Design and Prospect of Power Financial Derivatives in New Power System Based on Big Data
Konferenz: CIBDA 2022 - 3rd International Conference on Computer Information and Big Data Applications
25.03.2022 - 27.03.2022 in Wuhan, China
Tagungsband: CIBDA 2022
Seiten: 5Sprache: EnglischTyp: PDF
Autoren:
Mi, Ning; Yin, Guolong; Zhang, Chao; Qiao, Ning; Zhang, Jisheng (Ningxia Electric Power Trading Center, Yinchuan, Ningxia, China)
Yang, Haiyan; Liu, Dunnan (North China Electric Power University, Changping, Beijing, China)
Inhalt:
The introduction of electricity financial derivatives can not only provide market participants with means to avoid price risk, but also increase market trading volume by introducing speculators into the electricity market, so that the market can play the role of price discovery. Based on big data research, this paper puts forward four trading modes of power financial derivatives: power forward, power futures, power options and differential contracts, and analyzes them to solve the problem of price risk aversion in China 's power market.