| 电力中长期市场的双侧竞价机制设计 |
| Design of bilateral bidding mechanism for medium and long-term electricity market |
| 摘要点击 65 全文点击 0 投稿时间：2023-02-22 修订日期：2024-05-13 |
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| 中文关键词 电力中长期市场；双侧竞价；VCG机制；参考价 |
| 英文关键词 medium and long-term electricity market; bilateral bidding; VCG mechanism; reference price |
| 基金项目 国家电网有限公司科技资助项目(1400-202099523A-0-0-00) |
| 作者 | 单位 | 邮编 | | 俞耀文 | 华中科技大学人工智能与自动化学院 | 430074 | | 陆宏智 | 华中科技大学人工智能与自动化学院 | | | 赵勇 | 华中科技大学人工智能与自动化学院 | 430074 | | 黄成 | 国网江苏省电力有限公司电力科学研究院 | |
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| 中文摘要 |
| 为了尽力消除市场力的影响, 探讨电力中长期市场的机制设计问题. 针对原Vickrey-Clarke-Groves (VCG) 机制在双侧竞价时预算不平衡的缺陷, 提出了一种基于参考价出清的VCG (Reference Price Clearing Based Vickrey-Clarke-Groves, RPCBV) 机制. 证明了RPCBV机制满足个体理性、激励相容性和 (正) 预算平衡性; 且在大数据和重复竞价情况下, 当成员报价和参考价选取分别满足适当要求和规则时, 其损失的社会福利是有限或可控的. 此外, RPCBV机制的计算量相比于原VCG机制减少了近一半. 数值仿真表明RPCBV机制对于电力中长期市场的双侧竞价是有效的和可实施的, 且进一步阐释了该交易机制的内涵和应用. |
| 英文摘要 |
| To eliminate the impacts of market power as much as possible, the mechanism design of medium and long-term electricity markets is studied. To overcome the drawback of budget deficit in the original Vickrey-Clarke-Groves (VCG) mechanism for bilateral bidding, a Reference Price Clearing Based Vickrey-Clarke-Groves (RPCBV) mechanism is proposed. The RPCBV mechanism has been proven to satisfy individual rationality, incentive compatibility, and (positive) budget balance. Moreover, under the situation of big data and repeated biddings, the loss of social welfare is limited or controllable when the participants’ prices and the selection of the reference price satisfy proper requirements and rules, respectively. Furthermore, the computational requirement of our RPCBV mechanism is reduced to nearly half of the original VCG mechanism. Numerical simulations demonstrate that the RPCBV mechanism is effective and implementable for the medium and long-term electricity market with bilateral bidding. The meaning and application of our mechanism are also illustrated. |
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