能源市场相互作用中的不对称和进化：来自澳大利亚太阳能光伏系统和现货电价的证据

IF 9 1区工程技术 Q1 ENERGY & FUELS

Renewable Energy Pub Date : 2025-06-14 DOI:10.1016/j.renene.2025.123740

Xiuyue Deng, Miaomiao Tao, Stephen Poletti

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引用次数: 0

摘要

太阳能在电力市场上变得越来越重要。虽然现有的研究已经研究了太阳能渗透的影响，但太阳能光伏系统价格与现货电价动态之间的相互依存关系仍未得到充分探讨。利用2012年8月至2024年7月的月度收益数据，我们采用分位数对分位数回归分析了区域间的非线性依赖关系和方向不对称性，并结合时变格兰杰因果检验揭示了不断变化的因果结构。结果显示了显著的地区异质性，这与每个州的太阳能在电力结构中的份额密切相关。在南澳大利亚州、维多利亚州、新南威尔士州和昆士兰州出现了强烈的不对称依赖关系，其因果关系随着时间的推移而变化。这些发现为政策制定者提供了管理太阳能整合和优化批发电力市场监管的关键见解。

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Asymmetries and evolution in energy market Interactions: Evidence from solar PV systems and spot electricity prices in Australia

Solar energy is becoming increasingly critical in electricity markets. While existing studies have examined the effects of solar penetration, the interdependence between solar PV system price and spot electricity price dynamics remains underexplored. Using monthly return data from August 2012 to July 2024, we apply quantile-on-quantile regression to analyze nonlinear dependencies and directional asymmetries across regions, combined with time-varying Granger causality tests to uncover evolving causal structures. The results reveal significant regional heterogeneity, closely linked to each state's solar energy share in the electricity mix. Strong asymmetric dependencies emerge in South Australia, Victoria, New South Wales, and Queensland, with causal effects shifting over time. These findings provide policymakers with critical insights for managing solar integration and optimizing wholesale electricity market regulation.

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来源期刊

Renewable Energy 工程技术-能源与燃料

CiteScore

18.40

自引率

9.20%

发文量

1955

审稿时长

6.6 months

期刊介绍： Renewable Energy journal is dedicated to advancing knowledge and disseminating insights on various topics and technologies within renewable energy systems and components. Our mission is to support researchers, engineers, economists, manufacturers, NGOs, associations, and societies in staying updated on new developments in their respective fields and applying alternative energy solutions to current practices. As an international, multidisciplinary journal in renewable energy engineering and research, we strive to be a premier peer-reviewed platform and a trusted source of original research and reviews in the field of renewable energy. Join us in our endeavor to drive innovation and progress in sustainable energy solutions.