电力市场中的电价分布问题

对电价概率密度函数及分布函数的研究有助于发电企业和购电商准确估计自身的经营状况,且有利于监管机构对电价严重偏离于正常分布的时期进行重点监控.文中基于某一区域的负荷呈正态分布的假设,结合市场总供给曲线在某一点飞升的严重非线性特征,采用概率论从理论上推导了电价作为负荷这种随机变量的函数的分布情况,并以美国加州、PJM和中国浙江电力市场的实际交易电价数据进行了验证.结果表明,只有在电力供求关系很宽松的情况下,电价才近似呈正态分布;而在供求紧张的情况下,电价分布明显偏离正态分布,且具有严重的右偏峰特性;实际电力市场在供求紧张时还表现出狭峰特征.

Probability Distribution of Prices in Electricity Market

The study on probability density function and distribution function of electricity prices contributes to the power generators and purchasers to estimate their own management accurately, and helps the regulator monitor the periods seriously deviating from normal distribution. Based on the assumption that load presents normal distribution, combining serious nonlinear characteristic of aggregate supply curve, the distribution of electricity prices is theoretically derived as the function of random variable of load utilizing knowledge of probability theory. The conclusion is validated with the electricity price data of California, PJM and Zhejiang Province, China. The result shows that electricity prices obey normal distribution approximately only when supply-demand relationship is very loose, whereas the prices deviate from normal distribution markedly and present serious right skew characteristic. Moreover, the real electricity markets also display the narrow-peak characteristic when undersupply occurs,