物理算法交易:快速决策

Renewable power sources such as solar and wind have made the energy market more weather-dependent and thus more volatile, 因为天气的变化会影响发电. This makes it more difficult to predict how much electricity must be generated at any given time by flexible technologies, e.g. hydropower, gas power or batteries to ensure an even power supply.

"By noon one day we may have sold power for different time periods the next day, 例如，基于预期的风力产量. But due to the fact that there are discrepancies between generation and consumption during the course of the day, this must be coordinated in real time between suppliers and consumers,博士解释道。. 康斯坦丁·Wiegandt，算法交易主管 & 德国杜塞尔多夫国家统计局的分析.

Statkraft在2013年开发了第一个算法应用程序, and has since developed a comprehensive portfolio of trading algorithms.

通过 虚拟电厂 在德国和英国, the fluctuating generation of renewable power from a number of small-scale producers can be consolidated and controlled.

“离交货越近, the better we can predict what type of power source can supply electricity and when, and we can trade the power right up to a few minutes before it is to be consumed. 因为时间太短了, we need support from our mathematical algorithms to make the right decisions,他说.

冰箱或电动汽车作为电源

No one can predict the coming weather with 100 per cent accuracy. 在风电计划交付前十小时, 风力发电的不确定性将在10%左右, 离分娩越近, 不确定性越低. 在分娩前几分钟，这一比例约为2%.

"Only at the moment of delivery do we know how much 风力发电 is actually delivered. 确保稳定的供电, wind or solar energy must be balanced with flexible power sources such as hydropower, 电池和燃气动力,维冈特说.

The trend in the market is moving towards a growing number of small-scale producers of flexible power.

“这是可能的, 例如, to go all the way down to a single electric car that can provide the power grid with flexibility while connected for charging. 借助算法交易解决方案, we can integrate this type of small-scale flexibility into the power system. That is the path we must take to reach the goal of 100 per cent renewable energy,维冈特说.

Increased access to wind and solar energy is not enough in itself, 因为发电非常依赖天气.

"The electric car revolution is an example of a shift that can potentially create major opportunities to provide flexibility to the power grid. But this will require that thousands of wind turbines and solar panel systems be coordinated with millions of electric car batteries, 这只能通过自动化来实现. 算法将在这里发挥不可或缺的作用，”他说.

Units as small as a refrigerator could also be potential suppliers of flexibility, 因为他们的电力消耗可以及时转移.

“这是激动人心的时刻, because the power market and technology are interlinked in completely new ways,他补充道.

机器支持人

In 2018 Statkraft acquired 61 per cent of the Munich-based company eeMobility, 哪家公司为公司车队提供充电解决方案.

"If we know that these electric cars are charging between eight o’clock in the evening and eight o’clock in the morning, 十大靠谱网赌可以计算出十大靠谱网赌可以从他们那里获得多少灵活性. We'll only be seeing more of this type of flexible consumption,维冈特说.

除此之外, Statkraft manages trading with flexible energy resources on behalf of third-party producers in the 联合王国 in a fully automated manner.

"External data in the form of weather reports and information from customers and producers provide input for our systems, 然后算法计算最佳交易时间, 产生或消耗能源. Signals are then transmitted automatically to the power plants," he explains.

Statkraft's trading departments in Dusseldorf and Oslo are staffed around the clock every day. The robots do calculations, trade and plan, while the humans can intervene when necessary.

"Our power traders know how the algorithms work and can also develop or refine them. 在2020年上半年, Statkraft的算法完成了300万笔交易,维冈特说.

Statkraft最大的风能投资组合位于德国, where algorithms are able to balance the entire portfolio of wind farms with a production of more than 10,000 MW.

"Employees can take over all or part of the transactions manually in particularly unstable situations, 例如，如果风暴预报. It's all about making quick decisions, and the machines support people in making the right choices. 十大靠谱网赌能更快更有效地做出决定, 对消费者来说就越便宜,维冈特说.