满足激励相容和平衡账户约束的发电市场最高限价机制

Price Cap Mechanism for Electricity Market Based on Constraints of Incentive Compatibility and Balance Accounts

在不完全竞争的电力市场中,发电商往往会通过行使市场力赚取超额利润,同时也会加大系统购电成本。如果均衡价格持续接近最高限价,将会造成平衡账户严重亏空,电力市场也会面临巨大经营风险。电力市场中为了抑制发电商行使市场力,规避平衡账户亏空的风险,设置合理的最高限价尤为重要。在单一购买者的市场模式和市场清算电价(market clearing price,MCP)结算机制下,基于机制设计理论的相关原理,设定密封的动态最高限价,并提出相应的结算机制和奖惩机制。该机制满足发电商的激励相容约束和平衡账户约束,能够激励发电商按真实成本报价,并保证平衡账户资金维持在最低额度上。算例分析结果证明了该机制的正确性和有效性。

In the electricity market under imperfect competition, gencos always attempt to earn superprofits by exercising market power, at the same time such an action may make the power purchase cost increased. When equilibrium price is persistently close to the price cap, it leads to serious deficit in balancing accounts, thus electricity market will be faced with huge operational risk. To restrict gencos to exercise market power and evade the risk of deficit in balancing accounts, it is particularly important to set a rational price cap. Under the market mode of single-purchaser and the settlement of market clearing price （MCP）, based on related principle in mechanism design theory a sealed dynamic price cap is designed and corresponding settlement as well as reward and punishment mechanism are proposed. The proposed mechanism satisfies the constraint of gencos＇ incentive compatibility and balance accounts, so it can incite gencos to bid according to real costs and ensure the capital of balance accounts maintaining at the lowest limit. Results of case analysis show that the proposed mechanism is correct and available.