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Hedging strategies for solar power businesses in electricity market using weather derivatives
https://doi.org/10.24517/00068383
https://doi.org/10.24517/00068383721c1ff0-e237-434b-8aaf-b46fad6fc2af
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
TE-PR-MATSUMOTO-T-9025128-230.pdf (557.9 kB)
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| Item type | 会議発表論文 / Conference Paper(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2022-12-01 | |||||||
| タイトル | ||||||||
| タイトル | Hedging strategies for solar power businesses in electricity market using weather derivatives | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_5794 | |||||||
| 資源タイプ | conference paper | |||||||
| ID登録 | ||||||||
| ID登録 | 10.24517/00068383 | |||||||
| ID登録タイプ | JaLC | |||||||
| 著者 |
Matsumoto, Takuji
× Matsumoto, Takuji× Yamada, Yuji |
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| 著者別表示 |
松本, 拓史
× 松本, 拓史
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| 提供者所属 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | 金沢大学融合研究域融合科学系 | |||||||
| 書誌情報 |
Proceedings of 2019 IEEE 2nd International Conference on Renewable Energy and Power Engineering (REPE 2019) 巻 2019, 号 9025128, p. 230-240, 発行日 2019-11-02 |
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| ISBN | ||||||||
| 識別子タイプ | ISBN | |||||||
| 関連識別子 | 978-172814562-4 | |||||||
| DOI | ||||||||
| 関連タイプ | isVersionOf | |||||||
| 識別子タイプ | DOI | |||||||
| 関連識別子 | 10.1109/REPE48501.2019.9025128 | |||||||
| 出版者 | ||||||||
| 出版者 | IEEE | |||||||
| 抄録 | ||||||||
| 内容記述タイプ | Abstract | |||||||
| 内容記述 | The large-scale introduction of natural energy being promoted worldwide in recent years leads to an increased impact of weather fluctuations on wholesale electricity prices. In markets where the introduction of solar power generation is rapidly progressing worldwide including Japan, hedging needs for revenue fluctuations in the solar power business have been expanding year by year. Therefore, this study proposes hedging strategies for the revenue of power generation companies that trade generated solar power through the wholesale electricity market, using a portfolio of derivatives whose underlying assets consist of fuel price, solar radiation, and temperature. We specifically propose a multilateral hedging method that applies multiple non-parametric regression methods such as tensor product spline function, ANOVA decomposition, and spline function with cross variable, and demonstrate the hedging effect using empirical data from the Japan Electric Power Exchange (JEPX). © 2019 IEEE. | |||||||
| 権利 | ||||||||
| 権利情報 | Copyright © 2019 IEEE. | |||||||
| 著者版フラグ | ||||||||
| 出版タイプ | AM | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||
| 関連URI | ||||||||
| 識別子タイプ | URI | |||||||
| 関連識別子 | https://ieeexplore.ieee.org/document/9025128 | |||||||
| 関連名称 | https://ieeexplore.ieee.org/document/9025128 | |||||||
| 関連URI | ||||||||
| 識別子タイプ | URI | |||||||
| 関連識別子 | https://ieeexplore.ieee.org/xpl/conhome/9014388/proceeding | |||||||
| 関連名称 | https://ieeexplore.ieee.org/xpl/conhome/9014388/proceeding | |||||||
