価格構造変化を考慮したインバランス料金単価の変動要因に関する分析

カテゴリ: 論文誌(論文単位)

グループ名: 【B】電力・エネルギー部門

発行日: 2024/03/01

タイトル(英語): Analysis of Imbalance Price Fluctuating Factors Considering Price Structural Change

著者名: 堀井　博夫（筑波大学），小畑　崇弘（筑波大学），瀬之口　潤輔（東京工科大学），倉橋　節也（筑波大学）

著者名(英語): Hiroo Horii (University of Tsukuba), Takahiro Obata (University of Tsukuba), Junsuke Senoguchi (Tokyo University of Technology), Setsuya Kurahashi (University of Tsukuba)

キーワード: インバランス料金単価，電力取引市場，状態空間モデル，価格構造変化　　imbalance price，electric power market，state space model，price structural change

要約(英語): The stable operation of the power system usually requires matching supply to demand. The Japanese government operates a balancing system. Power generation utilities and electricity retailers need to pay the imbalance charge, which is the difference between the planned and actual value multiplied by the imbalance price. To implement better business risk management measures, estimating the imbalance price becomes effective. Various factors could cause the imbalance price to vary. In particular, the imbalance between supply and demand as the main factor might be caused by demand and supply fluctuations. In this research, we attempted to analyze the factors that affect the imbalance price to give suggestions for estimating the imbalance price in the future. In doing so, we adopted the following explanatory variables as the major factors that cause imbalance: spot market sell bids and buy bids which seem to serve as the supply and demand fluctuation factor. The imbalance price rose suddenly between December 2020 and February 2021. Focusing on this fact, we also analyzed the imbalance price considering a structural change to analyze each price fluctuation factor before and after the structural change.

本誌: 電気学会論文誌B（電力・エネルギー部門誌） Vol.144 No.3 （2024）

本誌掲載ページ: 224-233 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejpes/144/3/144_224/_article/-char/ja/