统一价格和PAB竞价的实验分析  

Experimental Analysis of Uniform Price and PAB Auctions in Electricity Markets

作　　者：陈皓勇[1] 付超[2] 

机构地区：[1]华南理工大学电力学院,广东省广州市510640 [2]西安交通大学电力工程系,陕西省西安市710049

出　　处：《电力系统自动化》2007年第4期12-17,共6页Automation of Electric Power Systems

基　　金：国家重点基础研究发展计划(973计划)资助项目(2004CB217905);国家社会科学基金资助项目(04CJL012);国家自然科学基金资助项目(50207007)。

摘　　要：采用实验经济学的方法和多个商品同时拍卖的模型,研究了电力市场不同需求响应条件下统一价格竞价和PAB(pay-as-bid)竞价的市场行为和发电商报价策略问题。实验结果表明,2种竞价机制下市场均能收敛到完全竞争均衡附近,但PAB竞价的市场平均价格高于统一价格竞价的市场平均价格且价格较稳定,因此购电费用较高;市场需求弹性较小时2种竞价机制的市场价格均有显著提高,但在发电容量充足时仍可保持充分的竞争性;在不同的竞价机制下,发电商将采取不同的报价策略,统一价格竞价中发电商之间的竞争更为明显。The method of experimental economics is applied to research of generation company bidding strategy and market behavior of uniform price and PAB auction mechanisms under different demand side response conditions with the multi-unit simultaneous auction model. The experimental results show that the market converges to adjacency of the perfect competition equilibrium under both mechanisms, but the average clearing price of PAB auction is higher than uniform price auction and the prices are more stable, so the payment to generation companies is larger. The market prices of both auction mechanisms are lifted when the demand becomes less elastic, but the market is still competitive when there is adequate capacity. The generation companies will take different bidding strategies under different auction mechanisms, and the competition among generation companies is more intense in uniform price auction.

关 键 词：实验经济学 竞价机制 市场均衡 报价策略 电力市场 

分 类 号：F407.61[经济管理—产业经济]