基于结构方程的电力市场效率优化路径方法
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摘要
电力市场的交易既要遵从电力系统的物理规律,也要遵从市场的经济学规律,同时还受到市场参与者主观意愿等潜在的、非物理因素的影响。因此,电力市场的数学建模需要有效地发掘和描述这些影响电力系统运行的潜在变量及其相互作用关系。然而这些影响因素之间的关系错综复杂,难以定量计量,而结构方程模型的潜在变量分析方法,将因子分析与路径分析相结合,非常适合于电力市场的复杂影响因素建模,并且可以有效地量化影响电力市场效率的因素,建立电力市场实践过程中的"输出量"与"输入量"之间的定量关系模型,实现进一步的"反馈控制",为未来的电力市场设计提供参考,为电力市场的进一步发展提供借鉴。因此,研究基于结构方程模型的电力市场效率的建模方法,为电力市场定量分析提供一种有效的数学工具。最后,结合中国2004至2005年东北区域电力市场的实际竞价数据进行实证建模验证了模型的有效性。
Transactions in the electricity market have to comply not only with the physical laws in the power system,but also with the economic laws.At the same time,they are affected by a series of potential and non-physical factors,such as market participantssubjective intentions.Therefore,it is imperative to find a scientific mathematical modeling method to effectively explore and describe the impact of those potential variables as well as their interrelation.However,the relationship between these factors is complicated and difficult to measure quantitatively.An analysis of latent variables in structural equation modeling will be well suited for the electricity market by combining the methods of factor analysis and path analysis.And it can effectively quantify the factors that affect the efficiency,establish a quantitative relationship model in the process of electricity market practice between theoutput"andinput",realize furtherfeedback control"and provide a reference for electricity market design and development.Efficiency modeling based on structural equation modeling is proposed to provide an effective mathematical tool for the quantitative analysis in electricity market.Finally,the validity of this model is verified by the empirical analysis of a pilot electricity market in the northeast of China from 2004 to 2005.
Transactions in the electricity market have to comply not only with the physical laws in the power system,but also with the economic laws.At the same time,they are affected by a series of potential and non-physical factors,such as market participantssubjective intentions.Therefore,it is imperative to find a scientific mathematical modeling method to effectively explore and describe the impact of those potential variables as well as their interrelation.However,the relationship between these factors is complicated and difficult to measure quantitatively.An analysis of latent variables in structural equation modeling will be well suited for the electricity market by combining the methods of factor analysis and path analysis.And it can effectively quantify the factors that affect the efficiency,establish a quantitative relationship model in the process of electricity market practice between theoutput"andinput",realize furtherfeedback control"and provide a reference for electricity market design and development.Efficiency modeling based on structural equation modeling is proposed to provide an effective mathematical tool for the quantitative analysis in electricity market.Finally,the validity of this model is verified by the empirical analysis of a pilot electricity market in the northeast of China from 2004 to 2005.
引文
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[2]刘敦楠,陈雪青,何光宇,等.电力市场评价指标体系的原理和构建方法[J].电力系统自动化,2005,29(23):2-7.LIU Dunnan,CHEN Xueqing,HE Guangyu,et al.General principle and constitution process of evaluating indices system for electricity market[J].Automation of Electric Power Systems,2005,29(23):2-7.
[3]KARTHIKEYAN S P,RAGLEND I J,KOTHARI D P.Areview on market power in deregulated electricity market[J].International Journal of Electrical Power and Energy Systems,2013,48:139-147.
[4]崔璐.绿色证书交易市场效率评价指标体系与模型研究[D].北京:华北电力大学,2014.
[5]赵鸿图,朱治中,于尔铿.电力市场中需求响应市场与需求响应项目研究[J].电网技术,2010,34(5):146-153.ZHAO Hongtu,ZHU Zhizhong,YU Erkeng.Study on demand response markets and programs in electricity markets[J].Power System Technology,2010,34(5):146-153
[6]姜勇,李婷婷,王蓓蓓,等.美国需求响应参与PJM批发电力市场运行及对我国的启示(下)[J].电力需求侧管理,2015,17(1):62-64.JIANG Yong,LI Tingting,WANG Beibei,et al.The demand response to participate in the PJM wholesale electricity market operation and enlightenment to our country[J].Power Demand Side Management,2015,17(1):62-64.
[7]王锡凡,肖云鹏,王秀丽.新形势下电力系统供需互动问题研究及分析[J].中国电机工程学报,2014,34(29):5018-5028.WANG Xifan,XIAO Yunpeng,WANG Xiuli.Study and analysis on supply-demand interaction of power systems under new circumstances[J].Proceedings of the CSEE,2014,34(29):5018-5028.
[8]张粒子,黄仁辉.智能电网对电力市场发展模式的影响与展望[J].电力系统自动化,2010,34(8):5-8.ZHANG Lizi,HUANG Renhui.Effects of smart grid on electricity market development and prospects[J].Automation of Electric Power Systems,2010,34(8):5-8.
[9]王海宁.基于复杂系统多Agent建模的电力市场仿真技术研究[D].北京:中国电力科学研究院,2013.
[10]孙晶琪.基于复杂系统的电力市场有效竞争研究[D].北京:华北电力大学,2013.
[11]薛禹胜.电力市场稳定性与电力系统稳定性的相互影响[J].电力系统自动化,2002,26(21):1-6.XUE Yusheng.Interactions between power market stability and power system stability[J].Automation of Electric Power Systems,2002,26(21):1-6.
[12]QURESHI S M,KANG C W.Analysing the organizational factors of project complexity using structural equation modelling[J].International Journal of Project Management,2014,33(1):165-176
[13]周旭武.结构方程模型方法的实现与应用[D].大连:大连理工大学,2009.
[14]程诚.电力市场运营效率评价指标体系及评价方法研究[D].北京:华北电力大学,2011.
[15]白涛珍.结构方程模型在市场研究中的应用[D].昆明:云南大学,2004.