected to initial ("High") and final ("Low") parameters for minimum load levels Using the same values enables apples-to-apples comparisons across asset types Sources: NREL/lntertek (2012), BNEF Using representative assumptions for existing supercritical coal, new NGCC, and existing NGCC Sources: ABB Velocity, EPRI 17cv01906 Sierra Club v. EPA ED_001523_00006046-00013 Detailed Regional Results Enhanced Operational Flexibility and Cycling Impacts in Texas 17cv01906 Sierra Club v. EPA 2017 Electric Power Research Institute, Inc. All rights reserved. ED_001523_00006046-00014 Scenario Assumptions Drive Investments: 2035 Capacity in Texas 250 Observations New Solar Ex. Solar New Wind bex. wind Hydro/Geo Gas Turbine NewNGCC B.NGCC Coal Other Nuclear Wind development is extensive in the reference scenario CO2 tax forces some coal retirements but more significant changes in dispatch Under 50% RPS, lower capacity needs when portfolio of renewable technologies included Caveat: Changes in other regions under these scenarios, which are not shown here Reference 1 50% Wii Mandate 2017 Electric Power Research Institute, Inc, All rights reserved. l--l id i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00015 Changes in Operations with Lower Minimums Texas, NGOC(New) ' '.'Loaf Mi .imum Generation OStarts 8,000 7,000 5 O 6,000 M E 5,000 Stqu. 4,000 O 3,000 cc < 2,000 1,000 0 Mir rio 2017 Electric Power Research Institute, Inc, /Ml rights reserved. Higher capacity factors when NGCC units can avoid starts and lower losses I--.1 iCI i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00016 Changes in Operating Revenues with Lower Minimums Texas, NQOC(New) Revenue 1 ; ng Cosi ' t..... tartup ONet Total annual operating margins do not change as much as dispatch 500 400 o 300 200 100 0 -100 -200 Min. Scenario High Low | High Low I High Low I High Low I High Low Reference | Tax 50% RPS (Wind) 50% RPS (Solar) I 50% RPS (Both) 2017 Electric Power Research Institute, Inc, All rights reserved. I--.1 iCI i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00017 Long-Run Cost of Simple Dispatch Texas $14 Cost Increase from Startup O&M (m illion $10 $8 S $4 $0 18 Ofw lai 50941RS (lotltj & 2017 Electric Power Research Institute, Inc, All ri 17cv01906 Sierra Club v. EPA Notes Vertical axis = long-run O&M costs due to cycling if dispatch is based only on short-run marginal costs o Based on Intertek (2012) o Range shows 25th/75th %ile Costs track number of starts Takeaways CO2 tax scenarios increase cycling and costs for coal units Startups are lower for coal since in-the-money for many hours (opposite for existing NGCC) High renewable deployment drives greater system ramping/flexibility needs I II ; ED_001523_00006046-00018 Caveats Not including full range of possible O&M costs Not including possibility of early retirement Not including changes in outage rates Lowering minimum load reduces startups, which reduces E-OR 2017 Electric Power Research Institute, Inc, /Ml rights reserved. I--.1 ICI ; 17cv01906 Sierra Club v. EPA ED_001523_00006046-00019 Observations: Lower M inimum Loads in Texas Expected returns for coal- and gas-fired generators are shaped by future market and policy conditions - Operational characteristics are a second-order driver of profitability - Flexibility allows assets to adapt to bearish markets Plant flexibility impacts operations more than annual margins - Especially true for mid-merit units - Could impact long-run closures if cycling O&M is more costly than currently anticipated, especially since damage mechanisms give rise to "lumpy" costs Preparations for flexible operations can help regardless of which state-of-the-world obtains 17cv01906 Sierra Club v. EPA ED_001523_00006046-00020 Cross-Regional Comparison How well do insights about flexible operations transfer to other regions? 17cv01906 Sierra Club v. EPA ED_001523_00006046-00021 Capacity and M inimum Generation Levels Vary across Regions 4*^ Reference Scenario in 2035 200 Observations Grid sizes and compositions vary significantly without policy IM Storage (Battery) Economics of wind are strong in Storage (Hydro) Texas and Mountain-N even Mew Solar without policy support Ex. Solar Mew Wind S-Atlantic has more inflexible Ex. Wind generation (in absolute and Hydra / Seo relative terms) than other regions Gas TUrblne MewNGCC Ex. NQCC KCoal . Other Mudear 2017 Electric Power Research Institute, Inc, /Ml rights reserved. I--.1 id i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00022 Hourly Dispatch of New NGCC Unit under Reference Conditions lantic 100% st -- uU. 50% 0% 1,000 2,000 3,000 4,000 5,000 6,000 7,000 8,000 3,000 4,000 5,000 6,000 7,000 8,000 California 100% -- 50% 0% 3,000 4,000 5,000 6,000 7,000 8,000 1,000 2,000 3,000 4,000 5,000 6,000 2017 Electric Power Research Institute, Inc, All rights reserved. 7,000 8,000 l--l ICI i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00023 Changes in Operating Hours with Lower Minimum Load All Regions, Scenarios, and Asset Classes 8,000 7,000 ikn 5 6,000 e 5,000 E <u O 4,000 G mt/Cfding "Baseloacl" --,---------- .-------- u - ,, 1,000 0 0 1,000 2,000 3,000 <0CB 5,000 6,000 7,000 Operating Hours with Higher Minimum load Mid-merit units benefit most from lower minimum loads 8,000 2017 Electric Power Research Institute, Inc, All rights reserved. 1 I--.1 ICl ; 17cv01906 Sierra Club v. EPA ED_001523_00006046-00024 Profitability Increases with Lower Minimum Loads $5.0 $4.5 $4.0 f $35 X $3.0 c $2.5 a $2.0 z. .... . . $15 J S1 Value for Specific Region/Asset O Median Takeaways Flexibility can be valuable even without significant VRE buildout Lower minimum generation is most valuable (on average) under a CO2 tax (e.g., coal as mid-merit) Under 50% RPS scenarios, net profitability impacts are similar, even though system costs vary o Seasonal/diurnal patterns differ, but offsetting effects i ri.il $0,5 $0.0 I -I ZE -I ZE -I ZE -I ZE -I ZE o RPS often induces seasonal layups, which lower the value of flexibility Scenario Reference Tax 50% RPS 50% RPS 50% RPS (Wind) (Solar) (Both) 2017 Electric Power Research Institute, Inc, All rights reserved. l--l ICI i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00025 How Valuable Are Lower MinGen Levels with Reserve Revenues? $30 j K < / ( 1 1 ($/MW-h) . {... Coal M6CC (Em.) Takeaways NGCC benefits most from reserve revenues due to higher number of hours at minimum generation (i.e., with capacity headroom) Ancillary services revenues can boost economics of flex, ops., but markets are uncertain and "thin" System forecast errors become more important to track over time o Impact reserve needs/prices o Essential also for determining least-cost commitment schedule, especially if starts are costly 2017 Electric Power Research Institute, Inc, /Ml rights reserved. I--.1 i 17cv01906 Sierra Club v. EPA ED_001523_00006046-00026 Takeaways Flexibility (e.g., through lower minimum loads) lowers costs - Profitability impacts accrue in the long term, even though the most significant operational impacts are related to short-run dispatch - Difficulty: Long-run cycling costs are uncertain! Lower minimums are most valuable when... - Policies rearrange merit order (e.g., CO2 tax) - Mid-merit units (e.g., new NGCC) are considered - Regions/scenarios do not force seasonal layup - Units are more flexible than other comparable generators Discrepancy between system value of flexibility and incentivesfor generators to provide? Ancillary services revenues improve prospects for flexible operations, but their market outlook and depth are unknown 17cv01906 Sierra Club v. EPA ED_001523_00006046-00027 Together.. Shaping the Future of Electricity John Bistline Senior Technical Leader 650-855-8517 LiTidP ^epj.com 17cv01906 Sierra Club v. EPA ED_001523_00006046-00028