碳排放权市场与中长期电力市场交互作用影响分析

Analysis of Interactions Between Carbon Emission Trading Market and Medium-and Long-term Electricity Market

本文针对碳排放配额初始分配中的拍卖比例设计,提出一种研究碳排放交易CET(carbon emission trad⁃ing)市场与中长期电力市场交互机理的多代理模型。该模型对两种代理(发电企业和购电商)和两个市场(CET市场和中长期电力市场)分别进行建模。在CET市场和电力市场同时存在的环境下,通过两个市场的价格变化去驱动各个代理的报价策略调整及其相互之间的博弈,直至达到市场的均衡状态。多代理模型能很好地对微观个体之间的动态博弈行为进行模拟,有利于对CET市场和中长期电力市场之间的相互影响进行定量分析。最后以广东中长期电力市场为例分析不同的拍卖比例设计对CET市场和中长期电力市场交互的影响。

Aimed at the auction proportion design for the initial quota allocation of carbon emission,a multi-agentbased model is proposed to study the interactions between the carbon emission trading(CET)market and the mediumand long-term electricity market,in which two kinds of agents(i.e.,power generation enterprises and electricity buy⁃ers)and two markets(i.e.,the CET market and the medium-and long-term electricity market)are modeled,respec⁃tively.In the coexistence of both markets,each agent changes its bidding strategy according to the price changes in both markets,and their game will not stop until the market reaches an equilibrium state.The multi-agent-based model can simulate the dynamic game behavior between micro-individuals well,which is helpful for the quantitative analysis of in⁃teractions between both markets.Finally,the medium-and long-term electricity market in Guangdong Province is taken as an example to analyze the impact of designs at different auction proportions on the interactions between both markets.