电力市场中的拍卖方式及竞标策略分析

Analysis of auction modes and bidding strategies in electricity market

首先对发电商在同一价格拍卖和差别价格拍卖方式下的博弈行为进行了分析,分析结果表明发电商在不同的拍卖方式下改变其竞价策略,最终会达到相同的效果,即两种拍卖方式下的市场价格及市场购买力是相同的;其次,建立了这两种拍卖方式下的贝特兰德模型,利用迭代方法求取了模型的纳什均衡解。通过仿真实例对上述结论进行了验证。

Firstly, the games of generation companies under a uniform price auction （UPA） as well as a discriminatory price auction （DPA） are analyzed. As a result of analysis, the two auctions have the same effects on the electricity price and the purchasing power. Secondly, the Bertrand models of the two auctions are established and their Nash equilibriums are obtained by iteration. The above conclusion is tested by an example.