电力市场履约担保机制策略研究——基于系统动力学的演化博弈分析  

Research on the Strategy of Performance Guarantee Mechanism in Electricity Market--Evolutionary game analysis based on system dynamics

作　　者：谢敬东 李锐振 石全 关博文 XIE Jingdong;LI Ruizhen;SHI Quan;GUAN Bowen

机构地区：[1]上海电力大学能源电力科创中心 [2]上海电力大学经济与管理学院 [3]上海电力大学电气工程学院

出　　处：《价格理论与实践》2023年第5期52-58,208,共8页Price:Theory & Practice

摘　　要：担保机制是履约管控过程中不可或缺的重要环节。随着电力现货市场的推进和市场价格的波动,导致利益调整和市场竞争的加剧,从而使得售电公司的违约问题逐渐显现,为此本文展开了担保机制的策略研究。首先,分析我国电力市场的结算模式,构建集中担保机制和互保机制;其次,以售电公司和交易中心为有限理性的研究对象,建立了基于系统动力学和演化博弈的电力市场担保机制研究模型;最后,算例分析不同初始状态下的博弈演化结果,探究了系统参数变化对收益的影响。结果表明:售电公司的信用水平、履约意愿等市场参数与担保策略受交易中心管控强弱影响,售电公司的市场行为也会影响交易中心对市场的判断,从而影响履约管控的力度。Guarantee mechanism is an important and indispensable link in the process of performance control.With the advancement of the electricity spot market and the fluctuation of market prices,interest adjustments and market competition have intensified,resulting in the default problem of electricity sales companies gradually emerging.For this reason,this article has launched a strategic study on the guarantee mechanism.Firstly,we analyze the settlement mode of China's electricity market,and construct the centralized guarantee mechanism and mutual guarantee mechanism;secondly,taking electricity sales companies and trading centers as the research objects of bounded rationality,a research model of the electricity market guarantee mechanism based on system dynamics and evolutionary games was established.Lastly,we analyze the results of the game evolution in different initial states,and explore the impact of the change of system parameters on the returns.The results show that the credit level,willingness to perform,and other market parameters of the power companies and their guarantee strategies are affected by the strength of the trading center's control,and the market behaviors of the power companies also affect the trading center's judgment of the market,which in turn affects the strength of the performance control.

关 键 词：演化博弈 系统动力学 竞争策略 履约担保机制 电力市场 

分 类 号：F426.61[经济管理—产业经济] TM73[电气工程—电力系统及自动化]