Abstract
In order to further alleviate the problems of large assessment deviations, low efficiency of trading organisation and difficulties in system optimisation in medium- and long-term market trading, the article proposes an optimisation model for continuous intra-month bidding trading in the electricity market that takes into account risk hedging. Firstly, the current situation of market players’ participation in medium and long-term trading is analysed; secondly, the impact of contract trading on reducing operational risks is analysed based on the application of hedging theory in the primary and secondary markets; finally, the continuous bidding trading mechanism is designed and its optimisation effect is verified. The proposed model helps to improve the efficiency of contract trading in the secondary market, maintain the stability of market players’ returns and accelerate the formation of a unified, open, competitive and well-governed electricity market system.
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