研究了电力市场中发电期权交易对发电能力为随机变量的2个发电公司的决策和利润的影响。分别考虑了存在发电期权交易和不存在发电期权交易的2种情况,给出了2种情况下发电公司的最优决策模型。证明了存在发电期权交易情况下的发电公司决策存在Nash均衡点,发电公司可获得更大的期望利润,并给出了发电期权交易价格区间。算例说明发电公司在一级市场中购买的发电期权数量是二级市场中期权交易价格的增函数,并且发电公司存在最大的利润期望值。
The influence of the trade of generation options on the strategy and profit of two power plants with random power generation capacities is studied. Two different situations with and without the trade of generation options are considered. The optimal strategy models of the power plant in these situations are established. It is proved that there should be Nash equilibriums with the trade of generation options, and the power plant Can obtain higher profit expectation. The range of the trade price of the generation options is also given. The example shows that the number of option bought in the primary market increases with the trade price in the secondary market, and there exits the highest profit expectation for the power plant.