基于ABM模型的不平衡资金分配机制研究

Imbalance Capital Allocation Mechanism Based on Agent-based Model

随着我国电力市场化改革的推进,计划与市场"双轨制"下的交易结算产生了大量不平衡资金。不平衡资金分配机制直接影响市场主体的收益和市场效率,合理的不平衡资金分配机制对推进我国电力市场化改革,保证市场公平高效运行具有重要的指导意义。为此,立足于我国电力市场特点,利用基于主体的建模方式(agent-based model,ABM)对不平衡资金分配机制展开研究。在分析不平衡资金产生机理的基础上,结合我国现行的几类代表性不平衡资金分配方法,建立了考虑不平衡资金分配的ABM模型。然后通过算例验证了所提模型能够有效模拟不同市场主体的行为决策与不同不平衡资金分配机制的作用效果,并分析了市场化程度、可再生能源渗透率和免考核区间等市场要素对不平衡资金分配机制的作用效果。研究成果旨在为我国现货市场中相关规则的设计提供方法指导。

With the development of the electricity market reform in China, the settlement under the dual-track system with both the planned and market economy has produced a lot of imbalance capital. The allocation mechanism of the imbalance capital will have a direct impact on the revenue of the market participants as well as the market efficiency. Reasonable imbalance capital allocation mechanism has important guiding significance for promoting China’s electricity market reform and ensuring the fair and efficient operation of the market. Therefore, an agent-based modeling method is adopted in this paper to investigate the optimal allocation mechanism based on the actual situation of the electricity market in China. The producing mechanism of the imbalance capital is analyzed, and an ABM model considering the imbalance capital allocation is established. The results show that the proposed model can effectively simulate the behaviors of different market participants and the effect of different imbalance capital allocation mechanisms. The influence of market factors, such as the degree of marketization, the renewable energy penetration rate and the tolerance margin, on the effect of different imbalance capital allocation mechanisms is analyzed. The research results are expected to provide guidance for the design of relevant rules in China’s spot market.