区域电力市场多种交易关联问题  

The Correlation of Multi-exchanges in Electricity Market

作　　者：刘敦楠[1] 武亚光 何光宇[1] 姜晓亮 张化清 邵滨 陈雪青[1] 周双喜[1] 

机构地区：[1]清华大学电机系,北京市100084 [2]东北电网公司,辽宁省沈阳市110006

出　　处：《电力系统自动化》2006年第14期30-35,共6页Automation of Electric Power Systems

基　　金：国家自然科学基金资助项目(50507013)~~

摘　　要：区域电力市场中年、月、日等多种交易并存,研究多种交易市场中的竞标行为以及多种交易的关联和效率问题十分必要。文中从市场运营者和市场监管者的角度出发,旨在提供一种评价多交易电力市场的思路,通过分析报价、成交等实际交易数据,来监视市场、理解市场、发现问题。归纳了电力市场交易中主观因素、客观因素与成交结果间相互作用的基本规律,据此提出了多种交易关联的研究思路和步骤;具体推导了多种交易的市场有效性判别的充分、必要条件,介绍了分析评价市场参与者多种交易的整体竞标策略的方法;结合实例介绍了评价市场条件合理性的方法。There are several kinds of exchanges existing in electricity market, such as bilateral contracts, monthly bidding, dayahead bidding etc., so it＇s necessary to investigate the participants＇ strategy and market interrelation among the different types of exchanges. This paper stands on the point of the operators and monitors of electricity market and provides a method to analyze the integrated performance of the whole market with different kinds of exchanges, based on the market data, First, it induces the general principle of the interaction between the deal outcome and influencing factors. Base on the principle, it deduces the sufficient condition and necessary condition of Pareto efficiency of multi-exchanges in electricity market, then introduces the methods to analyze the participants＇ strategy and market conditions. Examples and practical results from electricity market are presented to illustrate the proposed ideas.

关 键 词：多种交易 帕累托有效性 竞标策略 电力市场 

分 类 号：F407.61[经济管理—产业经济]