基于价值公平分配的电力市场竞争机制设计

Competitive Mechanism Design in Electricity Market Based on Fair Benefit Allocation

有序推进电价机制改革,构建"公平、开放、有序、竞争、完整"的电力市场体系,是中国新一轮电力体制改革的关键任务。目前国外电力市场普遍采用边际价格出清的交易机制,然而理论与实践均证明,边际价格机制难以促进市场成员真实报价,难以解决电力系统信息不对称的难题。为促进市场成员理性报价、实现电力资源优化配置,提出一种基于价值公平分配的电力市场竞争机制。首先,分析了边际价格难以保证发电机组真实报价、导致市场效率损失的现象和原因;进而,基于Vickrey-Clarke-Groves(VCG)机制设计理论,提出适应电力日前市场的价值公平分配机制,理论证明所提机制满足激励相容、个体理性以及系统成本最小化,并解释了该机制实现激励相容原理的经济学意义。基于IEEE 30节点和118节点系统的算例分析验证了该机制的有效性。

Promoting the electricity price reform,and constructing a "fair,open,organized,competitive and complete"electricity market are critical tasks confronted by the new-round electric power system reform of China.At present,the foreign electricity markets generally adopt locational marginal prices(LMPs)for electricity market clearing.However,the existing theory and practice demonstrate that LMPs cannot incentivize market participants to be truth-telling,and cannot solve the problem of information asymmetry.To incentivize market participants to truthfully bid and thereby achieve an optimal allocation for electrical resources,a competitive mechanism in electricity markets is proposed based on fair benefit allocation.Firstly,the phenomenon and reason why the LMP mechanism cannot elicit truthful information while leading to market efficiency loss are analyzed.Then based on Vickrey-Clarke-Groves(VCG)theory,a fair benefit allocation mechanism is proposed for day-ahead electricity markets,and it is proved that the proposed mechanism satisfies the properties of incentive compatibility,individual rationality and system cost minimization.The economic meaning why the proposed mechanism satisfies incentive compatibility is also explained.Case studies based on IEEE 30-bus and 118-bus systems validate the effectiveness of the proposed mechanism.