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中国农学通报 ›› 2014, Vol. 30 ›› Issue (8): 295-301.doi: 10.11924/j.issn.1000-6850.2013-3146

所属专题: 现代农业发展与乡村振兴

• 农业科技信息 • 上一篇    下一篇

包含双边金融期权的农村电价古诺模型研究

李建辉   

  • 收稿日期:2013-12-02 修回日期:2014-02-13 出版日期:2014-03-15 发布日期:2014-03-15
  • 基金资助:
    国家自然科学基金项目(31071328); 高等学校博士学科点专项科研基金(20114320110001)。

Research on Rural Power Market Cournot Equilibrium Model with Bilateral Financial Options

  • Received:2013-12-02 Revised:2014-02-13 Online:2014-03-15 Published:2014-03-15

摘要: 打破电力市场垄断,提高农村电力市场效率,以及抑制市场力滥用是当今农村电力市场改革的主要方向之一。本文基于非合作博弈理论,提出了一种含买卖双边金融期权的、按照古诺竞争模式在现货市场和期权市场进行2阶段博弈的模型。由多家独立发电商与惟一的电网公司首先在期权市场中签订双边合同,决策出各自售出的最优期权数量;之后在现货市场进行产量竞争,在各自拥有期权头寸已知的情况下,选择其发电出力使自身期望收益最大。利用反向推倒方法求解模型,分析了模型中不同参数的变化对市场均衡结果的影响。通过理论研究和算例分析证明,与现有模型相比较,本文提出的含双边金融期权模型能够更大程度上降低市场出清价格以及提高发电量,可为电力监管机构与市场决策者引导参与者有序竞争提供一种新思路。

关键词: 新西兰红梨, 新西兰红梨, ‘满天红’, ‘美人酥’, ‘红酥脆’, 营养元素, 着色, 栽培技术

Abstract: To break monopoly, improve rural market efficiency and curb market power abuse are the fundamental direction of electricity reform. Based on non-cooperative game theory, a Cournot model with bilateral financial options is developed. Some IPPs and a grid company are in the game of two-period in options and spot markets. They sign a bilateral options contract in the options market in the first instance and make a decision to sell the optional options quantity; and then the IPPs compete in spot market, make a decision to choice they power output to their maximum expected benefit in the event that the options which they hold and sell have been known. The model can be solved by backward induction method, and the influences of different parameters in the model to the market equilibrium are analyzed. By comparing with existing models, the results show that the model with bilateral financial options has stronger effect on power market and it can improve social welfare greatly from the theoretical studies and numerical simulation analysis. It provides a new idea to guide the competition orderly and effectively for regulators.