期刊文献+

无套利分析理论在区域电力市场中的应用 被引量:3

APPLICATION OF NO-ARBITRAGE ANALYSIS THEORY TO THE REGIONAL ELECTRICITY MARKET
下载PDF
导出
摘要 随着我国区域电力市场的逐步形成,区域电力市场中的核心电价机制在资源配置中起着基础性的作用。文中针对目前区域电力市场内各省(市)电价的差异,引入金融学中的无套利分析理论,提出用无套利均衡分析的方法研究区域电力市场内的均衡电价,并建立了区域市场内无套利均衡数学模型。通过对国内某一区域电力市场的仿真计算,验证了该方法是合理、可行的;提出的模型能够使区域电力市场内各省(市)的电价趋于均衡状态,维持区域电力市场内参与者竞争的公平性。 Along with the formation of regional electricity market (REM) in China, the kernel pricing mechanism of REM plays a fundamental role for the resource configuration. According to the different electricity prices of each province in the REM, the no-arbitrage analysis of finance is introduced and the method of no-arbitrage equilibrium analysis is proposed to study the equilibrium prices of the REM, and a no-arbitrage mathematical model of the REM is established. The simulation results on one REM in China show that the proposed method is rational and feasible. Through the proposed no-arbitrage model, the electricity prices of each province in the REM can be equilibrium that maintains the competition equity of all participants in the REM.
出处 《电力系统自动化》 EI CSCD 北大核心 2004年第24期9-13,27,共6页 Automation of Electric Power Systems
基金 国家自然科学基金资助项目(30390000)教育部跨世纪优秀人才基金资助项目(2003714)。
关键词 区域电力市场 发电商 套利行为 无套利分析 均衡电价 <Keyword>regional electricity market (REM) generation company arbitrage behavior no-arbitrage analysis equilibrium electricity price
  • 相关文献

参考文献6

  • 1Shahidehpour M,Yamin H,Li Zuyi.Market Operations in Electric Power Systems.New York:John Wiley&amp;Sons Inc,2002 被引量:1
  • 2Cornet B, De Boisdeffre L. Arbitrage and Price Revelation with Asymmetric Information and Incomplete Markets. Journal of Mathematical Economics, 2002, 38(4): 393-410 被引量:1
  • 3Bisin A, Gottardi P. Competitive Equilibria with Asymmetric Information. Journal of Economic Theory, 1999, 87(1): 1-48 被引量:1
  • 4Bjorgan R, Song Haili, Liu Chen-Ching, et al. Pricing Flexible Electricity Contracts. IEEE Trans on Power Systems, 2000, 15(2): 477-482 被引量:1
  • 5Hobbs B B. Linear Complementarity Models of Nash-cournot Competition in Bilateral and Poolco Power. IEEE Trans on Power Systems, 2001, 16(2): 194-202 被引量:1
  • 6Rudkevich A. Investment and Bidding Strategies in Markets for Firm Transmission Rights. In: Proceedings of 37th Annual Hawaii International Conference on System Sciences. Los Alamitos (CA): IEEE Computer Society Press, 2004. 48~57 被引量:1

同被引文献34

引证文献3

二级引证文献19

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部