电力市场出清机制理论与现实探索——基于市场主体对风险厌恶特性及激励相容机制的设计

Exploration on the theory and practice of power market clearing mechanism——Based on the characteristics of risk aversion of market subjects and the design of incentive compatibility mechanism

电力市场改革初期,发电商以串谋形式行使市场力,操纵市场价格的现象在中长期电量市场中较为严重。通过设计合理的市场机制,抑制发电商串谋行为,是我国电力改革过程中需要解决的关键问题。本文基于市场主体对于风险的厌恶特性以及激励相容机制设计理论,设计了一套针对中长期电量集中竞价市场通过二次分配出清量来抑制市场主体串谋的方法。算例分析表明,该机制能大大增加发用两侧串谋联盟主体的风险,降低串谋目标收益,引导参与串谋的主体脱离联盟,抑制市场中的串谋行为。对增加中长期集中竞价市场交易量,平稳交易价格,令电力市场出清价格重新回归理性都有很重要的意义。

In the beginning of power market reform,power generatorsexercises market power in the form of tacit collusion and the phenomenon of manipulating market price is serious in both medium-and long-term electricity market.It is one of the key problems that need to be solved during power reform in China to restrain the collusion of power generators by designing reasonable market mechanism.Based on the risk aversion characteristics of market subjects and the incentive compatible mechanism design theory,this paper designs a set of methods to restrain market players’collusion through stochastic clearing of medium and long-term electricity centralized bidding market.The example analysis shows that this mechanism can greatly increase the risk of power collusion alliance subject,reduce the profit of collusion target,guide the collusion subject to break away from the alliance,and restrain collusion behavior in the market.It is of great significance to increase the trading volume of medium and long term centralized bidding market,stabilize the trading price,and make the electricity market clearing price return to rationality.