一种激励相容的发电市场竞价机制

AN INCENTIVE COMPATIBLE BIDDING MECHANISM IN POWER GENERATION MARKETS

寡头竞争的电力市场存在信息不对称性。在按统一市场出清价支付或按报价支付的发电竞价机制环境下 ,发电商会操纵报价以追求最大收益 ,这会危及系统的安全经济运行。基于机制设计理论和边际成本定价理论 ,发展了一种具有激励相容特性的发电市场竞价机制。该机制能引导理性发电商披露其真实运行成本 ,并能实现发电商固定容量成本的合理回收 ,特别是给予边际发电商相对较大的固定成本补偿 ,有助于那些风险回避的峰机组投资商的投资激励。基于 Monte

Informational asymmetry has been accompanied with the emergence of oligopolistic electricity markets. Under the market clearing pricing auction or pay as bid auction, generators have every motivation to depart from bidding their marginal costs so as to maximize the profits they can earn. This will introduce unmeasurable inefficiencies in the dispatch of power generation. Using mechanism design theory and marginal cost pricing theory, an incentive compatible bidding mechanism is introduced for power generation competition in electricity markets. The bidding system embodies the incentives to bid true marginal costs for rational generators and the requirements of generators' fixed cost recovery. Especially, marginal generators can receive relatively large fixed cost remuneration, which will be helpful to give enough incentives to the risk averse investors in peaking generators. Numerical simulations using Monte Carlo method are carried out to reveal the effectiveness of the proposed bidding mechanism. This project is supported by National Natural Science Foundation of China (No.50107006).[KH2D]