PDF(4108 KB)
Market Risk Hedging Approach Based on Financial Storage Rights
FENG Yinxin,HAN Dong
Distributed Energy ›› 2023, Vol. 8 ›› Issue (6) : 42-48.
PDF(4108 KB)
PDF(4108 KB)
Market Risk Hedging Approach Based on Financial Storage Rights
With the increasing penetration of renewable energy in the distribution network, the uncertainty and volatility of its power generation are increasing, which leads to a series of problems such as line blocking. The fluctuation of marginal price of power market nodes due to line congestion brings additional uncertainty risk to market participants. Therefore, according to the characteristics of China's power market, a blocking risk avoidance mechanism based on financial energy storage rights is proposed. This mechanism allows market participants to obtain the right to use energy storage settled by node marginal price through financial energy storage right trading, so as to effectively avoid the blocking risk caused by node marginal price fluctuations. Then, a blocking risk avoidance model based on financial energy storage rights is designed, which combines node marginal price and blocking price to optimize the charging and discharging strategy of energy storage and the trading strategy of financial energy storage rights, aiming to maximize the profit of financial energy storage rights and help market participants effectively avoid the risks caused by line blocking. Taking an extended IEEE 33-node distribution network as a simulation case, the simulation results demonstrate the effectiveness of the proposed congestion risk avoidance mechanism and model.
financial storage rights / locational marginal price / electricity market / risk hedging / congestion management
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