区块链技术在能源领域的应用研究

在分布式能源交易中,智能合约可以被用来进行数据信息的传递、验证和执行,在无需第三方信任担保和监督的情况下,实现系统的自动运行和运转。本文分析了当前能源区块链的发展现状,并重点阐述了国网能源区块链的多个应用场景和针对当前能源区块链面临的挑战。建议加强区块链数据迁移技术的发展和行业标准规范,提升区块链技术在能源行业应用的广度与深度,助力能源领域的发展和变革。     

基于区块链的绿证交易撮合及流通模型研究

为进一步推动可再生能源的健康发展,提升可再生能源消纳过程的公信力和可追溯性,文章提出一种基于区块链的绿证交易撮合及流通模型,借助区块链的平等互信、不可篡改、公开透明等优势特性,在区块链上完整记录绿证的发行和交易过程,能够有效降低用户间的信任成本、简化绿证的溯源和审计、提升绿证的交易和流通效率提供了有力保障.     

计及马尔科夫链的能源社区产消者贝叶斯博弈策略

随着电力系统用户侧能源转型比例的不断提高,传统的社区用电居民逐步向着能源社区产消者转变,并通过能源交易的方式来促进分布式能源就地消纳。在此背景下,通过构建贝叶斯博弈能源交易模型,实现能源社区产消者之间的自主能源交易。首先,针对交易过程中产消者交易身份的不确定性问题,采用马尔科夫链对其身份状态概率进行分析。然后,将概率分布作为先验概率,建立能源社区产消者能源交易的贝叶斯博弈模型,对产消者之间的能源交易过程进行优化。最后,通过算例验证了所提模型在保证产消者隐私性的同时提高了其自身的收益。     

基于区块链和动态定价模型的微电网P2P能源交易

微电网之间的能源贸易可以减少对公用大电网的依赖.研究了基于区块链的微电网对等能源交易,微电网中的消费者和生产者不需要第三方就可以交易能源,在提出的模型中引入了滞期费机制,构建动态定价模型,使微电网优化能源消耗并最大程度地减少电费,并为微电网提供了足够的能量.仿真结果验证了所提模型的有效性.     

区块链在电力双边协商交易中的应用研究

针对双边协商效率低下、违约责任不清等问题,文章根据陕西电力在双边交易中的区块链项目经验,结合中心化和去中心化各自优势,设计了基于区块链的电力双边协商交易社区.在保证区块链网络安全和市场主体隐私安全的前提下,通过节点优化和账户模式创新,大幅提升用户体验.使用区块链解决双边协商交易的业务痛点,将双边协商交易业务由线下转移到...     

基于区块链的新能源资产交易体系与平台关键技术应用研究

随着可再生能源资产交易量的迅猛增长,人们对新能源资产交易方式、交易周期、交易风险和可信度提出了新的要求。基于现有新能源产业链和生态圈以及新能源资产交易系统平台的状况,对可再生资产交易体系进行研究,对交易的参与方、交易流程、规则以及支撑技术进行了系统性梳理,提出基于区块链的新能源资产交易体系建设思路,给出新能源资产交易的业务流程和要求,对新能源资产交易推进过程中需要关注的要点进行了阐述。该研究旨在推进科研、产业、金融以及监管等环节对新能源体系的协同构建,解决新能源资产交易平台的关键技术问题,为新能源资产便捷化流通提供有效的系统性支撑。     

化学链燃烧技术的研究现状

化学链燃烧是一种新型的无火焰燃烧技术，它把金属氧化物作为载氧体，对能源进行了更为合理和高效的利用，介绍了化学链燃烧的基本概念，主要特点，概括了载氧体的研究进展，提出了若干问题。对化学链燃烧的前景进行了展望。     

基于区块链的乡村分布式电力交易系统设计与应用

随着我国农村分布式电能市场交易的稳步发展,以及农村电网政策扶持力度的增强,为更好地带动农村用能效率提升和新能源就地消纳利用的融合发展,必须要进一步加强农村电网技术、运营管理和电能交易的创新,弥补农村电网基础设施缺陷。基于区块链本身所具备的分布式存储、点对点传输和多中心化等技术特性,结合电力智能合约,构建了一种新型的乡村分布式电力交易模型,用以在乡村微能网内开展电力能源交易,形成乡村级的电力能源集贸市场。     

面向零信任环境的新一代电力数据安全防护技术

能源互联网的建设促进了海量终端高效互联,为能源流和信息流的高效交互提供了强有力的支撑.然而,信息共享时效性提高的同时,也随之带来了越发模糊的电力信息网络边界.随着系统规模急剧扩大,数据交互愈加频繁,系统运行环境更加复杂,运营数据安全交互面临更高要求.文章对国产密码、量子秘钥分发和区块链等技术在电力信息网络核心业务场景中...     

生产用能科学管理的新思路

阐述了东北制药总厂生产用能管理的实践,对市场经济条件下能源的科学管理方法进行了探讨,并介绍了通过编制生产过程中的实物能耗链和产品能耗价格链实现能源量化管理的方法。     

Trader types and volatility of emission allowance prices. Evidence from EU ETS Phase I

This paper studies the relation between the trading activity of market participants and the volatility of the European Emission Allowance price during Phase I of the European Union Emission Trading System (EU ETS). We focus on the contrasting roles of different trader types.We find evidence of a positive and significant trading activity–volatility relation, which appears to be stronger when accounting for trader type. The positive relation can be mainly attributed to energy providers. In contrast, industrial companies seem to have traded more frequently when volatility levels were lower. Finally, the non-liable players, represented by financial intermediaries, appear to have acted as a flexible counterparty, trading more with the energy sector when volatility was higher, and more with the industrial firms when volatility was lower. We discuss possible explanations for these contrasted positions.Understanding the trading activity–volatility link is relevant for evaluating the efficiency of the EU ETS. Although the relation is generally positive, many players remained often inactive and traded mostly when volatility levels were lower. Policies targeting the engagement of less active players could lead to a smoother incorporation of information into prices and to an increase in market efficiency.     

The liquidity of energy stocks

This study investigates the dynamics of stock market liquidity in the energy industry in the US for 130 firms for the period 2006–2011. We use a (structural) vector autoregression approach to model the simultaneous relationships between three liquidity measures, namely turnover, price impact and spread. In addition, we account for oil prices in this model. The liquidity measures exhibit a persistent (highly autocorrelated) pattern. The intensity of trading appears to be relevant for the interrelationships of the liquidity measures. Stocks that are traded more often seem to be less sensitive to changes in liquidity. The main contribution of this study is that we introduce and test a specific causality pattern between trading activity, price impact, and spreads of energy stocks. This causality pattern is stronger during illiquid periods, which makes these periods much more risky.     

Modelling renewable supply chain for electricity generation with forest, fossil, and wood-waste fuels

In this paper, a multiple objective model to large-scale and long-term industrial energy supply chain scheduling problems is considered. The problems include the allocation of a number of fossil, peat, and wood-waste fuel procurement chains to an energy plant during different periods. This decision environment is further complicated by sequence-dependent procurement chains for forest fuels. A dynamic linear programming model can be efficiently used for modelling energy flows in fuel procurement planning. However, due to the complex nature of the problem, the resulting model cannot be directly used to solve the combined heat and electricity production problem in a manner that is relevant to the energy industry. Therefore, this approach was used with a multiple objective programming model to better describe the combinatorial complexity of the scheduling task. The properties of this methodology are discussed and four examples of how the model works based on real-world data and optional peat fuel tax, feed-in tariff of electricity and energy efficiency constraints are presented. The energy industry as a whole is subject to policy decisions regarding renewable energy production and energy efficiency regulation. These decisions should be made on the basis of comprehensive techno-economic analysis using local energy supply chain models.     

Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets

This paper constitutes the first exercise of analysing the European carbon market efficiency from a double perspective combining both nature of execution venues (screen vs. OTC trading) and their volatility/liquidity relations. Using a bivariate asymmetric GJR-GARCH model, we first document that OTC (exchange traded) trading volume shows consistent bi-(uni) directional Granger causality to our volatility estimates, consistent with greater responsiveness of the OTC (exchange traded) market to changes in market-wide (idiosyncratic) risks. Second, we report significant contemporaneous and lagged positive causality of OTC derivatives volume on spot/futures volatility confirming that the Sequential Information Arrival Hypothesis (SIAH) applies. Third, we find that the one-way causality from OTC to futures volumes is mainly driven by heterogeneous investor beliefs: trading volume provides an indication on how (private) information is dispersed and held at different levels rather than proxying information signal itself. After rejecting execution venues' substitutability, we advocate for systematic clearing and netting of OTC positions through a unique clearing house and reporting rules to identify speculation in line with Mifid (Art. 59) proposals.     

P2P energy trading via public power networks: Practical challenges,emerging solutions,and the way forward

Peer-to-peer (P2P) energy trading is an emerging energy supply paradigm where customers with distributed energy resources (DERs) are allowed to directly trade and share electricity with each other. P2P energy trading can facilitate local power and energy balance, thus being a potential way to manage the rapidly increasing number of DERs in net zero transition. It is of great importance to explore P2P energy trading via public power networks, to which most DERs are connected. Despite the extensive research on P2P energy trading, there has been little large-scale commercial deployment in practice across the world. In this paper, the practical challenges of conducting P2P energy trading via public power networks are identified and presented, based on the analysis of a practical Local Virtual Private Networks (LVPNs) case in North Wales, UK. The ongoing efforts and emerging solutions to tackling the challenges are then summarized and critically reviewed. Finally, the way forward for facilitating P2P energy trading via public power networks is proposed.     

Potential of trading wind power as regulation services in the California short-term electricity market

A short-term electricity market is usually composed of the energy market and ancillary service market. However, wind power is not allowed to be traded in ancillary service markets although it has been proven technically feasible to be regulation services. This paper aims to explore the market potential of trading wind power as regulation services in the California electricity market. A model for wind power trade in the day-ahead (DA) market is established considering the uncertainties of market prices and wind power. An optimal trading strategy for wind power producers is derived by using an analytical algorithm. Trading wind power as regulation is tested by using actual data and the impacts of market control on the market outcome are discussed. The results show that, based on the current framework of the California electricity market, wind power producers can earn much more money if they bid in the DA energy and regulation markets than if they only bid in the DA energy market. The results also show that the potential to enhance profit for wind power producers is larger in the regulation down market than in the regulation up market.     

Global overview for energy use of the world economy: Household-consumption-based accounting based on the world input-output database (WIOD)

Globalization has integrated nations into a world economy. Based on the world input-output database (WIOD), this paper explored the energy use of the world economy under a household-consumption-based MRIO (multi-region input-output) accounting scheme. Pertaining to normative economics, the household-consumption-based MRIO accounting scheme corresponds to the value judgement of household consumption being the ultimate driver of the economy, which complements existing accounting methods based on different viewpoints. The energy use associated with the internationally traded products is calculated to be around one-fifth of the global total energy consumption. For China as the largest exporter and also the biggest deficit economy in terms of energy use, its trade imbalance is nearly the summation of that of the United States, the United Kingdom, Japan and Germany. Energy self-sufficiency rates by supply and by demand are respectively proposed. While the United States economy as the largest importer maintains the majority of the energy welfare denoted by the onsite energy use at home, China exports large quantities of energy use abroad. For economies like Germany, South Korea and Taiwan, they could be regarded as hubs that export a considerable amount of energy use abroad and absorb massive energy use from outside simultaneously. For sustainable use of energy resources, economies are suggested to carefully identify their roles in the global trading network of energy use.     

Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets

The present paper theoretically and empirically examines the role of carbon swap trading and energy prices in volatilities and price correlations between the EU and Kyoto Protocol emissions trading schemes. A supply and demand based correlation model between EUA and sCER price returns is proposed in detail using inverse Box–Cox type marginal abatement cost (MAC) curves and simple emission reduction volume processes. The model includes financial players' EUA–sCER swap transaction in boom periods of carbon prices using the logit model for EUA and EUA–sCER swap volume correlations, and stronger energy price impacts on EUA prices than sCER prices using a mean-reverting lognormal process for energy prices. The empirical studies using EUA and sCER prices estimate the model parameters, resulting in a positive EUA volume impact on EUA–sCER swap transactions and a positive energy price impact on EUA prices. It is shown that high EUA–sCER price correlations during high EUA price periods stemmed from EUA–sCER swap transactions, whereas high EUA–sCER price correlations during the period of financial turmoil with low EUA prices came from the drop in energy prices. We also show that the leverage effects often observed in security markets exist in both the EUA and sCER markets according to the price–volatility relation.     

On the efficiency of the European carbon market: New evidence from Phase II

I examine in the period 2008–2011 the efficiency of four carbon dioxide (CO₂) emission allowance futures traded in the Intercontinental Exchange (ICE). To this end, I assess the profitability of trading strategies based on simple technical analysis rules and naïve forecasts. The results from 2010 onwards are consistent with weak market efficiency. In turn, this finding suggests that the European carbon market is gradually attaining a state of maturity.     

Production and trading of biomass for energy – An overview of the global status

The markets for industrially used biomass for energy purposes are developing rapidly toward being international commodity markets. Determining international traded biomass volumes for energy purposes is difficult, for several reasons, such as challenges regarding the compilation of statistics on the topic. While for some markets (pellets and ethanol) separate overviews exist, no comprehensive statistics and summaries aggregating separate biomass streams are available. The aim of this paper is to summarise trade volumes for various biomasses used for energy and to review the challenges related to measurement of internationally traded volumes of biofuels. International trade of solid and liquid biofuels was estimated to be about 0.9 EJ for 2006. Indirect trade of biofuels thorough trading of industrial roundwood and material byproducts comprises the largest proportion of trading, having a share of about 0.6 EJ. The remaining amount consisted of products that are traded directly for energy purposes, with ethanol, wood pellets, and palm oil being the most important commodities. In 2004–2006, the direct trade of biofuels increased 60%, whereas indirect trade has been almost constant. When compared to current global energy use of biomass (about 50 EJ yr⁻¹) and to the long-term theoretical trading potential between the major regions of the world (80–150 EJ yr⁻¹), the development of international trade of biomass for energy purposes is in its initial stage, but it is expected to continue to grow rapidly.