电能交易与输电权统一的拍卖模型

AUCTION MODELS OF ELECTRICITY TRADE CONSIDERING TRANSMISSION RIGHTS

在电力市场交易的不同阶段 ,需要建立针对不同交易者、不同竞争深度的电力交易模式。拍卖模型是一种成熟的交易方法 ,并且根据不同的交易规则存在多种不同的拍卖竞价模式。针对供电方电力市场、用电方电力市场以及一个完全的电力市场 ,可以使用不同叫价方式的电力拍卖模型组织其市场交易。在电能期货交易的拍卖模型基础上 ,文中试图将拍卖模型引入到输电权的拍卖中 ,建立了一个电能交易与输电权交易相结合的统一拍卖模型。通过建立统一的拍卖模型 ,可以简化市场结构 ,降低整个电力交易的交易成本 ,而且还可以降低交易风险。虽然模型描述比较复杂 ,但是电能交易和输电权的交易是通过一次拍卖过程进行处理的 。

Electricity trading mode is chosen according to the characters of traders and competition in electricity markets. As a well-developed instrument for trade, auction model has been developed into an integrated theory. In electricity market, electricity trade can be approached using different auction models. Based on auction models for electricity options trade, this paper formulates an auction model, in which both energy trades and transmission right trades are involved. By trading energy and transmission right simultaneously, the auction model can simplify the trade process and reduce the trade cost. Furthermore, this novel auction mode can help electricity traders better hedge their risks. Though the model is quite complicated, it proves the possibility to trade both energy and transmission right through one auction process.