输电冗余对现代电力市场效率的影响研究(一)——现代电力市场效率与交易成本理论  

Effects of Transmission Redundancy on Modern Electricity Market Efficiency Part one:Market Efficiency and Transaction Costs Theory for Modern Electricity Market

作　　者：黄仁辉[1] 张粒子[1] 王茜[1] 王楠[1] 

机构地区：[1]华北电力大学电气与电子工程学院,北京102206

出　　处：《现代电力》2010年第3期75-79,共5页Modern Electric Power

基　　金：国家科技支撑项目大电网安全关键技术研究子课题--电力市场环境下电网安全性与投资经济性评价理论与技术方法研究(2008BAA13B11)

摘　　要：为解决电力市场效率问题,将金融学的效率市场假说理论和经济学的交易成本理论引入到现代电力市场的研究中,突破了传统的分析模式,建立了现代电力市场效率和电力交易成本的分析框架,给出了基于效率市场假设理论的现代电力市场效率随机模型,分析阐述了市场价格对信息的反应程度、超额利润率、交易成本比重3个市场效率识别指标。To solve the efficiency issue on modern electricity market, efficient market hypothesis theory of finance and transaction cost theory of economics are introduced in research on modern electricity market, which break traditional analyzing framework and buid a novel one of modern electricity market efficiency and power transaction cost. Then stochastic model of modern electricity market efficiency based on efficient market hypothesis is proposed, and three efficiency identifying indices,such as pricing reaction extent to information, excess profit rate and the proportion of transaction costs, are also given.

关 键 词：现代电力市场 市场效率 交易成本 效率市场假说 市场信息 随机模型 

分 类 号：F426.61[经济管理—产业经济]