发电侧电力市场竞价交易模式及竞价策略风险的研究  

Research on power bidding mode and strategy risk for power market on generation-side

作　　者：陈湘涛[1] 彭毅晖[1] 

机构地区：[1]华中科技大学电气与电子工程学院

出　　处：《湖南电力》2006年第5期1-4,共4页Hunan Electric Power

摘　　要：研究了各种发电侧电力市场竞价交易模式,分析了它们的特点及对应的不同情况。在“厂网分开,竞价上网”的电力市场环境下,系统的运行条件和扰动场景更加复杂和不可预测,运行可靠性高于经济性的关系已不复存在,竞争各方都希望掌握其利益在各种风险下的变化情况,以便及早采取必要的预防和规避措施,尽量避免和减少经济损失。在综合考虑竞价策略和市场风险的基础上,对影响竞价策略的因素进行了分析,采用期望收益-风险效用函数来衡量交易参与者的市场策略。Various power bidding modes on generation-side are investigated, according to various circumstances. The operation condition and disturbance scene of the power system are more complicated and unpredictable under the condition of deregulated environment and power bidding. The system operation reliability is no more superior to economy and all rivals want to know the variety of their interests under different risk condition, so they can take relevant precautions to avoid or reduce economic losses. On the basis of bidding strategy and market risk, the factors affecting bidding strategy were analyzed and anticipant income-risk utility function was used to evaluate market strategy of dealing participants.

关 键 词：发电侧电力市场 竞价交易模式 风险管理 容量合同 效用函数 

分 类 号：TM73[电气工程—电力系统及自动化] F123.9[经济管理—世界经济]