EURO 2025 Leeds
Abstract Submission

2575. Risk-aversion and Capacity Remuneration Mechanisms in Electricity-Hydrogen Markets

Invited abstract in session TB-44: Equilibrium modelling in energy markets, stream Energy Economics & Management.

Tuesday, 10:30-12:00
Room: Newlyn 1.01

Authors (first author is the speaker)

1. Kenneth Bruninx
TU Delft
2. Alessio Berdin
TU Delft
3. Laurens de Vries
TU Delft
4. Aad Correljé
TU Delft

Abstract

Hydrogen and derived fuels may act as long-term energy storage in climate-neutral energy systems. However, risk-averse investors will not invest in sufficient renewable electricity, back-up, electrolyzer and storage capacity if they are only renumerated for the hydrogen or electricity produced. We develop a stochastic equilibrium model to study whether capacity markets can restore investments to their risk-neutral levels. Our results show that the efficacy of capacity markets depends on complementary instruments to ensure the availability of renewables. If risk-averse investors build less renewables than what is societally optimal, capacity markets in the electricity and hydrogen sectors are needed to restore the overall capacity mix and limit consumer costs. If complementary instruments lift investments in renewables to their societally optimal level, a capacity market in the electricity sector suffices. In this situation, an additional capacity market in the hydrogen sector triggers a bias toward hydrogen-fired backup capacity. This illustrates that an integrated systems' perspective is required to design future energy markets.

Keywords

Status: accepted


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