华东跨省集中竞价交易市场的实证分析

基于华东跨省集中竞价平台的运行数据,用灰色关联度分析方法,考察了该市场成交电价与发电成本、标杆电价、市场供需关系以及市场力等四大指标之间的关联度.结果表明,影响市场成交电价的首要因素是成本,其次是供需关系,第三是标杆电价,而市场力的影响最小.进一步,还分析了典型发电厂商报价、不同时段的电价与四大类指标的关联度,其排序结果也与上述结果一致,即华东跨省集中竞价交易平台具有发现成本、调节供需的功能,且较少受到市场力的影响.

The Empirical Analysis on the Electricity Auction Market of East China Power Grid

Based on the operation data of the electricity auction market of Eastern China Power Grid,the correlation between the selling electricity price andfour indices including the power generation cost,the Benchmark Electricity Price,the relationship between supply and demand,and the potential market power,was analyzed by using the grey correlation degree analysis method.The results show that the most influential factor is the power generation cost,then the Benchmark Electricity Price,the third is the relationship between supply and demand and the minimal impact is the potential market power.Further,the correlation degree between the electricity prices in different periods,as well as power generation bidding price and the above factors was also analyzed,and the results show the same relationship mentioned above.All these results indicate that the market platform has the function of discovering cost and regulating supply and demand,and is less influenced by market power.