PAB与MCP电价机制下的市场均衡分析
|
摘要
随着电力市场在全世界的迅速出现,一个重要的课题是如何预测和分析一个给定市场设计的性能。对这个问题的回答将影响许多重要的电力市场决策,因为对市场实施事后的分析是很昂贵的。目前更主流方法是博弈论。该法的思路是在假设市场的博弈者会采取Nash均衡策略的情况下预测和分析市场的行为。常见的方法有供给函数模型,古诺模型和扩展伯川德模型。
供给函数模型被多次用来研究英国电力市场改革有关政策和社会效益,其缺点是不能考虑电力市场投标曲线的阶梯性质。此外,这个模型也难以模拟输电约束,备用约束等等对电力市场的影响。古诺模型是比较传统的经济分析模型,其特点是适合于分析电力市场长期行为。而扩展伯川德模型则比较适合分析短期电力市场行为。这些考虑促使我们为电力市场拍卖的寡头竞争建立了一个价格竞争博弈模型。这个模型可以称为扩展伯川德模型。
本文在假设各机组边际成本相同的基础上,建立了电力市场价格竞争的双层优化模型,分析了在PAB(Pay as Bid)电价机制容量强约束和弱约束条件下的Nash均衡。并进一步与MCP(Market Clearing Price)电价机制进行对比,从理论上得到在容量紧张时,PAB机制下电价波动小,平均电价高,而MCP机制下电价波动大,平均电价低的结论。
我们还在MCP报价实验的基础上进行了PAB电价机制下的报价实验,取得了较好的实验效果。并进一步验证了我们在理论上得出的结论。
As electricity markets are rapidly emerging around the world, a timely topic arises, that is, how to predict or analyze the performance of a given market design. The answer of the question can significantly influence policy-making. The mainstream approach is that of game theory. The idea of this approach is to predict market performance assuming that market players will take Nash equilibrium strategies.In this paper, we formulate a bilevel programming price competition game for modeling oligopolistic competition in a single-period electricity market auction, with the assumption that generator marginal costs are identical. We also characterize Nash Equilibrium under tight and weak capacity constraints both in MCP (Market Clearing Price) and PAB (Pay as Bid) pricing. In theory, we deduce that PAB pricing reduces price volatility under tight capacity constraints with cost of the higher average market price.And an auction experiment is designed and conducted to test a game-theoretic result introduced by the authors. The results show that the presented experiment is reasonable and effective.
供给函数模型被多次用来研究英国电力市场改革有关政策和社会效益,其缺点是不能考虑电力市场投标曲线的阶梯性质。此外,这个模型也难以模拟输电约束,备用约束等等对电力市场的影响。古诺模型是比较传统的经济分析模型,其特点是适合于分析电力市场长期行为。而扩展伯川德模型则比较适合分析短期电力市场行为。这些考虑促使我们为电力市场拍卖的寡头竞争建立了一个价格竞争博弈模型。这个模型可以称为扩展伯川德模型。
本文在假设各机组边际成本相同的基础上,建立了电力市场价格竞争的双层优化模型,分析了在PAB(Pay as Bid)电价机制容量强约束和弱约束条件下的Nash均衡。并进一步与MCP(Market Clearing Price)电价机制进行对比,从理论上得到在容量紧张时,PAB机制下电价波动小,平均电价高,而MCP机制下电价波动大,平均电价低的结论。
我们还在MCP报价实验的基础上进行了PAB电价机制下的报价实验,取得了较好的实验效果。并进一步验证了我们在理论上得出的结论。
As electricity markets are rapidly emerging around the world, a timely topic arises, that is, how to predict or analyze the performance of a given market design. The answer of the question can significantly influence policy-making. The mainstream approach is that of game theory. The idea of this approach is to predict market performance assuming that market players will take Nash equilibrium strategies.In this paper, we formulate a bilevel programming price competition game for modeling oligopolistic competition in a single-period electricity market auction, with the assumption that generator marginal costs are identical. We also characterize Nash Equilibrium under tight and weak capacity constraints both in MCP (Market Clearing Price) and PAB (Pay as Bid) pricing. In theory, we deduce that PAB pricing reduces price volatility under tight capacity constraints with cost of the higher average market price.And an auction experiment is designed and conducted to test a game-theoretic result introduced by the authors. The results show that the presented experiment is reasonable and effective.
引文
[1] 王秀丽,宋永华,王锡凡(Wang xiuli,Song Yonghua, Wang Xifan).英国电力市场新模式——结构、成效及问题.(Operation Experiences of the UK New Electricity Trading Arrangement).中国电力(Electric Power),2003,36(6):1-5
[2] 国家经贸委电力司.英国电力改革.北京:中国电力出版社,2001
[3] Christie R D, Wangensteen I. The Energy Market in Norway and Sweden: Introduction. IEEE Power Engineering Review, 1999, 18(2): 44～45
[4] Christie R D, Wangensteen I. The Energy Market in Norway and Sweden: the Spot and Futures Markets. IEEE Power Engineering Review, 1999, 18(3): 55～56
[5] 新耀中,韩放等(Xin Yaozhong,Han Fang et al).美国东部和西部电力市场的比较分析(Comparison and Analysis of the Electricity Markets in the East and West of USA).电力系统自动化(Automation of Electric Power Systems),2001,25(8):12～15
[6] PJM. LMP Primer. Pennsylvania of USA: PJM Interconnection, L.L.C. 1999
[7] 王锡凡(Wang Xifan).有关当前我国电力市场若干问题探讨(Power Market and Power Industry Restructuring) . 中国电力 (Electric Power), 2001(10)
[8] Schweppe F C, Caramanis M C, Tabors R D, Bohn R E. Spot Pricing of Electricity. Kluwer Academic Pubishers, 1988
[2] 国家经贸委电力司.英国电力改革.北京:中国电力出版社,2001
[3] Christie R D, Wangensteen I. The Energy Market in Norway and Sweden: Introduction. IEEE Power Engineering Review, 1999, 18(2): 44～45
[4] Christie R D, Wangensteen I. The Energy Market in Norway and Sweden: the Spot and Futures Markets. IEEE Power Engineering Review, 1999, 18(3): 55～56
[5] 新耀中,韩放等(Xin Yaozhong,Han Fang et al).美国东部和西部电力市场的比较分析(Comparison and Analysis of the Electricity Markets in the East and West of USA).电力系统自动化(Automation of Electric Power Systems),2001,25(8):12～15
[6] PJM. LMP Primer. Pennsylvania of USA: PJM Interconnection, L.L.C. 1999
[7] 王锡凡(Wang Xifan).有关当前我国电力市场若干问题探讨(Power Market and Power Industry Restructuring) . 中国电力 (Electric Power), 2001(10)
[8] Schweppe F C, Caramanis M C, Tabors R D, Bohn R E. Spot Pricing of Electricity. Kluwer Academic Pubishers, 1988
© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号 地址：北京市海淀区学院路29号 邮编：100083 电话：办公室：(+86 10)66554848；文献借阅、咨询服务、科技查新：66554700 |