NOVELTY - The method comprises: preparing a hydrogen stream (6) and an oxygen stream (8) in a high pressure electrolyzer (4) such as proton exchange membrane high pressure electrolyzer and then discharging under a high pressure condition; introducing the oxygen stream into a swirl pipe (20), in which the pressure energy of oxygen is converted to produce a cold oxygen stream (22); and cooling the hydrogen stream using the cold oxygen stream. The oxygen stream is buffered in a pressure reservoir. The method further comprises supplying a supplementary gas to the pressure reservoir from an external source.    USE - The method is useful for operating a high pressure electrolysis plant of a hydrogen filling station for producing hydrogen that is useful for refueling a motor car (all claimed), and for cooling food products.    ADVANTAGE - The method is capable of operating the high pressure electrolysis plant in an energy-efficient manner, and improving the energy balance of the hydrogen filling station.    DETAILED DESCRIPTION - The method comprises: preparing a hydrogen stream (6) and an oxygen stream (8) in a high pressure electrolyzer (4) such as proton exchange membrane high pressure electrolyzer and then discharging under a high pressure condition; introducing the oxygen stream into a swirl pipe (20), in which the pressure energy of oxygen is converted to produce a cold oxygen stream (22); and cooling the hydrogen stream using the cold oxygen stream. The oxygen stream is buffered in a pressure reservoir. The method further comprises supplying a supplementary gas such as oxygen, to the pressure reservoir from an external source under a high pressure condition. The oxygen stream in the swirl pipe is cooled to -40 degrees C. The hydrogen stream is cooled using the cold oxygen stream when compressing the hydrogen stream to a pressure of 800 bar. INDEPENDENT CLAIMS are included for:    (1) a high pressure electrolysis plant; and    (2) a hydrogen gas station.    DESCRIPTION OF DRAWING(S) - The figure shows a schematic view of a high pressure electrolysis plant and a hydrogen filling station.    High pressure electrolyzer (4)    Hydrogen stream (6)    Oxygen stream (8)    Swirl pipe (20)    Cold oxygen stream. (22)