摘要
传统的电力规划方法割裂了发电规划与输电规划的内在联系,忽略了电力投资多主体决策之间的相互影响,并且难以处理项目投资价值的不确定性问题,因而无法适应电力市场环境。文中运用Black-Scholes(B-S)期权定价模型,采用非合作博弈理论对多投资主体的发电和输电项目延迟投资决策进行评估,从而使电力企业(发电公司或电网公司)做出更合理的投资决策,也便于电力监管机构了解市场信息,制定合理政策协调厂网规划。实际系统算例表明,当某种类型电力企业数量较少时,其投资决策对于市场各方影响较大。
The inter-connection between generation investment and transmission investment is usually neglected in traditional methods of electric power planning. Unable to deal with the uncertainties of investment value effectively and the influences from other power companies＇ （Powcos） investment strategies, these methods could hardly meet the requirement of power market. Based on the Black-Scholes option pricing theory and non-cooperative game theory, a deferment option game model of generation investment and transmission investment is developed, which makes the strategies of Powcos＇ investment more rational and the electric power network planning more harmonious. The rationality and validity of the method proposed is illuminated by a practical test example.
出处
《电力系统自动化》
EI
CSCD
北大核心
2007年第9期11-15,共5页
Automation of Electric Power Systems
基金
国家高技术研究发展计划(863计划)资助项目(2005AA505101-621)
上海市重点科技攻关研究项目(041612012)~~
关键词
发电投资
输电投资
实物期权
期权博弈
电力市场
generation investment
transmission investment
real options
option game
power market
