发电公司在电力市场中的策略性行为研究

【作者】 吕洪炳；

【导师】 甘德强； 杨莉； 胡骅；

【作者基本信息】 浙江大学 ， 电气工程， 2004， 硕士

【摘要】 1998年始,原有国家电力公司进行纵向拆分,实现“厂网分开”,并以山东、上海、浙江及辽宁、吉林、黑龙江6个电网为首批试点单位在可竞争的发电、售电环节引入充分有效的竞争,而对具有自然垄断性质的输、配电环节由监管机构实行比较严格的监管,从此拉开了我国电力工业市场化改革的序幕。电监会成立后不久,即决定将东北地区作为区域电力市场试点之一。这预示着区域电力市场将作为我国电力市场的主要运行模式。 在区域电力市场中,购买方面临金融风险。购买方风险取决于多种因素,而发电方市场力是其中最重要因素之一,因此如何评估发电方市场力是购买方风险管理的关键。本文将在所有发电机边际费用相同的假设下研究价格竞争博弈模型,分析发电方市场力,从而得到更为简洁明了的数学证明和均衡点刻画。由该模型得到的厂商必须运行率(Must Run Ratio,简记为MRR)计算简单,经济学意义明确,可作为近一步分析市场力作用或存在的扫描工具。 本文对发电公司的报价策略问题在国内外的研究现状作了综述。包括主流的四类研究方法,基于成本分析的方法,预测市场电价的方法,估计竞争对手的报价行为的方法和基于博弈论的方法;并介绍了几种其他方法,比如Actor_Critic学习方法、动态反馈系统法、自适应的、进化的投标策略、基于序优化的方法和基于蛛网理论的方法等等。还介绍了发电公司报价策略研究的其他问题,并指出当前的研究有一些共有的缺憾和一些有待进一步研究问题。 最后,从整体角度研究电厂侧问题的角度,本文提出了一些看法和建议。更多还原

【Abstract】 Since 1998, the former National Power Company was vertically split, so the generation part and transmitting part were separated. At the same time, Shandong, Shanghai, Zhejiang, Liaoning, Jilin and Heilongjiang were selected as first 6 experimental units which involved in the generation side competition while transmitting and distribution side were still under regulation. The market-restructuring of power industry in China was started. Soon after its establishment, National Supervising Committee of Power Industry decided to put the trial power market in Northeast China. This may notify that regional power market will be the main mode of power industry in China.In a regional power market, the financial risk faced by power retailers is depended on many factors. How to assess supplier market power impact is essential for power retailer risk management. This dissertation formulated a price competition game for modeling oligopolistic competition in a single-period electricity market auction. In this paper, we study single-period auction games, with the assumption that generator marginal costs are identical. We found that the later assumption facilitates a sharper result, which states that the market clearing price at equilibrium under tight capacity constraint is unique. This assumption also permits us to obtain simpler equilibrium characterization and mathematical proofs. As an application, we derive a numerical index—Must Run Ratio (MRR) that can be used to screen supplier market power as well as to develop optimal bidding strategies under certain market conditions.This dissertation summarizes the recent researches of bidding strategies. Introduces the traditional 4 types of research methods, method based on cost analysis, method based on clearing price speculation, method based on guess of opponents’ strategies and method based on game theory; also introduces some new methods, such as Actor-Critic learning algorithm, dynamic feedback system method, self-adapting method, cobweb theorem, etc. this dissertation also refers to some important other problems related to the research of bidding strategies. Besides, this dissertation pointed out the gap of recent researches and presents some problems needed to be studied.Finally, from the aspect of studying the generation side problem as a whole, this dissertation更多还原