Agent和供给函数均衡模型在电力市场竞价中的应用及对比分析  

Application and Comparison of Agent and Supply Function Equilibrium Models in Electricity Market Auction

作　　者：曾鸣[1] 王玉萍[1] 王蕾[1] 薛松[1] 何彦英[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206

出　　处：《工业工程》2014年第2期12-16,共5页Industrial Engineering Journal

基　　金：国家自然科学基金资助项目(71271082);国家软科学研究计划资助项目(2012GXS4B064)

摘　　要：在考虑期货市场和日常市场极值的基础上构建agent模型和供给函数均衡(supply function equilibrium,SFE)模型,并针对模型的预测准确程度进行对比分析。以某城市电网中的4个典型工作日为例进行算例分析,结果表明在非用电高峰时段,agent模型对于价格水平和波动性的预测能力较强,而SFE模型可以更准确地预测非高峰时段的电价。The advancement in power system reform promotes an increasingly competitive electricity mar- ket. Under such an environment, based on competitors and personal situation, power generation companies have developed reasonable and effective bidding strategies to maximize profits. By considering extreme val- ue of the future market and the daily market, an agent model and supply function equilibrium （SFE） mod- el are built. Then, the prediction accuracy obtained by the models is compared. With a numerical example of four typical days in a regional grid of some cities, it is shown that, in the non-peak hours, the agent model has a strong forecasting ability of the price level and volatility, while the SFE model can more accu- rately predict off-peak price level.

关 键 词：电力市场 AGENT模型 供给函数均衡 

分 类 号：TM715[电气工程—电力系统及自动化]