基于远期合约的电力市场博弈分析

Game Analysis of Electric Power Market Based on Forward Contracts

通过建立零售商与发电厂商之间的远期合约博弈模型,分析在发电和售电分开的电力市场模式下,零售商与发电厂商之间的远期合约在抑制发电厂商寡头垄断方面的作用.研究表明:在零售竞争的市场中,零售商采用激励策略主动与发电厂商签订远期合约,从而实现零售商自身利润最优化的目标,并在一定程度上减少了发电厂商的垄断利润,同时零售商的这种主动策略行为还能促进社会福利最大化的实现.这些分析为今后我国电力市场改革和电力金融衍生产品的创新提供了理论参考.

Through establishing the game model between power suppliers and retailers, thisarticle analysis the inhibited effect of forward contracts on the oligarchic monopoly power ofsuppliers in the model that electric power generation is separated from the electric power sellingmarket. Research has shown that retailers can take the initiative strategy to make forwardcontracts with the power suppliers in the retail market. Forward contracts can achieve thegoal of retailers＇ profit optimization, to a certain extent reduce the monopoly profits of powersuppliers, and promote the realization of social welfare maximization. These analyses willprovide theoretical reference for the reform of electric power market and innovation of theelectric power financial derivative products in our country in the future.