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Risk & Market Exposure Definitions

Updated over 6 months ago

European Term

American Term

Definition

Capture Factor

Capture Price Index

Capture factors represent the ratio of captured price over baseload price. For solar, typically capture factors are around 1 in winter and slightly lower in summer when most of the production occurs. For wind, they tend to be lower in winter, where production predominantly occurs. Capture factors illustrate the ratio of the average volume weighted price to the baseload price of a given tenor (captured price/baseload price). They indicate how much above or below the baseload price the price captured by an asset is expected to be.

Co-location

Hybrid Assets

The practice of locating multiple energy assets at the same site, such as solar and battery storage or wind and battery to optimize energy use and market access. By co-locating assets, grid connection costs are reduced and direct storage charging from generation is enabled.

Commercial Operation Date (COD)

COD (Same, widely used in the U.S.)

The acronym stands for Commercial Operation Date. It’s an important date for PPAs, because it marks when the project can start selling its output.

Contracted Volumes

Contracted Energy / Contracted Load

Renewable production volumes that are committed for delivery within a PPA agreement. Depending on a buyer’s needs, they may want to contract the entire volume (100%) or part of it (i.e., 50%).

Contracts for Difference (CfD)

Hedging Contract

In a CfD, two parties enter an agreement to trade a financial instrument. In the renewables world, such financial instrument is electricity. CfD mechanisms have been widely used as a government support mechanism, where projects participate in an auction and bid for a strike price. Under a CfD mechanism, the project sells its energy to the wholesale spot markets. Depending on the movement of spot prices, there are cashflow exchanges between the generator and the second party, which is usually a government entity. If the market price that the generator sells its energy at, also known as reference price, is above the strike price agreed, then the generator will pay back the difference. If the reference price is below the strike price, then the buyer will pay back the difference. Besides acting as a government subsidy instrument for renewables (used in the UK, Poland etc), a CfD can be agreed in bilateral PPAs, notably in Virtual PPAs.

Corporate

Corporate Offtaker / Corporate Buyer

A non-utility, non-trader consumer of electricity. Industrials are often referred to as corporates, but the difference is that industrials’ energy needs are significant, and energy costs are directly linked to the cost of production.

Counterparty Credit Risk

Default Risk / Creditworthiness Risk

The risk that the buyer (offtaker) or seller fails to fulfill financial obligations. A parent company guarantee (PCG) or a letter of credit (LoC) is often required to mitigate this risk. In corporate PPAs, credit ratings and financial health are key factors in securing financing.

Counterparty Risk

Counterparty Risk

This is the risk of default that each party to a contract assigns to the other party (Counter party). The level of risk assigned to a Counter Party is typically influenced by its preceived finanacial stability and crediworthniess. A company with a perceived high leve of risk is generally required to provide some form of payment gaurantee or bond.

Cross-Border PPA

Interstate PPA (since U.S. states act as separate power markets)

This is a long-term contract for the purchase of electricity where the power is generated in one country and consumed in another. This arrangement enables buyers to procure renewable energy from assets located in a different electricity market, often taking advantage of better renewable resources, lower costs, or regulatory incentives in the country of origin.

Curtailment

Curtailment

Curtailment refers to the intentional reduction or shutdown of electricity generation due to grid constraints, oversupply, or system stability requirements. In all cases except economic curtailment the Independent System Operator instructs the generator to curtail its production of electricity. It affects renewable energy sources, such as wind and solar, which generate power based on weather conditions rather than demand.

There are several reasons for curtailment, including economic curtailment, which occurs when low or negative market prices make generation financially unviable; grid congestion curtailment, which happens when transmission bottlenecks prevent electricity from flowing freely to areas of demand; and system stability curtailment, which is implemented to maintain grid frequency and voltage balance. Curtailment can significantly impact power purchase agreements (PPAs), as uncompensated reductions in generation can lead to revenue losses for renewable generators. To address this, many PPAs include curtailment clauses that define which party bears the financial risk associated with these constraints.

Curtailment Risk

Curtailment Risk

Curtailment risk refers to the forced reduction or complete shutdown of a renewable energy asset's electricity production due to grid congestion, oversupply, or market conditions. When the electricity supply exceeds demand and grid capacity is limited, system operators may instruct generators to reduce output to maintain grid stability. This risk is particularly high in regions with high renewable penetration and inflexible grid infrastructure.

Day-Ahead Market (DAM)

Day-Ahead Market (DAM)

The day-ahead market (DAM) is a forward electricity trading market where participants buy and sell energy for delivery on the following day. By securing fixed prices based on projected supply and demand conditions, the DAM allows market participants to hedge against short-term price volatility and optimize their scheduling. Prices in this market are determined through an auction process, with energy traded at hourly intervals. The DAM plays a vital role in providing price stability and liquidity, particularly for generators who prefer to secure sales in advance rather than be exposed to real-time market fluctuations. Buyers also use the DAM to lock in electricity prices, reducing exposure to unpredictable price swings in the real-time market.

In the US the DAM auction process is managed by the Independent System Operator (ISO).

Degradation

Performance Degradation (Same)

It refers to the rate at which photovoltaic panels degrade over time. For instance, a producer might estimate production volumes with a degradation assumption of 2% per annum, which means that every year the solar panels output 2% less electricity than the year before.

Delivery Start

Commercial Start Date

The agreed start date when power delivery begins under a PPA or wholesale market contract. This is typically defined in the PPA contract as part of the Commercial Operation Date (COD).

Dispatchability

Load-Following Ability

The extent to which an asset’s generation can be adjusted to meet electricity demand. Unlike fossil fuel plants, solar and wind are non-dispatchable, meaning they generate power based on weather conditions. Battery storage and hybrid PPAs help increase dispatchability.

Electrolyser

Electrolyser

A device that uses electricity to split water into hydrogen and oxygen, producing green hydrogen when powered by renewable energy. Electrolysers play a key role in clean hydrogen production, supporting decarbonization across transportation, industry, and energy storage.

Energy Yield Assessment

Production Forecasting

It’s the technical assessment of the expected annual energy yield of a planned power plant. It’s carried out by an engineering firm and plays a crucial role in the volume a plant can commit to selling.

ESG Factors

Sustainability Metrics or Corporate Sustainability Reporting

The acronym stands for environmental, social and governance. ESG are non-financial factors to identify a company's sustainability and societal impact. In recent decades in financial markets, special attention has been given to companies with an ESG focus, for instance funds that invest in carbon-neutral companies. In Fixed Income markets, some special bonds (called ‘green bonds’) were issued specifically to finance green projects. Financial data vendors have also developed benchmarks and indicators to track the ESG performance of individual companies.

European Network of Transmission System Operators for Electricity (ENTSO-E)

European Network of Transmission System Operators for Electricity (ENTSO-E)

This is an institution which coordinates grid operations across Europe, ensuring electricity transmission reliability across borders.

Market Exposure

Market Exposure

When a power plant is merchant, it is exposed to the volatility of wholesale electricity markets. It’s exposure, also known as merchant exposure, depends on how much volume it has contracted under fixed-price instruments. If a generator expects an annual output of 10GWhm and has contracted 6GWh through a corporate PPA, its exposure is 4GWh. Exposure is also known as revenue risk.

Volume Risk

Generation Risk or Forecasting Risk

Renewables’ production volume is driven by external factors such as wind speed and solar irradiation, which are subject to fluctuation. This introduces uncertainty to the likelihood of achieving expected volumes and meeting contractual obligations. The annual energy production of a renewable asset is an estimate and the uncertainty around it is typically calculated and assessed on basis of long-term meteorological data. Volume risk illustrates the long-term variations between expected and actual production, contrary to profile risk.

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