Purpose
Good background data are an important requirement in LCA. Practitioners generally make use of LCI databases for such data, and the ecoinvent database is the largest transparent unit-process LCI database worldwide. Since its first release in 2003, it has been continuously updated, and version 3 was published in 2013. The release of version 3 introduced several significant methodological and technological improvements, besides a large number of new and updated datasets. The aim was to expand the content of the database, set the foundation for a truly global database, support regionalized LCIA, offer multiple system models, allow for easier integration of data from different regions, and reduce maintenance efforts. This article describes the methodological developments.

The ecoinvent database version 3 (part I): overview and methodology

A review of computer tools for analysing the integration of renewable energy into various energy systems

http://web.stanford.edu/group/efmh/jacobson/Articles/I/JDEnPolicyPt1.pdf

Providing all global energy with wind, water, and solar power, Part I: Technologies, energy resources, quantities and areas of infrastructure, and materials

Preface. Acknowledgments. 1 Complex Electricity Markets. 1.1 Liberalization. 1.2 The Marketplace. 1.2.1 Power Pools and Power Exchanges. 1.2.2 Nodal and Zonal Pricing. 1.2.3 Market Structure. 1.2.4 Traded Products. 1.3 Europe. 1.3.1 The England and Wales Electricity Market. 1.3.2 The Nordic Market. 1.3.3 Price Setting at Nord Pool. 1.3.4 Continental Europe 13. 1.4 North America. 1.4.1 PJM Interconnection. 1.4.2 California and the Electricity Crisis. 1.4.3 Alberta and Ontario. 1.5 Australia and New Zealand. 1.6 Summary. 1.7 Further Reading. 2 Stylized Facts of Electricity Loads and Prices. 2.1 Introduction. 2.2 Price Spikes. 2.2.1 Case Study: The June 1998 Cinergy Price Spike. 2.2.2 When Supply Meets Demand. 2.2.3 What is Causing the Spikes?. 2.2.4 The Definition. 2.3 Seasonality. 2.3.1 Measuring Serial Correlation. 2.3.2 Spectral Analysis and the Periodogram. 2.3.3 Case Study: Seasonal Behavior of Electricity Prices and Loads. 2.4 Seasonal Decomposition. 2.4.1 Differencing. 2.4.2 Mean or Median Week. 2.4.3 Moving Average Technique. 2.4.4 Annual Seasonality and Spectral Decomposition. 2.4.5 Rolling Volatility Technique. 2.4.6 Case Study: Rolling Volatility in Practice. 2.4.7 Wavelet Decomposition. 2.4.8 Case Study: Wavelet Filtering of Nord Pool Hourly System Prices. 2.5 Mean Reversion. 2.5.1 R/S Analysis. 2.5.2 Detrended Fluctuation Analysis. 2.5.3 Periodogram Regression. 2.5.4 Average Wavelet Coefficient. 2.5.5 Case Study: Anti-persistence of Electricity Prices. 2.6 Distributions of Electricity Prices. 2.6.1 Stable Distributions. 2.6.2 Hyperbolic Distributions. 2.6.3 Case Study: Distribution of EEX Spot Prices. 2.6.4 Further Empirical Evidence and Possible Applications. 2.7 Summary. 2.8 Further Reading. 3 Modeling and Forecasting Electricity Loads. 3.1 Introduction. 3.2 Factors Affecting Load Patterns. 3.2.1 Case Study: Dealing with Missing Values and Outliers. 3.2.2 Time Factors. 3.2.3 Weather Conditions. 3.2.4 Case Study: California Weather vs Load. 3.2.5 Other Factors. 3.3 Overview of Artificial Intelligence-Based Methods. 3.4 Statistical Methods. 3.4.1 Similar-Day Method. 3.4.2 Exponential Smoothing. 3.4.3 Regression Methods. 3.4.4 Autoregressive Model. 3.4.5 Autoregressive Moving Average Model. 3.4.6 ARMA Model Identification. 3.4.7 Case Study: Modeling Daily Loads in California. 3.4.8 Autoregressive Integrated Moving Average Model. 3.4.9 Time Series Models with Exogenous Variables. 3.4.10 Case Study: Modeling Daily Loads in California with Exogenous Variables. 3.5 Summary. 3.6 Further Reading. 4 Modeling and Forecasting Electricity Prices. 4.1 Introduction. 4.2 Overview of Modeling Approaches. 4.3 Statistical Methods and Price Forecasting. 4.3.1 Exogenous Factors. 4.3.2 Spike Preprocessing. 4.3.3 How to Assess the Quality of Price Forecasts. 4.3.4 ARMA-type Models. 4.3.5 Time Series Models with Exogenous Variables. 4.3.6 Autoregressive GARCH Models. 4.3.7 Case Study: Forecasting Hourly CalPX Spot Prices with Linear Models. 4.3.8 Case Study: Is Spike Preprocessing Advantageous?. 4.3.9 Regime-Switching Models. 4.3.10 Calibration of Regime-Switching Models. 4.3.11 Case Study: Forecasting Hourly CalPX Spot Prices with Regime-Switching Models. 4.3.12 Interval Forecasts. 4.4 Quantitative Models and Derivatives Valuation. 4.4.1 Jump-Diffusion Models. 4.4.2 Calibration of Jump-Diffusion Models. 4.4.3 Case Study: A Mean-Reverting Jump-Diffusion Model for Nord Pool Spot Prices. 4.4.4 Hybrid Models. 4.4.5 Case Study: Regime-Switching Models for Nord Pool Spot Prices. 4.4.6 Hedging and the Use of Derivatives. 4.4.7 Derivatives Pricing and the Market Price of Risk. 4.4.8 Case Study: Asian-Style Electricity Options. 4.5 Summary. 4.6 Further Reading. Bibliography. Index.

Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach

https://web.stanford.edu/group/efmh/jacobson/Articles/I/DJEnPolicyPt2.pdf

Providing all global energy with wind, water, and solar power, Part II: Reliability, system and transmission costs, and policies

Consequential environmental system analysis of expected offshore wind electricity production in Germany

Conditions and costs for renewables electricity grid connection: Examples in Europe

A comparison of empirically based steady-state models for vapor-compression liquid chillers

Extended ARMA models for estimating price developments on day-ahead electricity markets

In this paper a stochastic fundamental electricity market model is applied to estimate the integration costs of wind due to changed system operation and investments in Germany. The model's principle is cost minimization by determining the system costs mainly as a function of available generation and transmission capacities, primary energy prices, plant characteristics, and electricity demand. To obtain appropriate estimates of the integration costs notably reduced efficiencies at part load and start-up costs are taken into account. The intermittency of wind is covered by a stochastic recombining tree and the system is considered to adapt on increasing wind integration over time by endogenous modeling of reserve requirements and investments in thermal power plants. The results highlight the need for stochastic optimization models and the strong dependency on the actual system and its development over time to get sufficient estimates of the integration costs of wind's intermittency. Copyright © 2006 John Wiley & Sons, Ltd.

Derk J. Swider

Papers

Consequential environmental system analysis of expected offshore wind electricity production in Germany

Conditions and costs for renewables electricity grid connection: Examples in Europe

A comparison of empirically based steady-state models for vapor-compression liquid chillers

Extended ARMA models for estimating price developments on day-ahead electricity markets

The costs of wind's intermittency in Germany: application of a stochastic electricity market model