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Keywords

electricity market, contract for difference (CfD), contracted electrical energy, decomposition algorithm, rolling correction, optimization model

Abstract

The wellestablished contract for difference (CfD) is a middleor longterm financial contract. When the CfD is applied in the electricity market, the electricity price can be fixed and the risk associated with the fluctuated electricity price in the spot market avoided. In recent years, with the advance of the power industry restructuring and the expansion of the pilot scope in China, the electrical energy CfD is included in the designed electricity market mechanisms in several provinces. Currently the implemented CfD contracts for electricity in provincial electricity markets in China are actually electrical energy contracts rather than electrical power ones, and hence it is necessary to decompose the contracted electricity energy into dispatchable electrical power demand curves. A brief overview of the electrical CfD is first presented, and the existing theories and methods from the perspectives of the rolling correction and optimization models based decomposition algorithms for definite contracted electrical energy are presented and compared. Finally, some problems associated with the decomposition of the contracted electrical energy in this round of power industry restructuring are prospected, and possible solved methods addressed.

DOI

10.19781/j.issn.16739140.2020.01.005

First Page

40

Last Page

49

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