Electric futures generation method and device for hedging base load price upper limit

A price and upper limit technology, which is applied in data processing applications, market forecasts, instruments, etc., can solve problems such as inability to accurately hedge high prices, and achieve the effect of meeting user needs and ensuring user experience

Inactive Publication Date: 2020-07-17
广东电力交易中心有限责任公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

[0004] However, the above-mentioned average price futures hedge is the arithmetic average of prices in each time period, so it cannot accurately hedge a part of the high price that exceeds expectations, and needs to be improved urgently

Method used

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  • Electric futures generation method and device for hedging base load price upper limit
  • Electric futures generation method and device for hedging base load price upper limit
  • Electric futures generation method and device for hedging base load price upper limit

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Embodiment Construction

[0031] Embodiments of the present invention are described in detail below, examples of which are shown in the drawings, wherein the same or similar reference numerals designate the same or similar elements or elements having the same or similar functions throughout. The embodiments described below by referring to the figures are exemplary and are intended to explain the present invention and should not be construed as limiting the present invention.

[0032] The method and device for generating electricity futures for hedging the upper limit of the base load price according to the embodiments of the present invention will be described below with reference to the accompanying drawings. generate method.

[0033] figure 1 It is a flow chart of a method for generating electricity futures for hedging base load price caps according to an embodiment of the present invention.

[0034] like figure 1 As shown, the generation method of electricity futures for hedging the base load pri...

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Abstract

The invention discloses a power futures generation method and device for hedging a base load price upper limit, and the method comprises the steps: determining a signed contract, and calculating a contract unit; determining a reference price so as to determine a contract agreed price and a cash settlement price according to the contract unit and the reference price; and multiplying the differencebetween the contract agreed price and the cash settlement price by the electric quantity to obtain a settlement result, and generating a base load price upper limit monthly future so as to lock that the average price of the power node electricity price exceeds a preset price part in the target monthly base load period. According to the method provided by the invention, the expected part of high price can be accurately hedging, the use requirements of the user are met, and the user experience is effectively ensured.

Description

technical field [0001] The invention relates to the technical field of electric power market, in particular to a method and device for generating electric power futures for hedging base load price upper limit. Background technique [0002] At present, power financial derivatives led by futures can hedge the price risk of the power spot market, enabling market members to effectively manage risks in the spot market, which is conducive to the long-term stable operation of the power system. [0003] Specifically, what is hedged in electricity futures products is generally the average price of base load or peak load in a specific period of time, which can be divided into monthly, quarterly or annual base load average price futures according to different time dimensions. Among them, the base load refers to the power generation capacity that meets the load in 24 hours a day, so the base load average price futures hedge is the average price of the 24-hour period; the peak load refer...

Claims

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Application Information

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IPC IPC(8): G06Q40/04G06Q30/02G06Q50/06
CPCG06Q30/0206G06Q40/04G06Q50/06
Inventor 卢恩朱涛王一王浩浩吴明兴段秦刚别佩陈青杨骏伟黄远明
Owner 广东电力交易中心有限责任公司
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