Full‐stage risk management of forecast deviation for large‐scale renewable energy participating in the spot market
大規模再生可能エネルギーのスポット市場参加における予測偏差の全段階リスク管理 (AI 翻訳)
Sicheng Xu, Ruoyi Zhang, Jingwei Chen, Si Zhang, Li Yang, Zhenzhi Lin
🤖 gxceed AI 要約
日本語
本論文は、再生可能エネルギーの予測偏差がスポット市場の効率性や系統運用に与える影響を分析し、計画・中長期取引・スポット市場・決済の全段階を対象としたリスク管理フレームワークを提案する。世界各国の市場事例を基に、確率的物理防衛境界、金融ヘッジ、自己予測検証などの手法を体系的に整理し、大規模導入時の課題解決策を示す。
English
This paper addresses forecast deviations of renewable energy in spot markets, proposing a full-stage risk management framework covering planning, medium- to long-term trading, spot markets, and settlement. It reviews global market experiences and suggests tools such as probabilistic physical defense boundaries, financial hedging, self-forecast verification, and incentive-compatible settlement mechanisms to improve efficiency and security.
Unofficial AI-generated summary based on the public title and abstract. Not an official translation.
📝 gxceed 編集解説 — Why this matters
日本のGX文脈において
日本でも再生可能エネルギーの大量導入に伴い、スポット市場での予測誤差管理が重要課題となっている。本論文の全段階ガバナンスの考え方や世界各国の事例は、日本の市場設計や系統運用の改善に参考となる。特に、日本独自の需給調整市場やインバランス料金制度との比較・応用が期待される。
In the global GX context
As renewable energy penetration increases globally, managing forecast deviations in spot markets is critical for market efficiency and grid reliability. This paper's systematic framework and international case studies offer valuable insights for countries like Japan that are reforming their electricity markets to accommodate variable renewables. It directly informs the design of balancing markets, imbalance pricing, and risk management strategies.
👥 読者別の含意
🔬研究者:Provides a systematic taxonomy and comparative analysis of forecast deviation management methods across global power markets, useful for further research on renewable integration.
🏢実務担当者:Offers practical tools and strategies for utilities and grid operators to reduce forecast errors and optimize participation in spot markets.
🏛政策担当者:Delivers policy recommendations on market design elements such as probabilistic planning, financial hedging, and settlement incentives to support renewable energy deployment.
📄 Abstract（原文）
Abstract Against the backdrop of renewable energy achieving full market integration, renewable energy forecasting deviations have become a critical bottleneck constraining the clearing efficiency of electricity spot markets, hindering the rational allocation of costs, and threatening the secure operation of the power system. A framework comprising a full‐stage governance system covering planning, medium‐ to long‐term trading, spot markets, and settlement is adopted in this paper. The experiences of global markets in addressing forecast deviations of renewable energy through multi‐stage, tiered governance are systematically reviewed in the paper. During the planning stage, a probabilistic physical defence boundary is established to address hidden physical gaps arising from random fluctuations that deterministic planning cannot account for. In the medium‐ to long‐term stage, risks are mitigated through a combination of physical resource aggregation and financial hedging tools, including bilateral contracts, forward contracts, reliability options, and parametric insurance. In the spot market, approaches such as self‐forecast verification, rolling forecast corrections, and a multi‐level substitution mechanism for abnormal data are adopted. During the settlement stage, incentive‐compatible mechanisms are used to improve the accuracy of renewable energy forecasting. Finally, suggestions on full‐stage risk management for large‐scale renewable energy participating in the spot market are proposed in this paper.
🔗 Provenance — このレコードを発見したソース
- openalex https://doi.org/10.1049/enc2.70044first seen 2026-06-29 05:42:45 · last seen 2026-06-29 05:42:50
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