电力市场下发电公司和大用户间电力交易的双方叫价拍卖模型

A DOUBLE AUCTION MODEL FOR TRANSACTION BETWEEN GENERATION COMPANYAND LARGE CUSTOMER IN ELECTRICITY MARKET

随着我国电力体制的改革和发电侧竞争市场的建立,在需求方很快也会引入竞争,并建立完全开放的双边电力市场。在完全开放的双边电力市场下,大用户直接购电问题已成为我国电力改革的重大课题。研究发电公司和大用户如何建立有效的报价策略具有十分重要的理论和实践价值。作者提出一种直接交易方式,由大用户直接与发电企业进行一对一的交易,并自定价格。因而,这是发电公司和大用户的双方叫价拍卖问题,通过对双方叫价拍卖的交易规则进行描述。针对发电公司的生产成本和大用户的估价是私有信息的情况,建立了完全开放市场下发电公司和大用户的双方叫价拍卖的不完全信息贝叶斯博弈模型,并求解贝叶斯纳什均衡,给出了发电公司和大用户的均衡报价策略。

With the reform of the electric power system and generation power market built, competition will be introduced to the demand side and a perfect open bilateral electricity market will be constructed. In this market it is an important issue that large customer buy electricity from generation company directly. The study on how to build effective bidding strategies for power generation companies and large customers is significant in both theory and practice. Here, a direct transaction, i.e., the large customer and generation company carry out one-for-one transaction and determine the price of electricity, is adopted, so it is a double auction between large customer and generation company. By means of describing the transaction rules for double auction and according to the condition that the production cost of generation company and the appraised price of large customer are the private information, a Bayesian game model with incomplete information for the double auction between generation company and large customer in a perfect open bilateral electricity market is established. Solving Bayesian Nash equilibrium, the equilibrium bidding strategies of the generation company and large customer can be obtained.