阻塞管理中交易调整模型的统一描述及其对比分析

Unified framework and comparative analysis of transaction adjustment models in congestion management

交易调整模型的合理构建是采用交易计划调整的阻塞消除方法实现的关键.在现有交易调整模型的基础上,提出了阻塞管理中交易调整模型的统一描述.它可以包括Pool交易模式、双边/多边交易模式及Pool+双边/多边交易模式下现有的各种交易调整模型,而且通过模型中相应参数的不同选取,可构建出新的交易调整模型,为阻塞消除方法的分析和研究提供了一个全面的模型框架.基于该模型框架,给出了比较交易调整模型的3个性能评价指标,即市场收益、市场操纵行为对市场收益的影响和市场参与者的自由选择程度.通过对现有交易调整模型的分析和评价,显示出Pool+双边/多边交易模式下的交易调整模型的性能总体上优于只有Pool交易或者双边交易模式下的交易调整模型.

It is very important for the congestion relief methods based on transaction adjustment to rationally establish the transaction adjustment models.Based on the existing models,a unified framework of transaction adjustment models is proposed.This framework can not only include all kinds of existing transaction adjustment models in the pool,bilateral/multilateral and pool＋bilateral/multilateral trading modes,but also the new transaction adjustment models are established by setting different parameters,and thus it provides a general model framework for analyzing and investigating the congestion relief methods.Then,based on the unified framework,the three performance indexes,i.e.,the market benefit,the impact of market manipulation on the market benefit and the choice degree of participants,are presented to compare the transaction adjustment models.The existing transaction adjustment models are evaluated,and the analysis results show that the transaction adjustment models in the pool＋bilateral/multilateral trading modes are superior to those of pool or bilateral/multilateral trading modes as a whole.