基于猜测价格函数的混合输电权竞价策略分析  

Analysis of the Bidding Strategy in the Hybrid Transmission Right Market Based on the Conjectured Price Function

作　　者：杨建林[1] 严正[1] 冯冬涵[1] 华月申[1] 

机构地区：[1]上海交通大学电子信息与电气工程学院,上海市200240

出　　处：《电力系统自动化》2009年第10期24-28,共5页Automation of Electric Power Systems

摘　　要：作为市场参与者规避阻塞价格风险的工具,输电权已被成功应用于多个电力市场。文中基于猜测价格函数,提出了一种混合输电权竞价策略的分析方法。在所建模型中,竞标个体可以购买任意组合的义务型金融输电权(FTR)、期权型FTR和关口输电权(FGR),其策略性竞价行为则通过猜测价格函数进行模拟。将该模型的计算转化为求解一个凸二次规划问题,不仅保证了解的唯一性和存在性,还使得该方法能够用于大规模混合输电权市场中的竞价策略分析。通过算例验证了该方法的有效性。Transmission right, which is used as a means for hedging the risk of congestion prices, has been successfully implemented in many electricity markets. This paper proposes a method for analyzing the bidding strategy in the hybrid transmission right market based on conjectured price function. This model allows any transmission right bidders to strategically bid for any combination of obligation FTR, option FTR and FGR, and its strategic behaviors are modeled by the conjectured price function. The model is converted into a convex quadratic programming problem, which can not only ensure the existence and the uniqueness of the solution but also make the proposed model applicable for the study of the bidding strategy in a large scale transmission right market. The test case verifies the proposed equilibrium model.

关 键 词：金融输电权 义务型FTR 期权型FTR 关口输电权 双层优化问题 猜测价格函数 凸二次规划问题 

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]