Electricity as a Tradable Commodity

Jul 7, 2024

Lecture on Electricity as a Tradable Commodity

Unique Characteristics of Electricity

  • Fungibility: One megawatt-hour (MWh) of electricity is identical regardless of the production source (coal, natural gas).
  • Simultaneous Production and Use: Must be produced and used simultaneously due to the high cost of industrial battery storage.
  • Exact Demand-Supply Balance: Supply must meet demand exactly. This is managed through ancillary services and demand response programs.

Role of ISOs and RTOs

  • Definition: Independent System Operators (ISO) and Regional Transmission Organizations (RTO) maintain the balance between electricity generation and consumption.
  • Responsibilities:
    • Forecasting and scheduling generation.
    • Ensuring backup power for unexpected demand or generation loss.
    • Operating as non-commercial, neutral entities.
  • North America: Contains nine ISOs and RTOs.
  • Market Management: Typically manage four markets—energy, capacity, financial transmission rights, and ancillary services.

Energy Market Management

  • Day-Ahead Market: Generators and load-serving entities submit bids for the next day's operation, including cost variations by hour.
  • Real-Time Market: Manages actual production and consumption changes throughout the day (increments of 5 minutes to 30 minutes).
    • Optimization considers cost, security, and transmission constraints.
    • Locational Marginal Price (LMP) set at each location based on ISO/RTO prices.
    • Dispatch instructions sent to generators based on real-time conditions.

Capacity Market

  • Function: Auctions the commitment for providing electricity generation capacity to ensure long-term stability and exceed load requirements.
  • Incentives: Encourages long-term investments in generation resources.
  • Revenues: Paid to capacity providers regardless of whether energy is produced.

CME Group's Role

  • Contracts Offered: Futures and options contracts for day-ahead, real-time, and capacity markets.
  • Purpose: Allows market participants to hedge and manage risk exposure in various regional locations.