抑制默契合谋报价的购电期权机制设计  

Design of Purchasing Option Mechanism for Restraining Generators′ Tacit Collusion

作　　者：李春杰[1] 赵会茹[1] 秦志强[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206

出　　处：《华东电力》2011年第4期524-530,共7页East China Electric Power

基　　金：国家自然科学基金项目(70971038)~~

摘　　要：为促进电力市场的有效竞争,对发电商间默契合谋的影响因素和机理的研究已见于诸多文献。提出一种抑制现货竞价中发电商间默契合谋的手段———通过引入购电期权,不仅使现货竞价电量具有不确定性,还使市场可以根据发电商的报价策略主动调整现货竞价电量;设计了该购电期权的交易流程;从购电期权对于市场规避电价波动风险的价值的角度,研究了该购电期权的定价问题,给出了单位电量购电期权的权利金;运用算例验证了该定价方法的可行性。For the promotion of effective competition in electricity market,extensive research has been made about the cause and mechanism of generators′ tacit collusions.This paper proposes a method to restrain the tacit collusion？ the use of purchasing options.This method can lead to the uncertainty of power supply for spot bidding,and make the market actively adjust the spot bidding supply according to the pricing strategy of generators.The transaction procedures for purchasing options are formulated in the paper.The pricing of the purchasing options is studied from the perspective of their value in avoiding risk from electricity price fluctuation,and the premium of unit quantity is proposed.Finally,the effectiveness of this pricing method is verified through case study.

关 键 词：电力市场 默契合谋 购电期权 风险 出清保留价 

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]