| 考虑价格风险管理的电力中长期竞价机制设计 |
| Design of medium and long-term electricity bidding mechanism considering price risk management |
| 摘要点击 26 全文点击 0 投稿时间：2022-05-24 修订日期：2024-03-04 |
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| 中文关键词 电力中长期市场; 成本风险; 激励相容; 个人理性 |
| 英文关键词 medium and long-term electricity market; cost risk; incentive compatibility; individual rationality |
| 基金项目 国家自然科学基金项目（71673034） |
| 作者 | 单位 | 邮编 | | 高天华 | 重庆大学经济与工商管理学院 | 400044 | | 蒲勇健 | 重庆大学经济与工商管理学院 | |
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| 中文摘要 |
| 在电力中长期交易中，为探讨价格风险的管理方法，本文采用机制设计的研究范式，探讨中长期市场竞价机制的三个规则，以弥补当前固定浮动比例机制的不足，结果表明：1）新机制的支付规则可动态调整电价的浮动比例，能将电价管控在一定范围，并降低用户购电成本；2）新机制将促使发电商客观估计自身成本，报出最可能的成本类型，以反映出最真实的风险补偿需求；3）新机制能减轻发电商面临的风险，发电商获得的租金随边际成本上限和风险规避系数的增加而增加，监管部门可通过两者调节机制给予发电商的风险溢金，总之，本文认为监管部门应动态调整电价的浮动比例来管理风险，并激励发电商报出真实的风险补偿需求。 |
| 英文摘要 |
| In order to discuss the price risk management in the medium and long-term electricity trading, this paper discusses three rules of bidding mechanism with the research paradigm of mechanism design, which make up for the shortcomings of current fixed floating ratio pricing. The result shows that: 1) The payment rules of the new mechanism can dynamically adjust the floating ratio of electricity price, control the price within a certain range, and reduce the purchase cost for users. 2) The new mechanism can urge power producers to objectively estimate their own costs and report their most likely cost types, so as to reflect the most real risk compensation needs. 3) The new mechanism can mitigate the risks faced by power producers, the rent obtained by power producers increases with the increase of marginal cost ceiling and risk aversion coefficient. The regulators can adjust risk premium through the both parameters. In conclusion, this paper argues that regulators should dynamically adjust the floating ratio of electricity price to manage risk and incentivize power producers to report their real risk compensation needs. |
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