ADV Natural Gas Combined Cycle Gas Turbine (CCGT) power plant model (ver. 4) rev2
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ADV Natural Gas Combined Cycle Gas Turbine (CCGT) power plant model (ver. 4) rev2

ADV Natural Gas Combined Cycle Gas Turbine (CCGT) power plant model (ver. 4) rev2

Updated Sep 23, 2021

Click the link to know more combined cycle gas turbine (CCGT) power generation technology (pdf)

combined-cycle-gas-turbine-ccgt

A quick user guide on how to use the 3 model versions may be found in the document below:

_How to run the Advanced Project Finance Models of OMT (ver 4)

Click the document below to show the tables (***) that could not be displayed properly by LinkedIn:

ADV NatGas Combined Cycle Gas Turbine (CCGT) power plant model (ver. 4)

Yes, your energy technology expert has updated its advanced natural gas IGCC-fired power plant from its current capability of 5 years (60 months) and 30 years, based on an actual request by a model purchaser.

Here are the minimal starting inputs to develop your initial model, for further refinements as your study gets more up to date data:

construction period = 3 years x 12 = 36 months

operating period = 30 years (economic life)

gross capacity = 620.000 x 1 unit = 620.000 MW

net capacity factor = % availability x % load factor x (1 - % own use)

= 96.40% x 95% x (1 – 10%) = 87%

fist year annual generation (net) = 620.000 x 365 x 24 x 87%

= 4,725,144MWh/yr

Plant capacity degradation rate = 0.2% per year

Capital cost buildup inputs and % Local Cost (LC) composition: (table found in the doc file):

*** Table

all-in capital cost = 1,000 $/kW

total capital cost = 1,000 x 620.000 x 1,000 = 620,000,000 USD

fixed O&M = 3% p.a. of total capital cost = 3% x 620,000,000USD / (620.000 x 1,000 kW)

= 30.00 USD/kW/yr

variable O&M = 1% p.a. of total capital cost = 1% x 620,000,000USD / (4,725,144MWh)

= 1.31 USD/MWh

fixed G&A (general and admin costs) = (20,000 / 53 USD/mos) x 1.30 fringe x 13 mos/yr x 10 engineers = 63,770 USD/yr

natural gas fuel cost = 8.628 USD/GJ

efficiency of fuel energy to electricity efficiency = 48.40 % GHV

plant heat rate = 3,412 / 48.40% = 7,050 Btu/kWh

GHV of natural gas fuel = 22,129 Btu/lb

Lube consumption = 5.4 g/kWh

Density of lube oil = 0.98 kg/L

Lube oil rate = (5.4 /1000) / (0.98 kg/L) = 0.0055 L/kWh

Lube oil cost = 200 PHP/L

Capital structure:

30% equity with 14.00% p.a. target IRR

70% debt with:

50% local debt = 10% p.a. interest, 10 years term,

50% foreign debt = 8% p.a. interest, 10 years term

local and foreign upfront financing fees = 2.0% one time

local and foreign commitment fees = 0.50% p.a. on undrawn loan

local and foreign loan grace period = 6 months

local and foreign loan debt service reserve (DSR) = 6 months

depreciation rate = 1 / economic life = 1/30 per year

days receivables = 30 days

days payables = 30 days

days fuel inventory = 60 days

refurbishment (overhaul cost) = 5% of original cost, on the 15th year

salvage value = 10% of original cost

With Board of Investments (BOI) incentives tax regime (1 = none, 2 = BOI, 3 = PEZA) = 1

income tax holiday (ITH) = 0

income tax rate after ITH = 30% of taxable income

property tax rate from COD for RE = 1.5% of 80% valuation of net book value (NBV) of properties (equipment, building), land is not depreciated while equipment and building are depreciated

VAT on imported equipment = 12% (70% of which is recoverable on the 5th year)

Customs Duty on imported equipment = 0% (none)

Recovery rate of VAT =0% on 0th year after COD (none)

LGU tax = 1% of last year's revenues

Gov't share (for RE projects) = 1% (0% for fossil and non-RE projects)

ER 1-94 contribution = 0.01 PHP/kWh sold

Withholding tax on interest (foreign currency) = 10%

Gross receipts tax on interest (local currency) = 1%

Based Foreign Exchange Rate = 53.00 PHP/USD

Forward Fixed Exchange Rate = 53.00 PHP/USD

Inflation Rate:

Local CPI = 0.0% p.a. (OPEX) = 4.02% p.a. (CAPEX)

Foreign CPI = 0.0% p.a. (OPEX) = 2.0% p.a. (CAPEX)

With the above information and using the Discounted Cash Flow Internal Rate of Return (DCFIRR) method, you can determine the equity and project returns (IRR, NPV, PAYBACK, DSCR) and all financial ratios, show income and expense statement, balance sheet and cash flow.

It is now available too in 3 versions: deterministic (fixed inputs), sensitivity (varying set of inputs or scenario) and stochastic or probabilistic inputs (randomly changing set of inputs) that will help you as project developer to identify project risks.

Following are the results for Deterministic model:

% Local Component (funded by local debt) = 49%

% Foreign Component (funded by foreign debt) = 51%

Capital cost buildup results: (table found in the doc file):

*** Table

First year tariff (LCOE, LRMC) to hit target equity IRR = 5.29321 PHP/kWh

= 0.09987 USD/kWh

Levelized tariff (NPV of asset value / NPV of generation), discounted at pre-tax WACC

= 4.89505 PHP/kWh = 0.09326 USD/kWh

SRMC = 1.88008 PHP/kWh = 0.09987 USD/kWh

Pre-tax WACC =11.98% p.a.

After-tax WACC = 8.39% p.a.

WACC = (30% x 14.00% p.a.) + 70% (49% x 10% p.a. + 51% x 8% p.a.) = 10.49% p.a.

Equity IRR = 14.00% p.a.

Equity NPV = 0.0

Equity PAYBACK = 10.14 years

Project IRR = 11.51% p.a.

Project NPV = -4,842,894‘000 PHP

Project PAYBACK = 7.44 years

Debt Service Cover Ratio (DSCR) min = 0.30

Debt Service Cover Ratio (DSCR) ave = 1.34

Debt Service Cover Ratio (DSCR) max = 1.83

Benefits to Cost (B/C) Ratio, discounted at pre-tax WACC = 1.117

Financial Ratios (liquidity ratios, solvency ratios, efficiency ratios, profitability ratios, market prospect ratios) = see bottom of the Financials worksheet)

Results for Sensitivity Model (NEW model):

If we vary the price of the natural gas fuel from 1.299, 1.169, 1.053, 0.947 and 0.853 PHP/kg, the resulting WACC and equity and project returns are as follows (table found in the doc file):

*** Table

The sensitivity model also uses the Excel Table Function to calculate automatically (pressing F9) to determine the impact of minute or incremental changes (user inputs) of debt ratio, forward exchange rate, unit capacity, plant availability factor, plant degradation rate, gross heating value (GHV) of fuel, plant heat rate, fuel cost, construction period, and operating period (e.g. independent variables) with the dependent variables: net capacity factor, equity and project returns (IRR, NPV, PAYBACK), pre-tax WACC, after-tax WACC, SRMC and LRMC (or LCOE).

When the sensitivity switch (sens = cell U116 = 1 in the Inputs & Assumptions worksheet) is set to 1 and you press F9, the Excel Table Function automatically updates the table. Example is the impact of changing the debt ratio from 0.01% to 70% to 90% in intervals of 10% to the above mentioned dependent variables:

*** Table

Results for Monte Carlo Simulation (MCS model):

You enter the number of random trials (500 – 1,000). If number of trials is in bold font, the MCS model will generate a distribution graph for each of the 9 variables being simulated (equity and project returns such as IRR, NPV and PAYBACK, pre-tax WACC, SRMC and LRMC). For lack of space, the SRMC and LRMC are not displayed in the table below (table found in the doc file):

*** Table

You can view the distribution graph from the file:

Book1 MCS distribution graph for combined cycle GT power plant

How to run the deterministic models:

Update first the blue inputs

Calibrate the model to meet the targets (run macro 2, ctrl + f):

  1. NCF target = 87%
  2. Local component of project cost target = 54% (46% foreign component)
  3. All-in capital cost target = 1,000 $/kW
  4. Fixed O&M target = 30.00 $/kW/yr
  5. Variable O&M target = 1.31 $/MWh
  6. Fixed G&A target = 63.77 ‘000 $/yr
  7. Set the project NPV (100% equity, 0% debt) to zero (run macro 3, ctrl + d)
  8. Set the equity NPV (30% equity, 70% debt) to zero (run macro 1, ctrl + e)

View the results:

  1. Inputs & Assumptions: shows all the inputs and the outputs summary so you will see immediately the impact 0f changing any input. It also shows the current values of the LCOE (levelized cost of energy) or LRMC (long run marginal cost = annualized capital and fixed costs + SRMC) and SRMC (short run marginal cost consisting of variable costs and fuel and lube costs)
  2. Tariff Breakdown
  3. Sensitivity Analysis (copy paste value of each run into the case column)
  4. Construction Period (view the total investment cost breakdown, annual capital cost drawdown)
  5. Operating Period (view the annual operating data: capacity, generation, tariff, revenue, exchange rate, fuel cost, lube oil cost, fixed O&M cost, variable O&M cost, refurbishment or overhaul cost, G&A cost, land lease, land value, depreciation cost, net book value, property tax, LGU tax, gov’t share, ER 1-94 contribution, income tax, working capital or receivables, payables, inventory, input/output VAT, initial working capital and other assets, other assets like VAT recovery expense, foreign debt and local debt amortization tables)
  6. Financials: (income & expense statement, retained earnings and capital, cash flow statement, required debt service reserve (DSR) balance, balance sheet, equity IRR and PAYBACK, project IRR and PAYBACK, debt service cover ratio (DSCR), benefits and costs analysis ratio, and other financial ratios like liquidity ratios, solvency ratios, efficiency ratios, profitability ratios and market prospect ratios)
  7. Asset Base FiT (calculates the NPV of total assets, annual generation and levelized cost using the pre-tax WACC as discounting rate)

How to run the sensitivity runs (NEW models) – up to 5 sets of inputs or scenarios:

  1. Update first the blue inputs
  2. Calibrate the model to meet the targets (run macro 2, ctrl + f)
  3. Set the project NPV (100% equity, 0% debt) to zero (run macro 3, ctrl + d)
  4. Set the equity NPV (30% equity, 70% debt) to zero (run macro 1, ctrl + e)
  5. Run the sensitivity macro 8 (ctrl + q) for the various scenarios found inputs & assumptions worksheet columns V to Z which uses the Table Function of Excel to run automatically case 1 (base case), case 2, case 3, case 4 and case 5 columns. The results are in rows 1 to 14 for: equity and project IRR, NPV, PAYBACK, WACC, pre-tax, after-tax, and first year tariff.

How to run the stochastic or probabilistic runs (MCS models) – up to 500 to 1,000 random trials)

  1. Before running the MCS models, you have to load first the Monte Carlo Simulation (MCS) add-in that is also part of the model package. It is free and downloadable from the internet.
  2. Run the MCS model and update first the blue inputs and set deterministic flag to 1 (cell F3 = 1)
  3. Calibrate the model to meet the targets (run macro 2, ctrl + f)
  4. Set the project NPV (100% equity, 0% debt) to zero (run macro 7, ctrl + o)
  5. Set the equity NPV (30% equity, 70% debt) to zero (run macro 6, ctrl + n)
  6. Run the stochastic macro 5 (ctrl + m) for the Monte Carlo Simulation (MCS).
  7. After 500 to 1,000 trials, you can view the results in the Sensitivity worksheet such as: mean, standard error, median, standard deviation, variance, skewness, Kurtosis, expected value, standard deviation x 1.96, 95% of all outcomes – max and min
  8. You can revert back from stochastic modeling to deterministic modeling by setting the deterministic flag from 0 (stochastic) to 1 (deterministic) in cell F3 at the Inputs & Assumptions worksheet.

When an input variable changes in random by +/- 10% from the fixed input, and the model fails to converge the IRR or NPV, that variable is a potential project risk in the proposed project and must be estimated carefully and accurately as it can bring the model to an undefined value for IRR and NPV.

For instance, the diesel genset model cannot handle more than +/- 3% variation in any of its input variable as it will result in undefined IRR and NPV, so when running the stochastic or probabilistic version (MCS or Monte Carlo simulation), the maximum random error must be less than 3% for the MCS model to arrive at a stable answer for IRR and NPV.

Use the USD model to model any local currency. For example, you can use the USD model to mimic the PHP model by entering the exchange rate of 53.00 PHP to a USD, and you can get the same result as running the PHP model.

To run the demo (locked reports) model, please click the link below: (automatic except data tables, 100 iterations, enable editing, enable content)

deterministic (fixed inputs)

ADV Natgas Combined Cycle Model4 (PHP) v3 demo

ADV Natgas Combined Cycle Model4 (USD) v3 demo

sensitivity (5 scenarios expandable by user by adding case columns)

ADV Natgas Combined Cycle Model4 (PHP) NEW v3 demo

ADV Natgas Combined Cycle Model4 (USD) NEW v3 demo

stochastic (randomly changing inputs for risk analysis)

The Monte Carlo Simulation uses a default +/- 10% range (user may change the range). If the IRR or NPV does not converge at the assumed % range, then that input variable is a potential risk that needs to be mitigated by estimating it correctly and limiting the value of that input variable between that allowable range as the IRR or NPV becomes undefined.

X (random) = X (fixed) * [90% + (110% - 90%) * rand() ]

where X = electricity tariff, plant availability factor, fuel heating value, debt ratio, plant capacity per unit, variable O&M cost $/MWh, fixed O&M cost $/kW/yr, fixed G&A cost $/yr, cost of fuel, plant heat rate and all-in capital cost

rand() = Excel random number generator, between 0 (zero) and 1.0 (one)

ADV Natgas Combined Cycle Model4 (PHP) MCS v3 demo

ADV Natgas Combined Cycle Model4 (USD) MCS v3 demo

Monte Carlo Simulation (MCS) add-in = you must run this first before you run the MCS models above

MonteCarlito_v1_10

and if you want to run the unlocked model (unlocked reports), please order, remit payment thru PayPal and download immediately the unlocked models for the 3 versions (deterministic USD400, sensitivity USD400 and stochastic USD400 = USD1,200 for all 3 versions in PHP and USD currencies) using the link in my on-line store:

50% discount (600 USD) till Sep 30, 2021. Hurry. Limited Offer Only.

Advanced Natgas-fired Combined Cycle Gas Turbine (CCGT) Project Finance Model (ver. 4)

Marcial Ocampo

63-967-3143774 (globe mobile, Viber)

marcial.ocampo (Skype)

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