Naslov
Financijska prava u prijenosnoj mreži
(Financial transmission and storage rights)

Autori
Gržanić, Mirna

Vrsta, podvrsta i kategorija rada
Ocjenski radovi, diplomski rad, diplomski

Fakultet
Fakultet elektrotehnike i računarstva

Mjesto
Zagreb

Datum
13.09

Godina
2016

Stranica
88

Mentor
Delimar, Marko

Ključne riječi
financial transmission rights; financial storage rights; auction markets; locational marginal prices; strategic bid; constrained optimization; congestion management

Sažetak
Financial transmission rights are used to hedge the costs associated with transmission congestion. When congestion occurs, locational marginal prices differ. Financial Transmission Rights (FTRs) are the hedging instruments from paying the extra cost for congestion. Market participants can trade with FTRs through auction or via bilateral contracts. Acting strategically they can profit more from auction. Storage can profit through intertemporal arbitrage (load shifting and peak shaving) or as passive elements. Financial storage rights are defined for latter case. When congestion occurs, ISO collects surplus that is later awarded to the market participants who own transmission and storage rights to hedge against price volatility.

Izvorni jezik
Engleski

Znanstvena područja
Elektrotehnika

POVEZANOST RADA