基于灰色理论的发电厂商竞价策略研究
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摘要
我国电力市场现阶段只开放发电侧,其电力市场的主要特征为:不完全信息下的寡头垄断竞争市场。在这样的电力市场下,发电厂商如何通过策略性竞价来取得更多的利润,同时也能最大限度地规避风险,正是这篇论文的研究目标,为了能够实现这一目标,文中采用以下方法:
1.发电厂商用Cournot博弈模型,应用系统云灰色模型SCGM(1,h)来预测其它发电厂商的发电量。
2.在建立Cournot博弈模型,计及期货合约电量,应用系统云灰色的马尔柯夫模型对期货合约市场中的价格进行预测时,应用灰色模型GM(1,1)对发电厂商发电量进行预测。
3.由于在信息不完全的电力市场中,发电厂商基于博弈论的均衡点分析法不适于构造其竞价的最优策略。应用微增响应猜测法构造其竞价的最优策略,应用多因子灰色MGM~p(1,n)优化模型对其它竞价厂商发电量变化的总响应Vi进行预测。
4.通过微分方程法获得最优竞价策略的数学模型,并分析了在不同市场状况以及不同市场信息量的情况下,竞价策略的具体方案,应用基于级差格式的灰色logistic模型对竞价曲线参数β进行预测。
5.根据电力期货定价模型,应用新型的灰色马尔柯夫模型预测燃料价格;应用改进的verhulst灰色模型预测电力负荷,并用线性回归方法确定两者之间的关系。
上述方法中,将竞价策略模型与期货合约,灰色模型结合在一起组成发电厂商的竞价策略。应用灰色模型预测是适应我国现阶段电力市场不完全信息竞价特点,提高预测精度。根据预测值,进行竞价,可以规避在竞价时的风险,获得更多的利润。
通过实例应用表明上述方法是有效的和可行的,比原来的竞价策略更适合在不完全信息的寡头垄断市场下发电厂商的竞价所需。
The electrical power market in our country is open only to generate electricity side and oligarch competitive market with incompleteness information is its main character.This paper pays much attention on both how to policy bid for contest price to gain more profit and how to evade risk during the period of running electric power market like this. The knowledge and the methods in this paper are as following:
1. The generation companies forecast the electricity quantity of other generation companies based on Cournot Game model and System Cloud Grey Model SCGM(1,h).
2. The generation companies forecast their own electricity quantity using Grey Model GM(1,1) and at the same time forecast the power price in Future Contract Agreement Market based on System Cloud Grey Markov Model.
3. Game theory’s equipoise spot analytical method is not suitable for constructing better strategy of contest price because of electric market with incomplete information.So Conjectural Variation Method is used to construct better strategy of contest price and Multifactor Grey MGM~p(1,n)model optimized is used to forecast the general response Vi for contesting price of electricity quantity in other generation companies.
4. The project of Competitive Bidding Strategies is analyzed under different market status and different market information based on the differential equation gained from the math model of furthest Competitive Bidding Strategies. And the contest price curve parameterβis forecasted applying Grey logistic Model.
5. Fuel prices are forecasted based on new dimension Cloud Grey Markov Model and electrical burthen is forecasted applying improved verhulst Grey Model. And then the relation between above models is analyzed using linearity regress method. As above,the contest price strategy of generation companies is composed of Competitive Bidding Strategies model, Future Contract and Grey Model. The result shows that forecasting on power price is fit of the contest price character with incomplete information in present Chinese electricity market and is also exact. The generation companies can gain more profit and avoid more risk if their price-making
1.发电厂商用Cournot博弈模型,应用系统云灰色模型SCGM(1,h)来预测其它发电厂商的发电量。
2.在建立Cournot博弈模型,计及期货合约电量,应用系统云灰色的马尔柯夫模型对期货合约市场中的价格进行预测时,应用灰色模型GM(1,1)对发电厂商发电量进行预测。
3.由于在信息不完全的电力市场中,发电厂商基于博弈论的均衡点分析法不适于构造其竞价的最优策略。应用微增响应猜测法构造其竞价的最优策略,应用多因子灰色MGM~p(1,n)优化模型对其它竞价厂商发电量变化的总响应Vi进行预测。
4.通过微分方程法获得最优竞价策略的数学模型,并分析了在不同市场状况以及不同市场信息量的情况下,竞价策略的具体方案,应用基于级差格式的灰色logistic模型对竞价曲线参数β进行预测。
5.根据电力期货定价模型,应用新型的灰色马尔柯夫模型预测燃料价格;应用改进的verhulst灰色模型预测电力负荷,并用线性回归方法确定两者之间的关系。
上述方法中,将竞价策略模型与期货合约,灰色模型结合在一起组成发电厂商的竞价策略。应用灰色模型预测是适应我国现阶段电力市场不完全信息竞价特点,提高预测精度。根据预测值,进行竞价,可以规避在竞价时的风险,获得更多的利润。
通过实例应用表明上述方法是有效的和可行的,比原来的竞价策略更适合在不完全信息的寡头垄断市场下发电厂商的竞价所需。
The electrical power market in our country is open only to generate electricity side and oligarch competitive market with incompleteness information is its main character.This paper pays much attention on both how to policy bid for contest price to gain more profit and how to evade risk during the period of running electric power market like this. The knowledge and the methods in this paper are as following:
1. The generation companies forecast the electricity quantity of other generation companies based on Cournot Game model and System Cloud Grey Model SCGM(1,h).
2. The generation companies forecast their own electricity quantity using Grey Model GM(1,1) and at the same time forecast the power price in Future Contract Agreement Market based on System Cloud Grey Markov Model.
3. Game theory’s equipoise spot analytical method is not suitable for constructing better strategy of contest price because of electric market with incomplete information.So Conjectural Variation Method is used to construct better strategy of contest price and Multifactor Grey MGM~p(1,n)model optimized is used to forecast the general response Vi for contesting price of electricity quantity in other generation companies.
4. The project of Competitive Bidding Strategies is analyzed under different market status and different market information based on the differential equation gained from the math model of furthest Competitive Bidding Strategies. And the contest price curve parameterβis forecasted applying Grey logistic Model.
5. Fuel prices are forecasted based on new dimension Cloud Grey Markov Model and electrical burthen is forecasted applying improved verhulst Grey Model. And then the relation between above models is analyzed using linearity regress method. As above,the contest price strategy of generation companies is composed of Competitive Bidding Strategies model, Future Contract and Grey Model. The result shows that forecasting on power price is fit of the contest price character with incomplete information in present Chinese electricity market and is also exact. The generation companies can gain more profit and avoid more risk if their price-making
引文
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