| 引用本文: | 吴玮,周建中,曹广晶,朱承军,杨俊杰,莫莉.考虑套利因素的发电商竞价模型研究[J].电力自动化设备,2006,(1):5-7,12 |
| .Research on bidding strategies of generation company considering arbitrage factor[J].Electric Power Automation Equipment,2006,(1):5-7,12 |
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| 摘要: |
| 电力市场中的核心电价机制在资源配置中起着基础性的作用。针对不完全电力市场中因网络拓扑各节点电价差异而产生的套利行为,提出用金融学无套利定价理论分析市场中存在的套利因素,分别从是否考虑套利因素2个方面建立发电商上网竞价的2种模型。通过仿真模拟电力市场中的风险交易,比较发电商在2种模型下的收益,得出不完全电力市场中套利竞价对于发电商的重要性,从而验证了该方法的合理性和可行性,为发电商在制定上网电价时提供了决策依据。 |
| 关键词: 电力市场,发电商,套利行为,套利者,竞价策略 |
| DOI： |
| 分类号:TM73 F123.9 |
| 基金项目:国家自然科学基金资助项目(50579022)~~ |
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| Research on bidding strategies of generation company considering arbitrage factor |
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WU Wei ZHOU Jian-zhong CAO Guang-jing ZHU Cheng-jun YANG Jun-jie MO Li
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| Abstract: |
| In the electricity market,the electricity price has a kernel function in the resource plan.According to the difference of node prices on the power grid topology,this paper proposes a method of no-arbitrage analysis,which is used in finance engineering,to analyze the arbitrage behavior in imperfect electricity market and to establish two bidding strategy models of generation company considering arbitrage factors or not.The risk trading of imperfect electricity market is simulated and the corresponding profits of generation company in the two models are compared.Results show that the no-arbitrage bidding is important to generation company and the proposed method is rational,which provides bidding strategy to generation company. |
| Key words: electricity market,generation company,arbitrage behavior,arbitrager,bidding strategy |
