拍卖理论及其在电力市场竞标设计中的应用:（一）拍卖理论基础及实验研究

电力市场竞标机制的设计是决定电力市场能否成功实现和市场效率高低的关键问题，必须慎重对待。拍卖问题有4种基本类型，即上升出价拍卖、下降出价拍卖、第一价格暗标拍卖和第二价格暗标拍卖；以及多种复杂类型。拍卖问题的模型分为私有价值拍卖和公共价值拍卖两大类。拍卖理论最基本的内容为4种基本拍卖类型的等价性，它由收益等价定理严格表述。拍卖实验是拍卖问题研究的一个重要方面，不但用于检验拍卖理论的正确性，也用于设计新的拍卖制度。拍卖问题的研究是现代经济学中极为重要和引人瞩目的一个领域，有大量理论成果，在许多现实经济问题中得到成功的应用。将拍卖理论引入电力市场竞标设计，能为成功实现电力市场交易提供理论指导。

AUCTION THEORY AND ITS APPLICATION IN ELECTRICITY MARKET AUCTION DESIGN Part One Auction Theory and Its Experimental Research

Electricity market auction design is of central importance to successful market implementation and market efficiency. Auction theory plays an important role in the design of electricity market transaction mechanism. In auction theory, four basic types of auctions are widely used and analyzed: the ascending-bid auction, the descending-bid auction, the first-price sealed-bid auction, and the second-price sealed-bid auction. And there are also some complex auction types, including multi-unit auctions and the double auction. The basic auction models include the private-value model and the common-value model. The most fundamental result of auction theory is revenue equivalence theorem, which shows the equivalence in expected revenue of different auctions. Auction experiment is used to test auction theories and design new auction institutions. Auction theory has become one of the most important and remarkable advances in modern microeconomics. The introduction of auction theory to power market auction design can lay a theoretical groundwork for implementation of electricity transaction.