考虑价格限制与差价合约的发电容量投资分析

发布时间：2018-01-20 13:49

本文关键词： 差价合约价格上限容量投资期权博弈电力市场　出处：《系统工程理论与实践》2014年09期 　论文类型：期刊论文

【摘要】：论文针对差价合约电力市场,在考虑价格上下限条件下构建期权博弈模型,探讨寡头发电商的容量投资策略;然后运用数值仿真方法,考察不同差价合约和价格上限条件下的发电容量投资阈值和最优容量选择,并在此基础上,基于发电机组负荷率和电力市场勒拉指数讨论有效差价合约.研究表明:1)差价合约电量比重较少时,差价合约电价对投资策略几乎没影响,而差价合约电价较高时,随差价合约电量比重的递增,投资阈值和最优容量会出现跳跃式下降;2)存在"既能保障有效的电力供给,又能确保实现较高市场效率"的有效差价合约.
[Abstract]:Aiming at the electricity market of the contract for difference, this paper constructs the option game model under the condition of the upper and lower limit of the price, and discusses the capacity investment strategy of the oligopoly generator. Then we use the numerical simulation method to study the investment threshold and optimal capacity selection of generation capacity under the conditions of different price difference contract and price upper limit, and on this basis. The effective contract for difference is discussed based on the load ratio of generator set and the Leila index of electricity market. The research shows that when the proportion of electricity quantity of contract for difference is small, the price of electricity for contract for difference has little effect on investment strategy. When the electricity price of the contract for difference is high, the investment threshold and the optimal capacity will drop by leaps and bounds with the increase of the proportion of the electricity quantity of the contract for difference. 2) there is an effective price difference contract which can guarantee both effective electricity supply and higher market efficiency.
【作者单位】：长沙理工大学经济与管理学院;
【基金】：国家自然科学基金(71271033,70971012) 教育部新世纪优秀人才支持计划(NCET-11-0978) 湖南省高校创新平台开放基金(13K057)
【分类号】：F406.72;F426.61
【正文快照】： i引言1997年以前,我国一直处于电力短缺状态中,发电商的容量投资严格地按国家的有关计划执行,因此发电企业几乎不存在投资决策问题.1997年至2002年,随着电力产业市场化改革的深入,我国出现了电力富裕与短缺并存的局面,容量投资问题开始被发电企业所重视,尤其是2002年末我国实

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