电力现货市场中的MACD分析与应用  

Analysis and Application of MACD in Power Spot Market

作　　者：郝军 雷晓强 HAO Jun;LEI Xiaoqiang(Shanxi Power Exchange Center Co.,Ltd.,Taiyuan 030000,China;Beijing Kedong Power Control System Co.,Ltd.,Beijing 100194,China)

机构地区：[1]山西电力交易中心有限公司,山西太原030000 [2]北京科东电力控制系统有限责任公司,北京100194

出　　处：《电工技术》2023年第15期84-85,96,共3页Electric Engineering

摘　　要：电力现货市场受市场供需、新能源波动、电网边界条件等影响,市场出清价格往往有较大的波动性与不可预测性。借鉴证券市场的MACD分析方法,结合山西电力现货市场完整运行一年以来价格走势所呈现的特征,构建了适用于电力现货市场中的MACD分析模型,可为中短期内的电力现货价格走势提供较为准确的预测,进一步为电力中长期市场交易申报提供一定的指导。The electricity spot market is affected by market supply and demand,new energy fluctuations,grid boundary conditions,etc.,and the market clearing price often has greater volatility and unpredictability.Drawing on the MACD analysis method of the securities market and combining the characteristics of the price trend since the complete operation of the Shanxi electricity spot market for one year,the MACD analysis model applicable to the electricity spot market is constructed,which can provide more accurate prediction of the spot price trend of electricity in the short and medium term,and further provide certain guidance for the medium and long-term market transaction declaration of electricity.

关 键 词：电力现货市场 电价预测 MACD分析 

分 类 号：TM715[电气工程—电力系统及自动化]