摘要
针对国内外实际运营的电力市场中普遍采用的分段报价规约研究了不同允许报价容量段数对发电公司构造最优报价策略的影响。在研究初期以作为价格接受者的发电公司为研究对象,首先采用概率方法模拟电力市场中的电价并在此基础上采用等概率法建立了模拟发电公司最优报价策略的多段报价模型;然后研究了发电公司风险偏好程度和市场信息不对称对其构造最优报价策略的影响。最后通过算例对所提出的模型和方法进行了说明。
In view of stepwise bidding protocol that is commonly adopted in practical operated electricity market home and abroad, the impacts of different numbers of bidding blocks on the bidding strategies of generation companies are investigated. As a preliminary research, here, the generation companies, which act as price-taker, are taken as subject investigated. Firstly, the electricity price in the market is simulated by probabilistic methods, on this basis and by use of average probability of wins a multi-block bidding model that simulate optimal bidding strategy of generation company is built, Then, the impacts of both generation company's risk preference extent and market information asymmetry on the construction of generation company's optimal bidding strategy are researched. Finally, a numerical example is used to demonstrate the proposed model and method, with special emphasis on the impacts of different numbers of bidding blocks on the optimal bidding strategy of generation companies.
出处
《电网技术》
EI
CSCD
北大核心
2006年第19期31-35,共5页
Power System Technology
基金
国家重点基础研究发展计划项目(973项目)(2004CB217905)
教育部"新世纪优秀人才支持计划"资助项目(NCET-04-0818)~~
关键词
电力市场
报价策略
等概率法
价格接受者
自调度
分段报价规约
electricity market
bidding strategy
average probability of wins
price-taker: self-scheduling
stepwise bidding protocols