考虑成本系数变动情形下的发电商报价策略研究

Study on price quotation strategy of power generator with consideration of cost coefficient variation

研究了在现货市场和合同市场两种情况中,当发电商报价函数的成本系数服从一定分布时的发电商报价策略,得出了其最优产量解,并进行了算例计算。发现不论发电商成本函数中的成本系数服从哪种分布,发电商总可以通过在合同市场和期货市场两个市场套利来规避风险。

The price quotation strategies of power generators when the cost coefficient in their quotation functions is subject to a certain distribution in the circumstances of spot market and contract market were studied. The optimal electricity amount generated by the power generator was achieved and a computation example was conducted. It was pointed out that no matter which distribution the cost coefficient in the cost function of the power generator is subject to, the generator can always avoid risks through arbitraging in the contract and spot markets.