非线性边际成本下的多个发电商的持留均衡

电力市场中的物理持留可能会导致出清电价的飞升,使购电方面临巨大损失,因此有必要研究物理持留.在实际情况下发电边际成本更接近于非线性,因此作者从定价机制为统一出清、负荷需求无弹性的前提出发,基于发电商边际成本曲线,分析了规模不等的N个厂商持留的古诺-纳什均衡,并得到了在边际成本非线性情况下的持留的封闭解.实例结果表明,发电商的最优持留量与市场总负荷需求成正比,并随着自身份额的增大而激增;单个发电商的市场份额不超过10%是使市场总持留量不致过大的市场份额的上限;对较大份额发电商的资产拆分将有效减少市场的总持留量,且等份额拆分比不等份额拆分的效果更好.此研究结果可供设计电力市场的规则、对市场力实施限制和减少发电商的大量持留参考.

WITHHOLDING EQUILIBRIUM OF MULTI-GENERATOR AT NONLINEAR MARGINAL COSTS

The physical withholding in electricity market may lead to the skyrocketing of market cleaning price and causes vast loss to power purchasers, so it is necessary to study physical withholding. In practice, marginal cost functions of all generators are approximately close to nonlinearity. Here, it is supposed that market pricing mechanism is uniform price auction and demand is completely inelastic. Based on marginal cost functions of the generation companies, the Cournot-Nash equilibrium of multiple generation companies, which possess different capacities, is analyzed and the closed solutions of withholding are obtained under the condition that the marginal costs are nonlinear. The results of example show that the optimal withholding of generation company is in direct proportion to total demand and increases sharply with the increase of its own share. And 10% is the upper limit of market share of single generation company that could dramatically control the total withholding. Assets division to the generation company that occupies more shares in the market may be effective to reduce total withholding and equal share division has better effect than unequal share division. The authors research result may be available for reference value in designing market rule, restricting the exercising of market power and reducing great quantity of withholding.