日前电力市场不完全信息条件下的电力供需双边博弈模型

随着大用户直购电的深入开展,中长期双边交易的市场化和现货交易非市场化之间的矛盾日益凸显,日前电力市场的构建迫在眉睫。建立了在日前电力市场中,电力供需双方间的不完全信息条件下的双边博弈模型,旨在为电力交易供需双方提供一种切实可行的博弈方案,使得双方可以在电力市场中获得最大的利益。模型以直购电价和直购电量作为博弈双方的预测重点,关于直购电价部分,引入发电成本因子,利用协整理论,构建考虑误差修正的直购电价与发电成本的关系模型;直购电量部分则利用相似日法进行预测。最后利用纳什均衡求出双边博弈的均衡解,并通过实例对所提出模型的有效性进行了证明。

Bilateral Game Model of Power Supply and Demand Sides with Incomplete Information in Day-ahead Electricity Market

With the in-depth development of the direct power purchase by large consumers, the contradiction between the marketization of medium-long term bilateral transactions and the non-marketization of spot transactions has become increasingly prominent, thus the construction of the day-ahead electricity market is imminent. A bilateral game model is established with the incomplete information between power supply and demand sides in the day-ahead electricity market, which is aimed to provide a practical game scheme for both sides in the power transactions, so that both sides can obtain the greatest benefits in the power market. The model takes the direct power purchase price and amount as the key points of the game. For the part of the direct power purchase price, the generation cost factor is introduced and the co-integration theory is used to construct the relationship model between the direct power purchase price and the generation cost considering the error correction. The part of the direct electricity purchase amount is predicted by similar day method. Finally, the Nash equilibrium is used to find the solution of the bilateral game and the effectiveness of the proposed model is proved by an example.