研究价格和数量都不确定的直购电力合同的谈判过程.在考虑实时市场风险的条件下,通过对效用函数的分析得到发电公司的合同供给曲线和大用户的合同需求曲线,并确定了合同的有效谈判区间,从而建立了合同数量和价格的谈判关系.然后构建合同动态谈判博弈模型并用逆向归纳法求解其均衡,分析均衡结果提出了增加实时市场透明度有利于提高整个电力市场效率的政策建议.最后通过算例说明研究的正确性和合理性.
This paper studies the bargaining process of the bilateral electricity contract with uncertain transaction capacity and price. Through analyzing utility functions, the paper educes the generation company's supply and consumer's demand curves of contract under the condition of considering the risk of spot market, thus finds the effective bargaining section, and establishes the relations between transaction capacity and price. Then, the paper constructs the dynamic bargaining model and solves it by the backward induction method. The result shows that increasing the transparency of power spot market can enhance the efficiency of the whole power market. In order to validate the research, a simulation for the actual market data is carried out.