Novel market designs for flexibility trading: a scalability analysis for the day-ahead market

The aim of this paper is to gain evidence of the scalability of flexibility trading mechanisms by executing large scale simulations for day-ahead trading of flexibility. The objective is to allow the quantification of the impact of flexibility provision at the distribution level and prove the effectiveness of flexibility trading in solving grid issues, delivering in this way scalable operational mechanisms ready to be integrated in EU electricity markets. Initially, the proposed market mechanism is validated by using dummy grid data and considering virtual DSO needs. Next, real-life simulations are executed using operational grid data from the region of Catalonia, Spain. Simulations results indicate that the proposed mechanism exhibits satisfactory scalability and accuracy and is able to efficiently address issues of the distribution network safeguarding the security of supply and quality of service in the distribution grid.