三边市场耦合一年后电力交易价格波动分析

C. De Jonghe, L. Meeus, R. Belmans
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引用次数: 22

摘要

三方市场耦合(TLC)于2006年11月在比利时、法国和荷兰启动。这一举措大大减少了每小时的价差。本文分析了价格是否得到收敛,也降低了价格的波动性。只有在APX上发现了显著降低价格波动性的证据。一种可能的解释是,引入基于非同时发生的冲击的波动性降低潜力。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Power exchange price volatility analysis after one year of Trilateral Market Coupling
Trilateral market coupling (TLC) was launched in November 2006 in Belgium, France and the Netherlands. The initiative results in a sharp decrease of hourly price differences. This paper analyses whether the price convergence obtained, also reduced price volatility. Evidence for a significant price volatility reduction has only been found on APX. One possible explanation is given by introducing the volatility reduction potential based on the non-simultaneous occurrence of shocks.
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