基于影子价格的组合双向拍卖交易价格研究  

Study on combinatorial double auction transaction prices based on shadow prices

作　　者：范小勇[1] 石琴[2] 

机构地区：[1]中国科学技术大学商学院,合肥230052 [2]合肥工业大学机械汽车学院,合肥230069

出　　处：《管理科学学报》2008年第5期16-22,共7页Journal of Management Sciences in China

基　　金：国家自然科学基金资助项目(70371023);国家教育部博士点基金资助项目(20030358052)

摘　　要：在传统的拍卖方式中,拍卖的最终成交价格是买方或者卖方单方面竞争的结果,难以充分反映竞标组合所包含的市场信息,揭示商品的内在价值,从而为拍卖参与人提供有益的信息.在考察了组合双向拍卖机制中现有的交易价格规则的基础上,通过引入影子价格,提出了一种基于单位组合市场交易剩余最大化原则的市场出清机制,该机制不仅使交易价格反映组合商品的市场价值.而且能改善拍卖市场的微观结构.The ultimate bargain price is the result of unilateral competition among bargainers or purchasers in the traditional auction mechanism. The mechanism of fixing price hardly reflects the information of bundle orders and reveals the inherent value of the bundles. Based on a review of the current trading mechanism of prices on combinatorial double auction, this paper proposes a market cleaning algorithm to maximize per-bundle unit trade surplus by appling shadow prices. The trading mechanism of prices primarily reflects the value of combination of commodities, and also improves the microstructure of auction market in the mechanism of market cleaning algorithm.

关 键 词：组合双向拍卖 影子价格 市场剩余 对偶问题 

分 类 号：F08[经济管理—政治经济学] F224