A DDH™ based on a liquidity pool of capital (demand) and forecasted energy production (supply), providing flexible hedge prices and volumes for IPP/RCPs 48h before market delivery. This ensures a stable, elevated forward price and transitions seamlessly into short-term markets to manage production variations with minimal trader oversight, settling as a traditional energy hedge.

Achieving high levels of renewable penetration for Renewable Energy Standards (RES) involves the expansion of both grid electrification and renewable capacity. However, the variability in energy supply from Renewable Capacity Providers (RCPs), along with fluctuating demand from electric vehicles, cloud computing centers, blockchain mining, and storage, makes it difficult to align future supply with future demand. This is due to the lack of an integrated futures market for renewable energy resulting in a loss of market liquidity ranging from long-term offtake contracts to intra-day trades prior to delivery.

IPP/RCPs agree to participate in the real-time market pool whereby they pledge MWh up to their near-term production estimate. 48 hours prior to delivery, the pledged MWh are allocated to the market pool. This is based on their near-term forecast as opposed to a long-term baseline.