基于ESS演化博弈的电力市场风险监管防范策略研究

Study of Risk Regulatory and Prevention Strategy of Electricity Market Based on ESS Evolution Game Theory

随着“双碳”战略目标的持续推进,我国电力市场化改革已迈入新的阶段,但电力市场总体建设仍处于初级阶段,亟需制定科学可行的监管防范策略。建立监管机构与风险主体的“演化博弈—优化出清”迭代模型,形成市场风险与收益指标库,并定量构建电力市场风险监管防范策略,探索了双方在持续博弈交互过程中的演化稳定策略以及市场风险变化。基于真实数据进行迭代仿真,结果表明,当市场风险较大时,经过有限轮次演化博弈,监管防范策略降低了交易风险程度,验证了监管防范策略的有效性,为电力市场监管策略制定提供了理论支撑。

With the continuous promotion of the"double carbon"strategy,the reformation of China's electricity market has entered a new stage,but the overall construction of the electricity market is still in the primary stage,and there is an urgent need to develop a scientific and feasible regulatory prevention strategy.An iterative model of"evolution game-optimized clearing"was established between regulators and risky subjects.A library of market risk and profit indicators was formed.And the risk prevention strategy was quantitatively constructed for the electricity market.The evolutionary stabilization strategy and market risk changes in the process of continuous game interaction between the two participants was explored.Iterative simulations base on real data,the simulation results show that when the market risk is high,after limited rounds of evolutionary game,the regulatory prevention strategy can reduce the degree of transaction risk,which verifies the effectiveness of the regulatory prevention strategy.The proposed method can provide theoretical support for the formulation of electricity market regulatory strategy.