摘要
根据我国电力市场的总体改革方案，“统一调度、统一交易、统一结算”的区域电力市场将成为发展的重点。建立统一的区域电力市场，有利于区域电力资源的优化配置，使得电力建设与环境保护相协调，促进电力工业可持续发展。
为了确保区域电力市场的稳定运行，需要解决许多公共成本的公平分摊问题，如网损的分摊、发电机启动费用的分摊、市场结算盈余的分摊等。这些公共成本都具有不可解耦的特性，即公共成本的产生与具体的负荷(或发电机)之间并不存在一一对应的关系。因此，电力市场公共成本的公平分摊问题一直是一个有待解决的难点问题。
另外，电价是区域电力市场的核心问题之一，研究电价问题无论是对于加强市场监管，还是对于保证市场稳定运行都具有非常重要的理论和现实意义。在“厂网分开、竞价上网”的市场发展阶段，发电商之间的非合作博弈行为确定了电价。因此，研究竞价博弈行为对电价走势的影响是十分必要的。
本文的主要工作分为两个部分：1．成本分摊理论在电力市场中的应用研究，包括网损的分摊研究，发电机启动费用的分摊研究和联营电力市场结算盈余的分摊研究；2．竞价博弈方法在电力市场中的应用研究，包括电力市场竞价博弈实验的方案设计与结果分析和考虑市场力的短、中、长期电价预测。
第一，提出了一种基于Shapley值的网损分摊新方法。这种方法根据每个交易加入交易联盟后给交易联盟带来的边际网损大小来分摊网损。该网损分摊方法平等地对待所有可能的交易加入次序，并且考虑了所有可能存在的包含该交易在内的交易联盟，因此能够被各市场成员视为公平。另外，这种网损分摊方法能保证收支完全平衡，并且能够向各交易提供适当的经济激励信号，促进电力负荷的合理分布，从而降低系统的总网损。
第二，尝试运用基于合作博弈的成本分摊理论来分摊机组启动费用。文中将核的概念引入机组启动费用的分摊，结合具体算例研究了分摊的合理性和公平性，并对核的存在性进行了讨论。文中首次提出根据各负荷引发的机组启动费用责任大小来分摊机组启动费用的原则，分别利用核仁法和Shapley值对机组启动费用进行分摊。然后在比较分摊结果的基础上，分析了这两种分摊法的特点和适用范围，并指出了两者的优缺点。此外，文中对机组空载费用的分摊问题也进行
了有益的探索。最后，运用分时段分摊法和整体分摊法分别分摊多时段的机组启
动费用，并对比研究了两者的分摊结果。
第三，在理论上阐述了联营电力市场结算盈余产生的根本原因，然后尝试应
用成本分摊理论来分摊网损结算盈余。文中结合具体算例讨论了网损结算盈余分
摊的核的存在性问题。在对网损结算盈余函数特性进行分析的基础上，指出了应
用Aumann一ShaPley分摊法的不适性和核仁法的局限性。文中提出使用shaPley
值法来分摊网损结算盈余。这种方法分摊原理公平，计算方法简便，收支完全平
衡，分摊结果合理且容易被各市场成员接受，是一种比较好的网损结算盈余分摊
方法。
第四，竞价博弈实验在检验和发展电力市场理论方面具有重要意义。文中设
计了一个模拟的电力市场环境，运用Nash均衡理论，对不同类型发电商的报价
策略进行了研究，得出了一些有价值的结论。特别地，文中对竞价博弈实验的方
案设计进行了详述，并针对实验暴露出来的问题提出了改进方案，且在随后的实
验中加以检验。实验结果表明，文中提出的实验方案是基本合理的。
第五，旨在开发能够适用于浙江电力市场的短期、中期和长期电价预测方法
和软件。文中分别介绍了采用BP神经网络模型和线性回归模型来进行电价预测
的方法和结果。方法的突出特点是在预测模型中引入了一个衡量市场力的新指标
一发电容量必须运行率(州眼R)，从而充分考虑了市场力对电价的影响，提高了
电价预测的精度，特别是增强了短期预测模型对最高限价的预测能力。文中对
MRR指标进行了简单的介绍。此外，针对电价预测的不同特点，文中对预测模型
和预测变量的选择理由进行了详尽的探讨，并提出了自己的观点。基于浙江电力
市场实际运行数据的初步预测结果表明:所提预测模型是适用的，选择的预测输
入变量是恰当的，电价预测的精度能够满足电力市场实际运行的需要。
The recent general reform order of State Electricity Regulation Council states that regional electricity market be formed based on the concepts of "single dispatch, single market, and single settlement". The consensus is that a unified regional electricity market would be beneficial to the optimal deployment of power resources and optimal coordination of power construction and environment protection, which is important for promoting the sustainable development of power industry.
To ensure the stable operation of region electricity market, many problems concerning equitable allocation of common costs must be solved, such as allocation of transmission losses, allocation of unit start-up costs and allocation of merchandise surpluses and so on. These common costs have inseparable characteristic, namely we can not identify which load (unit) should be responsible for which part of common costs. For this reason, the equitable allocation of common costs is a difficult problem puzzling researchers and engineers.
Besides, electricity price is one of the key issues of regional electricity market. To strengthen market supervision and ensure market stability, it is meaningful to deepen the study of electricity prices. Empirical evidences show that electricity prices are influenced by the strategic behaviors of generation companies. Hence study on the influences of strategic behaviors on electricity price is of much interest.
This dissertation can be divided into two parts. The first part reports the application study of cost allocation theory in electricity market, including allocation of transmission losses, allocation of unit start-up costs and allocation of merchandise surpluses. The second part concerns the application study of game theory in electricity market, including design and analysis of auction experiment for electricity market and electricity price short-term, medium-term and long-term forecasting with consideration to market power.
First, a Shapley Value-based method for allocation of transmission losses is proposed. Using this method each transaction is allotted a value equal to its expected incremental losses that the transaction occurs by joining the coalition. This method
weights all joining orderings equally across all possible related coalitions, therefore impartial participants would consider fair. Besides, this method can satisfy the break-even requirement and provide appropriate economical signals to transactions, which can promote the rational distribution of power demands to reduce total system losses.
Secondly, cooperative game theory is applied to allocating unit start-up costs among loads. First, the concept of core allocation is introduced. Using a numerical example, the equity and rationality of allocation methods are discussed. Then the existence conditions of core allocation are studied. Based on the concepts of nucleolus and Shapley Value, the start-up costs in an operating single period are allotted to each load. The advantages and shortcomings of the two methods are examined. The allocation of unit no-load costs is also studied. Finally, multi-period startup cost allocation problem is studied, and two methods are suggested, In the first method, multi-period startup cost is allocated based on the allocation outcome of single-period allocation, while in the second method multi-period startup cost of a trading day is allocated as a whole. The allocation results are compared.
Thirdly, the source of merchandise surplus in a pool-based market is introduced in brief. Then an attempt to allot merchandise surplus based on cost allocation theory is described. Through an example, the existence condition of core for allocation of merchandise surplus is discussed. After analysis on characteristic of merchandise surplus function, inapplicability of Aumann-Shapley allocation method and limitation of nucleolus allocation method are indicated. A Shapley Value-based allocation method is proposed. This method treats each load equally with easy calculation and can satisfy the break-even requir
引文
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