竞争容量市场中容量欺骗策略的风险分析

D. Feng, Zhao Xu
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引用次数: 3

摘要

容量市场为电力供应商提供了额外的收入来源。在产能-能源组合市场环境下,供应商有动机在产能市场上故意提供超额产能,而在能源和辅助市场上出价很高,以避免运营。本文分析了这种产能过剩行为的风险和收益,提出了一种防止产能过剩行为的不可操作惩罚水平的计算方法。研究发现,有效惩罚水平与供应商利润流的随机特征和风险态度高度相关。分析发现,两类供应商存在较大的产能欺骗行为可能性。本文的研究方法和结果对于规范参与者的不当行为和提高产能-能源市场环境下的运行安全性具有潜在的实用价值。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Risk analysis of volume cheat strategy in a competitive capacity market
Capacity market provides additional revenue stream for the power suppliers. In a capacity-energy combined market environment, suppliers have incentives to deliberately over-offer their capacities in the capacity market while bid very high price in the energy and ancillary markets to avoid operation. This paper analyzes the risks and profits of this capacity-over-offer behavior, and develops a method for computing non-operable penalty level which can prevent the capacity-over-offer behavior. It is found that the effective penalty level is highly correlated with the stochastic characteristics of the supplier's profit streams and attitudes towards risk. Two types of suppliers are identified with high potential of capacity cheating behavior in the analysis. The methodology and the results are potentially useful for regulating participants' misbehaviors and enhancing the operation security in a capacity-energy market environment.
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