As a link that maintains the economic operation of a country and a bridge connecting the economies of various countries, finance plays a decisive role in the economic development of various countries and has affected all levels of the world economy. As the lifeline of economic development, energy is an indispensable material basis for human survival and development. It is an important strategic material for national economic and social development, and has become an important factor affecting the world's political and economic order. Energy and finance are the two core areas of today's economy and society, and the relationship between energy and finance is becoming increasingly close. Energy finance is the integration of energy and finance and is a new financial form. In fact, as early as 1886, the world's earliest energy exchange, the Coal Exchange, appeared in Cardiff, Wales. It used a financial transaction management model to manage and operate the transactions of coal traders at that time. Since the 1970s, issues such as energy pricing mechanisms and energy investment and financing decisions, as well as exchange rate changes and risks caused by energy supply, have increasingly attracted widespread attention from the international community. Therefore, Western countries began to apply the results of financial theory to the energy field, and deepened and developed the respective connotations of energy and finance in a deeper and broader scope, forming the inherent meaning of energy finance itself. From a morphological point of view, energy finance can be divided into energy virtual finance and energy real finance. Energy virtual finance generally refers to traders hedging physical energy, futures, futures options and other derivatives, bonds, exchange rates, interest rates and stocks in energy commodity futures, options markets, international currency markets and energy-related capital markets. Or speculative operations, to avoid risks in the spot market, or to obtain speculative profits. Energy actual finance generally refers to the organic connection between energy property rights and efficiency markets and capital markets, using the financing, supervision, and exit mechanisms of the capital market to cultivate, develop, and expand energy industry capital. Energy financial integration is of great significance to the acquisition and development of energy resources, the generation and transmission of energy price signals, and energy market risk avoidance and management.