摘要
通过拓展经典的古诺博弈模型,运用勒拿指数测度电力市场差价合约对发电商市场力的抑制效应.在发电商二次成本函数假定下,得到多发电商纳什均衡解析表达式,并且发现发电商绝对量差价合约电量的增加会导致发电商勒拿指数下降.此外,对对称双发电商情形进行数值模拟,并推导得出差价合约电量的上限.研究结果表明,差价合约对发电商市场力有抑制作用,在一个确定的上限范围内,绝对量差价合约电量越大,抑制效应越强.
This paper presents a methodology to assess the inhibiting effects of market power of contracts for difference(CfDs) in electricity markets. An expanded multi-agent Cournot model is deduced by introducing Lerner Index to evaluate the market power of electricity producers. Nash equilibrium(NE) solutions are obtained, assuming that the cost function for every electricity producer is quadratic. Besides, data simulation is conducted, and the upper limit of contractual electric quantity is derived. The analysis shows that the presence of CfDs has certain market power inhibiting effects on generators, since the increase in the absolute contractual electric quantity will result in the decline of Lerner Index. Under the upper limit, the inhibiting effect increases with the contractual electric quantity.
作者
蒲勇健
Pu Yongjian(School of Economies and Business Administration,Chongqing University,Chongqing 400044,China)
出处
《系统工程学报》
CSCD
北大核心
2018年第6期754-762,共9页
Journal of Systems Engineering
基金
国家自然科学基金资助项目(71673034)
关键词
差价合约
勒拿指数
电力市场
古诺博弈
市场力
contracts for difference
Lerner index
electricity markets
Cournot game
market power
