Coordinated optimal dispatch and market equilibrium of integrated electric power and natural gas networks with P2G embedded

As power to gas(P2 G) technology gradually matures, the coupling between electricity networks and natural gas networks should ideally evolve synergistically.With the intent of characterizing market behaviors of integrated electric power and natural gas networks(IPGNs)with P2 G facilities, this paper establishes a steady-state model of P2 G and constructs optimal dispatch models of an electricity network and a natural gas network separately. In addition, a concept of slack energy flow(SEF) is proposed as a tool for coordinated optimal dispatch between the two networks. To study how the market pricing mechanism affects coordinated optimal dispatch in an IPGN, a market equilibrium-solving model for an IPGN is constructed according to game theory, with a solution based on the Nikaido-Isoda function. Case studies are conducted on a joint model that combines the modified IEEE 118-node electricity network and the Belgian 20-node gas network.The results show that if the game between an electric power company and a natural gas company reaches market equilibrium, not only can both companies maximize their profits, but also the coordinated operation of the coupling units, i.e., gas turbines and P2 G facilities, will contribute more to renewable energy utilization and carbon emission reduction.

NECESSARY AND SUFFICIENT CONDITION FOR THE EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE CAPITAL MARKET WITH SHORT-SELLING

For the capital market satisfying standard assumptions that are widely adopted in the equilibrium analysis,a necessary and sufficient condition for the existence and uniqueness of a nonnegative equilibrium price vector that clears the mean-variance capital market with short sale allowed is derived.Moreover,the given explicit formula for the equilibrium price shows clearly the relationship between prices of assets and statistical properties of the rate of return on assets,the desired rates of return of individual investors as well as other economic quantities.The economic implication of the derived condition is briefly discussed.These results improve the available results about the equilibrium analysis of the mean-variance market.

Dual-market Equilibrium of China's Residential Housing Price

This paper constructs a structural dynamic equilibrium model based on a dual market system,which includes China’s residential housing market and the property rental market in China’s first-tier urban cities.The paper analyzes dual-market general equilibria under different scenarios as perceived since 200.An open-economy Gordon growth model is also introduced to examine fair housing prices based on the assumption of no arbitrage.Empirical results indicate significant(but time-varying)price deviations from the equilibrium level since2005 which are mostly driven by contingent demand and property investors.The paper concludes that the contingent purchasing demand supports China’s recent residential price hike and that speculation does not dominate the price boom.The recent quota policy has a theoretical downward pressure on the housing price in the short run but it also lifts property rents dramatically in the middle and long run.

DISCRETE TIME STOCHASTIC EQUILIBRIUM WITH INFINITE HORIZON INCOMPLETE ASSET MARKETS

This paper examines the existence of general equilibrium in a discrete time economy with the infinite horizon incomplete markets.There is a single good at each node in the event tree.The existence of general equilibrium for the infinite horizon economy is proved by taking limit of equilibria in truncated economies in which trade stops at a sequence of dates.

An Extension of One-Period Nash Equilibrium Model in Non-Life Insurance Markets

This paper deals with an extension of the one-period model in non-life insurance markets (cf. [1]) by using a transition probability matrix depending on some economic factors. We introduce a multi-period model and in each period the solvency constraints will be updated. Moreover, the model has the inactive state including some uninsured population. Similar results on the existence of premium equilibrium and sensitivity analysis for this model are presented and illustrated by numerical results.

多品种电力市场交易下负荷聚合商投标策略及市场均衡分析

中国新型电力系统建设正面临灵活资源短缺等问题,亟须发挥负荷侧调节能力。随着电网与负荷双向交互越发频繁,更多负荷聚合商通过整合辖区灵活资源参与市场交易,导致以往由发电侧占主导的市场均衡被打破。为研究多主体负荷聚合商博弈策略,构建了能量-备用电力市场下负荷聚合商双层投标模型,并引入多场景描述非决策者投标不确定性对市场均衡的影响。通过强平稳算法(SSM)将多个双层模型转化为带均衡约束的均衡问题(EPEC)模型,并采用大M法、二进制展开法等线性化方法进行线性化。算例结果验证了模型及求解算法的合理性和有效性,表明基于EPEC模型的负荷聚合商最优投标策略更加契合实际市场规则,有助于系统优化负荷曲线,缓解灵活资源供需紧张。

数字时代农业社会化服务市场决策的机理与实证研究

通过建立静态离散博弈模型,并在可观测决策结果为参与者博弈均衡的假设下,根据中国家庭追踪调查数据库的样本数据,对数字时代农业社会化服务市场决策进行机理与实证分析。结果表明:农业社会化服务市场决策不仅是各类农业经营主体利润最大化的经济选择,更是市场参与者的博弈均衡;农业社会化服务的规模效应和收入效应驱动了专业农户的市场进入决策,但市场进入壁垒呈现明显的正向规模性偏好;在数字时代,潜在进入者间的“数字鸿沟”制约了服务市场发展中数字技术和农业技术的协同效应。因此,在农业社会化服务市场发展过程中,应以数字化农业社会化服务平台为重点,发展服务市场“金融”功能,提升服务主体数字化素养,营造服务市场公平竞争环境,形成服务供需均衡、政策有效的农业社会化服务体系。

考虑碳市场交易的寡头电力市场均衡分析

在碳市场上线的背景下,发电商需同时参与碳市场与电力市场,并对电力市场均衡产生影响。为研究碳市场及电力市场中发电商的交易决策及两个市场之间的交互影响关系,建立了考虑碳市场交易的寡头电力市场双层均衡模型,该模型可同时考虑发电商在电力市场和碳市场中的博弈行为。针对所建立模型,采用协同进化算法进行纳什均衡的求解。最后通过算例验证了相关模型和算法的有效性,并重点研究了碳市场对电力市场均衡及发电商市场博弈行为的影响。结果表明:在当前采用基准线法进行初始碳配额分配情况下,发电商的策略性行为同时抬高了电价与碳价,其中电价的上涨幅度远小于碳价的上涨幅度。

考虑攻防博弈的调频辅助服务市场博弈均衡分析

通过不断健全市场交易规则,新型资源逐步参与调频市场,极大提升了调频性能与资源的灵活互济。然而,受制于成本因素,部分新型调频资源的网络安全防护等级较低,黑客可能利用网络安全漏洞破坏调频市场安全。基于此,提出一种考虑攻防博弈的调频市场博弈均衡分析方法。首先,分析考虑篡改防护薄弱型调频资源报价信息的黑客攻击行为;然后,从攻击者角度构建以利益攸关方获利最大化为目标的攻击模型,设计考虑攻防双方主从Stackelberg博弈的调频市场均衡模型;最后,分析基于列和约束生成(column-and-constraint generation,C&CG)算法的调频市场均衡结果,通过对30机组调频市场进行算例分析,容量收益平均偏移度从攻击下的113.89%变为防御后的12.56%,表明防御者可以抑制攻击者造成的市场均衡偏移。

考虑主体信用的配电网分布式绿电交易方法

发展分布式可再生能源是推动能源转型的关键手段,组织市场化交易能够促进分布式可再生能源生产和消纳.然而,可再生能源出力的不确定性使其容易在市场交割时出现偏差,进而为配电系统安全运行带来压力,但现有市场化交易机制仍难以激励市场主体主动减少偏差.为此,通过量化信用成本来引导分布式绿电的诚信交割行为.同时,考虑分布式绿电主体的策略性报价行为,建立考虑主体信用的分布式绿电市场化交易模型.然后,提出基于最优响应法的迭代算法来计算绿电市场的纳什均衡点.算例结果表明:所提市场机制能够以激励相容的方式引导用户的诚信行为,在降低交割偏差的同时提高绿电市场社会福利.

基于代理模式的市场化购电月度平衡机制研究

随着中国电力体制改革的深入,燃煤发电上网电价由市场形成、电网公司组织开展代理购电都标志着市场化改革进入了新的阶段。在未实际运行现货市场的省市地区,由于燃煤机组基数电量的取消,电力市场缺乏处理月度偏差电量的补充机制。在目前代理购电背景下,分析了中长期发电侧和用电侧的电量构成,阐述了中长期月度电量偏差产生的原因,构建了月度市场化购电的模型,提出了3种处理偏差电量的月度平衡机制。通过对华东某省级电网进行算例仿真,分析了不同方法的特点和适应性;最后结合中国电力市场的发展需求,对构建过渡期的市场设计提出了相关建议。

端对端交易-云储能市场的非合作联合博弈出清模型

在“碳达峰,碳中和”的背景下,分布式可再生能源的进一步推广是电力系统低碳化的重要路径之一。为了消纳用户侧大量的分布式可再生能源,提出了端对端交易-云储能联合市场以最大化能源卖家的市场收益、最小化能源买家的用电成本。首先将能源买卖双方建模为非合作博弈的关系;其次,在考虑云储能总容量限制的情况下,求解出能源卖家的Nash均衡和能源买家的广义Nash均衡点;然后基于核求解出云储能的合作剩余的最优分配方案;最后使用爱尔兰的社区级微电网作为算例,验证了提出的端对端交易-云储能联合市场的优越性。所提出的联合市场模型能够最大化买卖双方的市场收益,实现了市场参与者效益的帕累托改进,而对比实验中的端对端交易的参与者相较于传统现货市场的参与者而言,购电成本下降了39.68%,云储能市场使得传统市场参与者的总成本降低了27.4%,因此将端对端用能交易与云储能市场耦合起来可以极大地降低用户的发电和购电成本,具有较强的实际应用价值。

考虑电动汽车规模化聚合商的电力市场均衡分析

随着全球环境变化加剧,低碳化、聚合化发展成为电力行业发展研究热点之一,伴随着5G通信、智能控制技术和大数据分析技术的发展,EV(电动汽车)聚合化发展成为可能。为研究EV聚合化对电力市场均衡结果及发电商策略的影响,首先,给出考虑碳排放价格的电力市场发电成本模型及EV聚合成本模型;然后,建立考虑EV聚合商的电力市场古诺均衡模型并进行均衡分析。分析表明:引入EV聚合商后,对市场价格呈现“削峰填谷”效果,EV聚合商套利这一因素对市场均衡价格有着显著影响;在EV聚合商的充放电影响下,随着碳排放价格升高,传统发电商根据市场需求变化,控制自身策略,对市场均衡价格影响显著,碳排放价格的合理选取对发电商决策的具有显著影响,对节能减排,优化电源结构,具有一定的现实意义。

蔬菜供应链:边境农贸市场及其互市实践——基于云南孟定中缅边境的田野调查

云南省临沧市耿马县孟定镇,隔清水河口岸与缅甸接壤。在孟定镇的边境农贸市场之中,活跃着两种商业活动:蔬菜供应链和缅甸街生意圈。从清水河口岸升级,以及边民互市优惠政策实施以来,边境贸易得到了程序化、规模化的发展。供应链是由内地资本推动运作的,规模化的,具有链条延伸性质的市场;生意圈是由缅甸商人的社会人际网络交织组成的,带有社区感和生活感的,具有聚集性质的市场。两种不同的机制在农贸市场中发生了交汇,延伸和聚集之间的拉扯,糅合成了边境贸易新的动态平衡,也为活跃在其中的人们提供了新的地方性的生活可能。

Energy and economic impacts of an international multi-regional carbon market

The establishment of a global multi-regional carbon market is considered to be a cost effective approach to facilitate global emission abatement and has been widely concerned.The ongoing planned linkage between the European Union's carbon market and a new emission trading system in Australia in 2015 would be an important attempt to the practice of building up an international carbon market across different regions.To understand the abatement effect of such a global carbon market and to study its energy and economic impact on different market participants,this article adopts a global dynamic computable general equilibrium model with a detailed representation of the interactions between energy and economic systems.Our model includes 20 economic sectors and 19 regions,and describes in detail 17 energy technologies.Bundled with fossil fuel consumptions,the emission permits are considered to be essential inputs in each of the production and consumption activities in the economic system to simulate global carbon market policies.Carbon emission permits are endogenously set in the model,and can be traded between sectors and regions.Considering the current development of the global carbon market,this study takes 2020 as the study period.Four scenarios(reference scenario,independent carbon market scenario,Europe Union(EUh-Australia scenario,and China-EU-Australia scenario) are designed to evaluate the impact of the global carbon market involving China,the EU,and Australia.We find that the carbon price in the three countries varies a lot,from $32/tCO_2 in Australia,to $17.5/tCO_2 in the EU,and to $10/tCO_2 in China.Though the relative emission reduction(3%) in China is lower than that in the EU(9%) and Australia(18%),the absolute emission reduction in China is far greater than that in the EU and Australia.When China is included in the carbon market,which already includes the EU and Australia,the prevailing global carbon price falls from $22 per ton carbon dioxide(CO_2) to $12/tCO_2,due to the relatively lower abatement cost in China.Seventy-one percent of the EU's and eighty-one percent of Australia's domestic reduction burden would be transferred to China,increasing 0.03%of the EU's and 0.06%of Australia's welfare.The emission constraint improves the energy efficiency of China's industry sector by 1.4%,reduces coal consumption by3.3%,and increases clean energy by 3.5%.

Complex Dynamics Analysis for Cournot Game with Bounded Rationality in Power Market

In order to accurately simulate the game behaviors of the market participants with bounded rationality, a new dynamic Cournot game model of power market considering the constraints of transmission network is proposed in this paper. The model is represented by a discrete differential equations embedded with the maximization problem of the social benefit of market. The Nash equilibrium and its stability in a duopoly game are quantitatively analyzed. It is found that there are different Nash equilibriums with different market parameters corresponding to different operating conditions of power network, i.e., congestion and non-congestion, and even in some cases there is not Nash equilibrium at all. The market dynamic behaviors are numerically simulated, in which the periodic or chaotic behaviors are focused when the market parameters are beyond the stability region of Nash equilibrium.

Existence of Market Equilibria for Grid Computing

Grid computing has emerged as an effective mechanism for allocating globally available surplus computational capacity to applications whose requirements exceed local capacity. It is often viewed as a commodity exchange with additional grid computing specific constraints that may arise due to requirements on multiple resources (e.g., disk space) in addition to computing power. These constraints are related to complementarity and substitution effects among resources, and significantly alter the assumptions typically used for demonstrating the existence of market equilibrium. However, prior work in grid computing has simply assumed that market equilibria exist. Our work fills this gap by studying the existence of market equilibrium under the grid computing environment. To do so, we first establish an economic framework that incorporates the grid computing specific constraints into a commodity market. We next derive some intuitive necessary conditions based on the computing requirements of individual agents. We finally establish the existence of regular markets as a competitive equilibrium, given that these necessary conditions are met and that the agents’ utility functions satisfy some minimal requirements. In the process, we also show existence of competitive equilibrium for the special case of grid computing as a pure exchange economy.

双碳背景下考虑市场份额偏好的发电侧市场均衡分析

随着双碳目标的推进和电力市场化改革的深入,研究电力批发市场发电侧多主体博弈对提高清洁能源利用率具有现实意义。针对发电商市场地位不对称,提出了计及碳交易成本下考虑市场份额偏好的电力批发市场寡头古诺-伯川德混合博弈模型。对所建博弈模型进行数学推理和数值分析,给出了电力批发市场动态博弈的均衡特征数值和局部稳定域。最后,研究了碳排放系数、发电商水平差异性参数、市场份额偏好参数对市场均衡的影响。算例结果表明:随着发电商水平差异性减小,发电商市场利润大幅缩减,化石燃料发电商电能产量呈U型趋势;考虑市场份额偏好下,偏好利润的发电商将采取控制电能供应量、抬高批发市场电价的竞争策略,以最大限度追求利润最大化。