售电企业电力市场履约担保运营机制研究——基于主从博弈的分析

Research on Operation Mechanism of Performance Guarantee in Electricity Market of Retail Electricity Providers——Analysis based on stackelberg master-slave game

随着电力市场改革不断推进,售电企业对于履约担保品的需求不断拓展,由单一的履约保函逐渐扩展到履约保险、现金担保,选择的担保形式也在不断多样化。不同的担保品和担保形式也具有不同的特性,如何选择合适的担保品成为售电企业完成担保的重要问题。担保品在兑付过程中会对市场产生一定的风险,电力交易中心根据市场担保风险的大小确定担保政策的策略选取,起到引导行为、防范风险、服务企业、降低负担成本的作用。因此,政策选取是在博弈过程中动态变化的。在电力交易中心确定的政策框架内,售电企业从自身利益最大化的角度出发选取最佳策略,反过来影响市场风险。本文结合担保品自身特性和售电企业需求,基于多个维度为售电企业提出合适的担保品组合,搭建交易中心与售电企业之间的主从博弈架构,以市场风险因素最小化和售电企业意愿最大化为目标,构建主方担保政策决策模型和从方担保组合匹配模型,并阐述主从博弈互动过程。研究证明了为售电企业匹配的担保组合,在满足售电企业需求的能力上优于原先单一担保品的形式,并且在主从博弈的模型下电力交易中心能够有效调控市场风险。

With the continuous progress of the reform of the electricity market,the demand for performance guarantees of retail electricity providers continues to expand,from a single performance guarantee gradually expanded to performance insurance,cash guarantee,the choice of guarantee forms are also constantly diversified.Different collateral and forms of guarantee also have different characteristics,how to choose the right collateral has become an important issue for retail electricity providers to complete the guarantee.In the process of payment of collateral,there will be certain risks to the market.The power trading center determines the strategic selection of guarantee policies according to the size of guarantee risks in the market,which can guide behaviors,prevent risks,serve enterprises and reduce burden costs.Therefore,policy selection changes dynamically during the game.Within the policy framework determined by the power trading Center,the retail electricity providers choose the best strategy from the perspective of maximizing their own interests,which in turn affects the market risk.Based on the characteristics of collateral and the needs of retail electricity providers,this paper proposes a suitable portfolio of collateral for retail electricity providers based on multiple dimensions,builds a Stackelberg master-slave game structure between the trading center and retail electricity providers,and aims to minimize market risk factors and maximize the willingness of retail electricity providers.The interactive process of Stackelberg master-slave game is expounded.The research proves that the matching guarantee portfolio for retail electricity providers is better than the original form of single guarantee in meeting the demand of retail electricity providers,and the power trading center can effectively regulate the market risk under the Stackelberg master-slave game model.