摘要
差价合同不仅可以规避现货市场价格波动的风险,而且可以抑制市场主体在现货市场中发挥市场力,稳定市场秩序。在中长期电量合同为差价合同、现货市场采用全电量竞价的集中式市场交易模式下,针对差价合同分解算法对市场力抑制效果的影响进行了分析研究。首先介绍了两类差价合同的分解算法,统一化和区别化分解算法,然后基于剩余需求函数建立了用于评估发电企业运用市场力情况的最优价格响应模型。通过模拟市场均衡点并计算Lerner指标来判断发电企业的市场力发挥情况。基于所建模型,对不同分解算法下的发电企业的市场力情况进行了理论分析,认为有助于提高现货市场合同覆盖度的分解算法展现出更好的市场力抑制效果,并通过算例分析验证了该理论分析的正确性。
Contract for difference (CfD) can hedge the risks from spot market. Besides, the CfD is helpful to mitigate market power and stabilize market order. Under centralized mode, mid-long term energy contract is formed as CfD and full quantity bidding mode is employed in the spot market. A research on the impact of decomposition algorithms for CfDs on mitigating market power is carried out in this paper. The uniform and discriminative decomposition algorithms are presented and analyzed. Then, a best-response pricing model based on residual demand function is established. Based on the model, theoretical analysis of market power implementation is performed using Lerner index. Analytical results show that the decomposition algorithm can improve the contract coverage and better depress the market power. Case studies demonstrate correctness of the theoretical analysis.
作者
张琛
颜伟
ZHANG Chen;YAN Wei(State Key Laboratory of Power Transmission Equipment & System Security and New Technology (Chongqing University)Shapingba District, Chongqing 400044, China)
出处
《电网技术》
EI
CSCD
北大核心
2019年第8期2718-2725,共8页
Power System Technology
基金
国家自然科学基金项目(51677012)~~
关键词
合同分解算法
合同覆盖度
市场力
剩余需求函数
decomposition algorithm for energy contracts
contract coverage
market power
residual demand function
