PAB和MCP电价机制下考虑不同容量水平的市场均衡分析  

A Price Competition Model in MCP and PAB Pricing Considering Different Capacity Constraints

作　　者：施展武[1] 杨莉[1] 甘德强[1] 

机构地区：[1]浙江大学电气工程学院,浙江省杭州市310027

出　　处：《电力系统自动化》2005年第19期10-13,共4页Automation of Electric Power Systems

基　　金：浙江省自然科学基金青年人才培养项目资助(R503198)。~~

摘　　要：电力市场研究中,一个重要的课题是如何预测和分析一个给定市场设计的性能。文中在假设各机组边际成本相同的基础上,建立了电力市场价格竞争的双层优化模型。分析了在按发电方报价结算(PAB)电价机制容量强约束和弱约束条件下的Nash均衡,并进一步与市场清算电价(MCP)机制进行对比,从理论上得到在容量紧张时,PAB机制下电价波动小、平均电价高,而MCP机制下电价波动大、平均电价低的结论。A key topic in the electricity market research is how to predict or analyze the performance of a given market design. The answer to the question can significantly influence the policy-making. In this paper, a bilevel programming price competition game is formulated for modeling oligopolistic competition in a single-period electricity market auction, with the assumption that generator marginal costs are identical. Nash equilibrium under tight and weak capacity constraints both in market clearing price （MCP） and pay as bid （PAB） pricing are also characterized. In theory, it is deduced that PAB pricing reduces price volatility under tight capacity constraints with the cost of higher average market price.

关 键 词：电力市场 市场力 博弈论 NASH均衡 PAB MCP 

分 类 号：F407.61[经济管理—产业经济]