Agent和供给函数均衡模型在电力市场竞价中的应用及对比分析

工业工程 ›› 2014, Vol. 17 ›› Issue (2): 12-16.

Agent和供给函数均衡模型在电力市场竞价中的应用及对比分析

华北电力大学经济与管理学院, 北京 102206

出版日期:2014-04-30 发布日期:2014-06-05
作者简介:曾鸣（1957-），男，山西省人，教授，硕士，主要研究方向为能源与电力技术经济需求侧管理等.

Application and Comparison of Agent and Supply Function Equilibrium- Models in Electricity Market Auction

School of Economics and Mangement, North China Electric Power University, Beijing 102206, China

Online:2014-04-30 Published:2014-06-05
Supported by:
国家自然科学基金资助项目(71271082)；国家软科学研究计划资助项目(2012GXS4B064)

摘要/Abstract

摘要： 在考虑期货市场和日常市场极值的基础上构建agent模型和供给函数均衡(supply function equilibrium,SFE)模型，并针对模型的预测准确程度进行对比分析。以某城市电网中的4个典型工作日为例进行算例分析，结果表明在非用电高峰时段，agent模型对于价格水平和波动性的预测能力较强，而SFE模型可以更准确地预测非高峰时段的电价。

关键词: 电力市场, agent模型, 供给函数均衡

Abstract: The advancement in power system reform promotes an increasingly competitive electricity market. Under such an environment, based on competitors and personal situation，power generation companies have developed reasonable and effective bidding strategies to maximize profits. By considering extreme value of the future market and the daily market, an agent model and supply function equilibrium (SFE) model are built. Then, the prediction accuracy obtained by the models is compared. With a numerical example of four typical days in a regional grid of some cities, it is shown that, in the non-peak hours, the agent model has a strong forecasting ability of the price level and volatility, while the SFE model can more accurately predict offpeak price level.

Key words: electricity markets, agent model, supply function equilibrium

曾鸣，王玉萍，王蕾，薛松，何彦英. Agent和供给函数均衡模型在电力市场竞价中的应用及对比分析[J]. 工业工程, 2014, 17(2): 12-16.

Zeng Ming, Wang Yu-ping, Wang Lei, Xue Song, He Yan-ying. Application and Comparison of Agent and Supply Function Equilibrium- Models in Electricity Market Auction[J]. Industrial Engineering Journal , 2014, 17(2): 12-16.

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