个体行为对发电权成交价格波动影响的分析模型  

The Model for Analyzing the Impact of Individual Behavior on End-price Volatility of Generation Rights Trade

作　　者：吴杨[1] 刘俊勇[1] 黄媛[1] 闫占新[1] 张里[1] 戴松灵 

机构地区：[1]四川大学电气信息学院,四川省成都市610065 [2]四川省电力公司经济技术研究院,四川省成都市610065

出　　处：《中国电机工程学报》2015年第12期2968-2979,共12页Proceedings of the CSEE

基　　金：国家自然科学基金项目(51377111)~~

摘　　要：针对目前缺乏发电权成交价格影响因素与成交价格波动的关联性研究的现状,基于元胞自动机和复杂网络理论,进行交易个体行为变化对发电权市场成交价格波动的影响研究。首先,建立发电权交易市场的元胞自动机模型;其次,利用复杂网络理论为交易个体的电煤价格预期值判定行为建模;最终,基于上述两模型,通过将交易个体的判定行为引入到发电权元胞的状态转换机制中,构建个体行为对发电权成交价格波动影响的分析模型。仿真结果显示,所提模型能够清晰地描述出交易个体行为变化与发电权价格波动二者之间的关联关系,证实了交易个体行为的变化是引起发电权市场价格产生波动的重要因素。In view of the situation that researches on the correlation between the influencing factors of the generation rights trade price and the price volatility were very few, based on the cellular automation （CA） and the complex networks （CN） theories, the effects of individual behaviors on the price fluctuation of generation rights trade market were studied in this paper. Firstly, the CA model of generation rights trade market was defined. Then, the behavior model of the generation rights trader forecasting the thermal coal price was constructed on the basis of the CN theory. At last, depending on the above two models, the transition rules of generation rights trade cells and the traders’ behaviors were related, the model for analyzing the price volatility of generation rights trade market was established. The simulation results show that the correlation between the individual behavior and the price volatility of generation rights trade market can be depicted clearly by the proposed model, and it is also verified that the individual behavior is an important factor causing price volatility of generation rights trade market.

关 键 词：发电权交易 个体行为 价格波动 元胞自动机 复杂网络 

分 类 号：TM73[电气工程—电力系统及自动化]