摘要
在市场环境下 ,各发电厂的电力销售既可通过现货市场来进行 ,也可利用能回避现货电价波动风险的远期合同市场来进行。介绍了一个能研究差价合同市场对发电厂在现货市场中报价策略影响的市场决策模型 ,其中各个发电厂以极大化自己的利润为目标 ,整个模型的均衡点包括各个发电厂在现货市场中的均衡报价策略 ,以及在差价合同市场中的均衡合同电量等。通过理论推导和算例分析 。
Under a market environment. power generation can be sold in a spot market, or in a forward market which hedgesthe risks of spot price fluctuation. In this paper, a theoretic model is developed for studying the effects of the contracts fordifferences in forward market on generators' bidding strategies in spot market. In this model, each generator's objective is tomaximize its own profit. The whole market equilibrium includes each generator's equilibrium bidding strategy in the spotmarket and the equilibrium contracted electricity in the forward market. Some practically meaningful conclusions are derivedfrom the theoretical studies and numerical analysis.This project is supported by National Natural Science Foundation of China (No. 59677011) and Science and TechnologyDevelopment Foundation from Shanghai Municipal Education Committee.
出处
《电力系统自动化》
EI
CSCD
北大核心
2000年第8期15-18,22,共5页
Automation of Electric Power Systems
基金
国家自然科学基金!(59677011)
上海市教委科技发展基金
关键词
电力市场
发电厂
报价策略
差价合同
电力工业
electricity market: power plants
bidding strategy
contracts for differences: spot market: forward market
