寡头垄断电力市场实验设计与博弈分析

Experimental Design and Strategic Gaming Analysis of Oligopolistic Electricity Markets

将实验经济学的方法成功应用于寡头垄断电力市场研究,介绍了价值诱导原理、电力市场寡头垄断实验设计方案和实验过程,针对一个由3个厂商组成的寡头垄断实验市场进行了多次实验并对实验结果进行了严格的统计分析。实验结果表明,在寡头竞争市场环境、不对称成本函数和重复博弈条件下,市场竞争逐渐收敛到完全竞争均衡和纳什均衡之间的结果。被试者是否具有辅助决策工具对实验结果有显著影响,在具有辅助决策工具时,有限理性的被试者在重复博弈中能达到理论上的静态纳什均衡。所得结论为电力市场的仿真实验研究提供了方法论上的参考,也为寡头垄断电力市场的参与者行为和市场均衡分析提供了实验依据。

The method of experimental economics is applied to the research of oligopolistic electricity markets. The induced value principle, experimental scheme and procedure with an oligopolistic model of electricity markets are introduced. A set of experiments is conducted on the experimental oligopolistic markets with three GENCOs and the experimental results are analyzed with mathematical statistics approaches. The experimental results show that the market competition will converge to the results between perfect competition equilibrium and Nash equilibrium in oligopolistic electricity markets with asymmetric producer cost functions and repeated play among the producers. The decision support tools of GENCOs have significant influences on experimental results. The markets converge to static Cournot-Nash equilibrium when the bounded-rational subjects repeatedly play, equipped with such tools. The experimental results also show that the differences among selected subjects have no significant influences on the results and thus the experiments are replicable.