摘要
介绍了利用基于微增响应的猜测供给函数构造不完全信息下发电商竞价策略模型的方法。在此基础上,建立基于计量经济学的非参数回归模型,并利用核函数法对非参数回归模型进行估计,通过对比理论的优化供给函数和实际报价函数对基于猜测供给函数的发电商竞价策略模型进行评价分析。最后,结合算例对模型的有效性进行了验证,并通过非参数估计的结果对发电商的报价行为及产生原因进行了分析。
This paper introduces the method to construct generation companies＇ strategy model under incomplete information by using conjectural variation based conjectured supply function.Based on which,the paper gives out the nonparametric regression model of econometrics,and estimates the model with kernel function.The nonparametric regression model can evaluate the generation companies＇ strategy model by comparing the theoretical optimum supply function to the actual function.In the end the paper verifies the validity of the strategy model with examples,and analyzes the reasons of the generation companies＇ strategic behavior through the result of nonparametric estimates.
出处
《陕西电力》
2009年第12期5-8,共4页
Shanxi Electric Power
基金
国家自然科学基金资助项目(70671041)
北京市教育委员会共建项目专项资助
关键词
发电商
竞价策略
猜测供给函数
非参数估计
核函数
generation companies
bidding strategies
conjectured supply function
nonparametric estimates
kernel function
