摘要
从制度经济学的角度来看,电力市场是一个由多种制度构成的制度体系,信息披露制度是其中一个重要组成部分。文中在研究市场成员行为特征的基础上,从理论上研究和建立了研究市场信息与市场成员学习和决策行为之间互动关系的框架,并利用报价中标概率信念,定量描述市场信息对市场成员学习行为的影响。在基于报价中标概率信念的电力市场模拟方法的基础上,对不同信息披露制度下电力市场的演化过程和均衡状态进行了定量的研究和比较。研究表明,不同的信息披露制度能够使市场成员获得不同的交易知识、产生不同的报价策略,使电力市场产生不同的演化过程和均衡状态。此外,在不同的供求关系下,信息披露制度对市场均衡状态的影响力度不同。
From the aspect of institution economics, the electricity market is an institution system, in which information releasing arrangements is one important component. Based on the study on the behaviors of market participants, this paper establishes the frame of the inter-actions between market information and the learning and bidding decision behaviors of market participants. Then, the bidding acceptance probability (BAP) is applied to quantitatively describe the impacts of market information on the learning behaviors of traders. Finally, by using the BAP-based electricity market simulation, this paper analyzes and compares the different evolution of electricity market under different information releasing mechanisms. Researches show that different information releasing mechanisms make market participants obtain different trading knowledge and bidding strategies, and then result in the different evolution process and equilibrium of electricity market. However, those impacts vary as the relation between supply and demand changes.
出处
《电力系统自动化》
EI
CSCD
北大核心
2007年第6期11-16,共6页
Automation of Electric Power Systems
基金
霍英东教育基金会资助项目(104020)~~
关键词
电力市场
信息披露制度
市场模拟
市场均衡价格
报价中标概率信念
electricity market
information releasing mechanism
market simulation
market equilibrium price
bid acceptance probability