双边合同对电力市场价格波动的影响

2010 IEEE International Conference on Industrial Engineering and Engineering Management Pub Date : 2010-12-23 DOI:10.1109/IEEM.2010.5674290

Guanli Wang, Hui-Chih Hung

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引用次数: 1

摘要

电力行业放松管制的一个明显后果是市场出清价格(MCP)的波动性。在本文中，我们使用方差来衡量这种价格波动，并提出了供给函数均衡和古诺模型来表征双边合同对MCP方差的影响。结果表明，双边契约降低了MCP的方差。最后，以新加坡电力市场为例进行了数值研究。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Impact of bilateral contracts on the price volatility in the electricity market

One of the evident consequences of the deregulation in electricity industry is the volatility of market clearing prices (MCP). In this paper, we use variance to measure this price volatility and propose supply function equilibria and Cournot models to characterize the impact of bilateral contracts on the variance of MCP. As the result, we show that bilateral contracts reduce the variance of MCP. Finally, a numerical study based on Singapore electricity market to support our models is presented.

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2010 IEEE International Conference on Industrial Engineering and Engineering Management

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