CN110033319A - Clear collusion suppressing method and device are dissolved at random based on main market players's risk aversion - Google Patents
Clear collusion suppressing method and device are dissolved at random based on main market players's risk aversion Download PDFInfo
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Abstract
The invention discloses a kind of to dissolve clear collusion suppressing method and device based on main market players's risk aversion at random, wherein method includes: the first stage, obtains preliminary conclusion of the business result by the quotation of normal flow tissue and trade matching in Long-term Market with both sides' main body.Second stage is divided the bid to falling in ceiling price section, the trade matching that the historical quotes situation based on each main body is randomized to Generation Side quotation.Phase III, the mode for electricity demand, the random delisted distribution of the marketization is reported to trade using hair both sides for the supplement power demand of buyer's main body, the seller is with the clearing of first stage market margin price, buyer paid has a degree of floating compared with first stage price, and gained price difference expense is used to reward the positive transaction electricity consumption main body big in the first two stage trading volume.This method may advantageously facilitate market sufficient competition, guarantee the operational efficiency of Long-term Market, and strong applicability, operability are good, supervision is at low cost, simple easily to realize.
Description
Technical field
The present invention relates to electricity market technical field, in particular to a kind of dissolving at random based on main market players's risk aversion
Clear collusion suppressing method.
Background technique
Currently, whole nation major part provinces and regions have all started power system reform process, most provinces and regions have opened medium-term and long-term
Reform route map has also been write into for power spot market is built in electricity transaction, part provinces and regions.
Existing medium and long-term transaction mode is generally divided into two kinds, i.e. Bilateral contracts transaction and concentration trade at competitive price, Qian Zheyou
Main market players's voluntarily transaction signing two-by-two, the latter are traded as unit of annual or monthly by trade center organization of unity,
It is also divided into bring together out according to clear mode out and goes out clear both of which with limit clearly.
In current in the practical operation of long-term electricity transaction, some contradictions are gradually exposed.It is long such as in Yunnan
In phase electricity market, the big several main bodys of the market share knowingly carry out tacit collusion, are changed with less trading volume loss
Take a large amount of price increase bring superprofits.In response to this, electricity consumption side main market players market price mistake in order to prevent
Height can also form alliance and declare lower price, so that market clearing price be made to return to relatively reasonable level.But it is this
Hair is bilateral to form the case where tacit alliance carries out collusion, will lead to the medium-term and long-term extensive atrophy for concentrating trade at competitive price amount,
It causes the fluctuation of Long-term Market cleaing price and increases the uncertainty measured clearly out, further increase and supplement market a few days ago
Trading volume and unstable degree finally have an adverse effect to Long-term Market transaction.
The case where for market collusion, a large amount of research has also been made in academia, produces a series of analyses for collusion
With Mechanism Design Theory.This method based on main market players for the detest characteristic and induced compatible mechanism design theory of risk,
It devises and a set of concentrates auction market by dissolving clear amount at random to inhibit the side of main market players's collusion for medium-term and long-term electricity
Method.
Summary of the invention
The present invention is directed to solve at least some of the technical problems in related technologies.
For this purpose, dissolving clear collusion at random based on main market players's risk aversion an object of the present invention is to provide a kind of
Suppressing method, this method may advantageously facilitate market sufficient competition, guarantee that the operational efficiency of Long-term Market, strong applicability can be grasped
The property made is good, supervision is at low cost, simple easily to realize.
It is another object of the present invention to propose a kind of to dissolve the suppression of clear collusion at random based on main market players's risk aversion
Device processed.
In order to achieve the above objectives, one aspect of the present invention embodiment proposes a kind of based on the random of main market players's risk aversion
Dissolve clear collusion suppressing method, comprising the following steps: obtain each main body and declare the middle quotation and report amount for concentrating trade matching；?
After carrying out first stage market trade matching, cleaing price is brought in acquisition market together and each main body first stage goes out clear amount；According to
One stage market trade matching result offers to Generation Side and carries out price range division；Carrying out second stage randomization distribution
In the process, randomization distribution is carried out based on historical quotes to the object of brining together for the correspondence power generation main body for falling in ceiling price section；
Progress phase III supplement hair electricity demanding is declared and deviation examination electricity price calculates, and is carried out phase III randomization and matched
Delisted process of exchange；Market electricity consumption main body deviation examination surplus will be supplemented the phase III and be awarded to exchange hand in the first stage
High positive transaction electricity consumption main body；Summarize each main market players in three phases as a result, obtaining final market transaction results and tying
It calculates.
The embodiment of the present invention dissolves clear collusion suppressing method based on main market players's risk aversion at random, is based on market master
The risk aversion characteristic and induced compatible mechanism design theory of body efficiently solve medium-term and long-term electricity and concentrate in auction market
Big share main body collusion influences the problem of market effective operation, meets the principle of compatible incentives, effectively attenuates hair side city
The phenomenon that field main body collusion, to may advantageously facilitate market sufficient competition, guarantee the operational efficiency of Long-term Market, applicability
By force, operability is good, supervision is at low cost, simple easily to realize.
In addition, according to the above embodiment of the present invention dissolve clear collusion inhibition side based on main market players's risk aversion at random
Method can also have following additional technical characteristic:
Further, in one embodiment of the invention, wherein
Each power generation main body i's draws up clear amount are as follows:
Each electricity consumption main body m's draws up clear amount are as follows:
Wherein, BS0Indicate the conclusion of the business section set of power generation main body, BD0Indicate the conclusion of the business section set of electricity consumption main body
Wherein, marginal price λ is brought together0, each power generation main body draw up clear amount Qi S0, the conclusion of the business of each section of Generation Bidding in Electricity Market bring price together
It is measured clearly with going outElectricity consumption main body goes out clear amountEach section of electricity consumption quotation strikes a bargain and brings price togetherIt is measured clearly with going out
Further, in one embodiment of the invention, described in carrying out second stage randomization assigning process, it is right
The object of brining together for falling in the correspondence power generation main body in ceiling price section carries out randomization distribution based on historical quotes, further wraps
It includes: according to the historical quotes situation of each power generation main body iCalculate its contribution to the history of rate μi, and obtained based on contribution to the history of rate
It is randomized contribution rate ηi, according to the total power generation that randomization contribution rate and second stage are to be allocated, randomization distribution is carried out, is obtained
It obtains each power generation main body and matches clear amountIt is measured clearly with going out for electricity consumption main bodyAnd corresponding cleaing price.
It is further, in one embodiment of the invention, described in carrying out second stage randomization assigning process,
In, calculate the N for participating in being randomly assignedS2The historical average price of a T phase in main body past
Wherein, BS2To participate in the power generation main body set being randomly assigned,For the historical quotes situation of each power generation main body i；
Based on the historical quotes situation of T phase in each main body past, its historical price contribution rate η is calculatedi,
To each main body historical price contribution rate μiRandomization is carried out, randomization contribution to the history of rate η is obtainedi,
Wherein, ρ0For randomization parameter；
To randomization contribution to the history of rate ηiIt is normalized,
Electricity total amount to be allocated in k-th price range are as follows:
It is rightIt goes out clear amountAre as follows:
Wherein, qi,fBased on f sections of i declare electricity, wherein f sections are the segment number for participating in being randomly assigned.
Further, in one embodiment of the invention, wherein for whole market, total conclusion of the business in the first and second stage
Amount is respectively QD1With QD2, there is exchange hand ratio νD:
Deviation examines price λD3Are as follows:
Wherein,For deviation punishment parameter, λ0For the cleaing price in trade at competitive price stage long-term in routine,For
New electrical demand, m are electricity consumption main body, υ0Reasonably to refer to conclusion of the business ratio.
In order to achieve the above objectives, another aspect of the present invention embodiment propose it is a kind of based on main market players's risk aversion with
Machine dissolves clear collusion and inhibits device, comprising: first obtains module, declares the middle report for concentrating trade matching for obtaining each main body
Valence and report amount；Second obtains module, brings cleaing price together for after carrying out first stage market trade matching, obtaining market
Go out clear amount with each main body first stage；Division module, for being offered according to first stage market trade matching result to Generation Side
Carry out price range division；Distribution module, in carrying out second stage randomization assigning process, to falling in ceiling price
The object of brining together of the correspondence power generation main body in section carries out randomization distribution based on historical quotes；Computing module, for carrying out third
Stage supplement hair electricity demanding is declared and deviation examination electricity price calculates, and is carried out phase III randomization and matched delisted transaction
Process；Reward module, for will supplement the phase III market electricity consumption main body deviation examination surplus be awarded in the first stage at
High positive transaction electricity consumption main body is measured in friendship；Summarizing module, for summarizing each main market players in three phases as a result, obtaining most
Whole marketing result is simultaneously settled accounts.
The clear collusion that dissolves at random based on main market players's risk aversion of the embodiment of the present invention inhibits device, is based on market master
The risk aversion characteristic and induced compatible mechanism design theory of body efficiently solve medium-term and long-term electricity and concentrate in auction market
Big share main body collusion influences the problem of market effective operation, meets the principle of compatible incentives, effectively attenuates hair side city
The phenomenon that field main body collusion, to may advantageously facilitate market sufficient competition, guarantee the operational efficiency of Long-term Market, applicability
By force, operability is good, supervision is at low cost, simple easily to realize.
In addition, the clear collusion that dissolves at random according to the above embodiment of the present invention based on main market players's risk aversion inhibits dress
Following additional technical characteristic can also be had by setting:
Further, in one embodiment of the invention, wherein each power generation main body i's draws up clear amount are as follows:
Each electricity consumption main body m's draws up clear amount are as follows:
Wherein, BS0Indicate the conclusion of the business section set of power generation main body, BD0Indicate the conclusion of the business section set of electricity consumption main body,
Wherein, marginal price λ is brought together0, each power generation main body draw up clear amountPrice is brought in each section of Generation Bidding in Electricity Market conclusion of the business togetherIt is measured clearly with going outElectricity consumption main body goes out clear amountEach section of electricity consumption quotation strikes a bargain and brings price togetherIt is measured clearly with going out
Further, in one embodiment of the invention, the distribution module is further used for being led according to each power generation
The historical quotes situation of body iCalculate its contribution to the history of rate μi, and randomization contribution rate η is obtained based on contribution to the history of ratei, root
According to the total power generation that randomization contribution rate and second stage are to be allocated, randomization distribution is carried out, each power generation main body is obtained and matches
Clear amountIt is measured clearly with going out for electricity consumption main bodyAnd corresponding cleaing price.
It is further, in one embodiment of the invention, described in carrying out second stage randomization assigning process,
In,
Calculate the N for participating in being randomly assignedS2The historical average price of a T phase in main body past
Wherein, BS2To participate in the power generation main body set being randomly assigned,For the historical quotes situation of each power generation main body i；
Based on the historical quotes situation of T phase in each main body past, its historical price contribution rate η is calculatedi,
To each main body historical price contribution rate μiRandomization is carried out, randomization contribution to the history of rate η is obtainedi,
Wherein, ρ0For randomization parameter；
To randomization contribution to the history of rate ηiIt is normalized,
Electricity total amount to be allocated in k-th price range are as follows:
It is rightIt goes out clear amountAre as follows:
Wherein, qi,fBased on f sections of i declare electricity, wherein f sections are the segment number for participating in being randomly assigned.
Further, in one embodiment of the invention, wherein for whole market, total conclusion of the business in the first and second stage
Amount is respectively QD1With QD2, there is exchange hand ratio νD:
Deviation examines price λD3Are as follows:
Wherein,For deviation punishment parameter, λ0For the cleaing price in trade at competitive price stage long-term in routine,For
New electrical demand, m are electricity consumption main body, υ0Reasonably to refer to conclusion of the business ratio.
The additional aspect of the present invention and advantage will be set forth in part in the description, and will partially become from the following description
Obviously, or practice through the invention is recognized.
Detailed description of the invention
Above-mentioned and/or additional aspect and advantage of the invention will become from the following description of the accompanying drawings of embodiments
Obviously and it is readily appreciated that, in which:
Fig. 1 is to dissolve clear collusion suppressing method at random based on main market players's risk aversion according to the embodiment of the present invention
Flow chart；
Fig. 2 is to dissolve clear collusion inhibition side at random based on main market players's risk aversion according to one embodiment of the invention
The flow chart of method；
Fig. 3 is to inhibit device according to the clear collusion that dissolves at random based on main market players's risk aversion of the embodiment of the present invention
Structural schematic diagram.
Specific embodiment
The embodiment of the present invention is described below in detail, examples of the embodiments are shown in the accompanying drawings, wherein from beginning to end
Same or similar label indicates same or similar element or element with the same or similar functions.Below with reference to
The embodiment of attached drawing description is exemplary, it is intended to is used to explain the present invention, and is not considered as limiting the invention.
The dissolving at random based on main market players's risk aversion proposed according to embodiments of the present invention is described with reference to the accompanying drawings
Clear collusion suppressing method and device, describe to propose according to embodiments of the present invention first with reference to the accompanying drawings based on main market players's wind
That nearly detests dissolves clear collusion suppressing method at random.
Fig. 1 is that one embodiment of the invention based on main market players's risk aversion dissolves clear collusion suppressing method at random
Flow chart.
As shown in Figure 1, should based on main market players's risk aversion dissolve clear collusion suppressing method at random the following steps are included:
In step s101, it obtains each main body and declares the middle quotation and report amount for concentrating trade matching.
It is understood that medium-term and long-term electricity concentrates the final transaction results of auction market to be determined by three phases: including
First to phase III.As shown in Fig. 2, the first stage is referred to as in routine the long-term trade at competitive price stage, in the first rank
Section, each main body declare the medium-term and long-term quotation and report amount for concentrating trade matching, i.e. power generation main body and electricity consumption main body submits electricity respectively
Supply quotation and Request for Quotation.
Specifically, firstly, each main market players concentrates for a long time in brings together in market and submit a tender.Specifically, power generation master
Body i supply, which is submitted a tender, divides FSSection, every section of quotation include electricity and electric price parameter, i.e. Si,f(p, q) (wherein q is electricity, and p is electricity
Valence), electricity consumption main body m declares bid and divides FDSection, every section of quotation include electricity and electric price parameter, i.e. Dm,f(p, q) (wherein q is electricity
Amount, p is electricity price).
In step s 102, it after carrying out first stage market trade matching, obtains market and brings cleaing price and each master together
The body first stage goes out clear amount.
It is understood that as shown in Fig. 2, market routinely process carry out trade matching, obtain market bring out clear side together
Border price λ0And each power generation main body draws up clear amountAnd electricity consumption main body goes out clear amount
It concentrates going out for auction market clear specifically, carrying out long-term electricity in the first stage, is turned to social bonus maximum
Target considers electric system physical constraint, brings together the quotation section of hair both sides, settled accounts fruit out --- including scooping up
Close marginal price λ0, each power generation main body draw up clear amountPrice is brought in each section of Generation Bidding in Electricity Market conclusion of the business togetherIt is measured clearly with going out
Electricity consumption main body goes out clear amountEach section of electricity consumption quotation strikes a bargain and brings price togetherIt is measured clearly with going outThe set of exchange hand with
BS0And BD0It indicates, wherein BS0Indicate the conclusion of the business section set of power generation main body, BD0Indicate the conclusion of the business section set of electricity consumption main body.
Each power generation main body i's draws up clear amount are as follows:
Each electricity consumption main body m's draws up clear amount are as follows:
In step s 103, it is offered according to first stage market trade matching result to Generation Side and carries out price range stroke
Point.
It is understood that as shown in Fig. 2, second stage, dissolves settle accounts the fruit stage at random, according to generation side market main body
Quote situations, by Generation Side quotation from lowest price λSTo cleaing price λ0K sections of price ranges of equal part.
Specifically, Generation Side is offered from lowest price λ according to the quote situations of generation side market main bodySTo limit pinch
Close price λ0K sections of price ranges of equal part, specifically, k-th of price range is
The quotation section of power generation main body and electricity consumption main body for K-1 sections of price ranges before falling in is drawn up clear amount and is actually gone out
Clearly, it for falling in the quotation section of the power generation main body of k-th price range, carries out second stage and is randomly assigned.
Specifically, the power generation main body of K-1 sections of price ranges and the set of electricity consumption main body are respectively B before falling inS1And BD1, hair
Electric side really goes out clear amountReally go out clear amount with electricity consumption sideIt is respectively as follows:
Quotation section set for falling in the power generation main body and electricity consumption main body of k-th price range is respectively BS2(i, f) and
BD2(m, f), for simplicity the embodiment of the present invention assumes that at most only one is reported each main body in k-th price range
Valence section.
In step S104, in carrying out second stage randomization assigning process, to the correspondence for falling in ceiling price section
The object of brining together of power generation main body carries out randomization distribution based on historical quotes.
It is understood that corresponding to exchange hand according to phase to the main body for falling in ceiling price section (K sections of price ranges)
The historical quotes situation for closing main body carries out randomization distribution, to the quotation section of preceding K-1 sections of price range, by first stage situation
It strikes a bargain.
Specifically, this stage, according to the historical quotes situation of each power generation main body iCalculate its contribution to the history of rate μi,
And randomization contribution rate η is obtained based on contribution to the history of ratei, according to total power generation that randomization contribution rate and second stage are to be allocated
Amount, carries out randomization distribution, obtains each power generation main body and match clear amountIt is measured clearly with going out for electricity consumption main bodyAnd it corresponds to
Clear price.
Specifically, calculating the N for participating in being randomly assignedS2The historical average price of a T phase in main body past
Wherein, BS2To participate in the power generation main body set being randomly assigned,For the historical quotes situation of each power generation main body i
Based on the historical quotes situation of T phase in each main body past, its historical price contribution rate μ is calculatedi,
To each main body historical price contribution rate μiRandomization is carried out, randomization contribution to the history of rate η is obtainedi,
Wherein, ρ0For randomization parameter, numerical value is determined according to the collusion serious conditions of market clearing, can use under normal circumstances
0.5, collusion situation seriously can suitably increase.
To randomization contribution to the history of rate ηiIt is normalized,
And electricity total amount to be allocated in k-th price range are as follows:
Therefore, rightIt goes out clear amountAre as follows:
Wherein, qi,fBased on f sections of i declare electricity, wherein f sections are the segment number for participating in being randomly assigned.
The conclusion of the business sequence of specific hair double barreled quotation section are as follows: the cheapest Generation Bidding in Electricity Market section from k-th price range
Start, strikes a bargain with the highest electricity consumption quotation section of price in k-th price range, until exchange hand arrivesUntil, conclusion of the business it is each
Price is brought in section Generation Bidding in Electricity Market conclusion of the business togetherCorresponding to the electricity consumption side electricity to strike a bargain isEach section of electricity consumption quotation strikes a bargain and brings valence together
Lattice
In step s105, progress phase III supplement hair electricity demanding is declared and deviation examination electricity price calculates, and into
The randomization of row phase III matches delisted process of exchange.
It is understood that the phase III, supplements the trade market stage, by failing the long-term trade at competitive price stage in routine
The electricity consumption main body for meeting electricity consumption side demand submits power demand listed, and concluded price is that deviation examines price.It has a mind to delisted
Power generation main body provides the delisted upper limit, carries out randomization distribution to the result of power generation main body, concluded price is to bid for a long time in routine
The price of transaction.
Specifically, marketing mode takes electricity consumption side to list in this stage, the delisted randomization of Generation Side strikes a bargain
Mode.For not striking a bargain the electricity consumption main body m ∈ B of enough electricity in the first two stageD3, new electricity can be submitted in this stage
Amount demandPrice λ is examined with deviationD3Clearing.Deviation examination price is going out with the trade at competitive price stage long-term in routine
Clear price λ0On the basis of, according to the floating situation of the exchange hand ratio price determination of the first two-stage and phase III.Specifically,
For whole market, the total volume in the first and second stage is respectively QD1With QD2, there is exchange hand ratio νD:
Deviation examines price λD3Are as follows:
Wherein,λ can be generally set to depending on the collusion serious conditions of market for deviation punishment parameter00.3-
0.5；ν0Rationally to refer to conclusion of the business ratio, it can generally be set to 20% or less.
For being clearing price there is also the cleaing price that electricity supplies space and receives the long-term trade at competitive price stage in routine
The power generation main body i ∈ B of latticeS3, its volume space for having a mind to supply is provided
In step s 106, market electricity consumption main body deviation examination surplus will be supplemented the phase III to be awarded in the first stage
The high positive transaction electricity consumption main body of exchange hand.
Specifically, carrying out phase III randomization matches delisted process, if aggregate supply is greater than aggregate demand, it may be assumed that
Then electricity consumption side subject demands all meet, and acquisition matches clear amountGeneration Side is based on each main body
Power output maximum size use with S104 walk it is similar dissolve clearing method at random, acquisition matches clear amountIf aggregate supply
Less than aggregate demand, then the supply of Generation Side main body all meets, and acquisition matches clear amountElectricity consumption side subject demands
By pro rate is declared, acquisition matches clear amount:
Phase III supplements in market, and the electricity price of power generation main body is λ0, and the electricity price of electricity consumption main body is λD3, there is λD3≥λ0,
Therefore deviation examination surplus can be generatedIn order to encourage electricity consumption main body to offer according to the bona fide cost of oneself, string is reduced
Deviation examination surplus is awarded to and goes out clear positive transaction electricity consumption main body at high proportion in the first and second stage by scheme behavior, forIf it meets:
Then think that the main body is electricity consumption main body of actively trading, whereinTo expire with reference to asserting value, generally 95% or more
The collection that the main body of sufficient formula 15 is constituted is combined intoTo positive transaction electricity consumption main body, examined according to its exchange hand distribution deviation
Core surplus:
In step s 107, summarize each main market players in three phases as a result, obtaining final market transaction results and tying
It calculates.
Specifically, summarizing each main market players in three phases as a result, obtaining final market conclusion of the business result.
Specifically, the exchange hand of power generation main body i
Income are as follows:
The exchange hand of electricity consumption main body m
Total electricity bill are as follows:
To sum up, as shown in Fig. 2, the embodiment of the present invention concentrates big share main body collusion in auction market for medium-term and long-term electricity
The problem for influencing market effective operation is proposed based on their risk aversion characteristic and induced compatible mechanism design theory
It is a kind of to dissolve clear collusion suppressing method at random.This method respectively generated electricity with differentiation collusion side's income, raise electricity consumption collusion side use
Electricity price lattice are thinking, market are divided into three phases tissue: the first step, hair both sides main body presses normal stream in Long-term Market
The quotation of journey tissue and trade matching, obtain preliminary conclusion of the business result.Second step divides Generation Side quotation, to falling in most
Bid in high price section, the trade matching that the historical quotes situation based on each main body is randomized.Third step, for
The supplement power demand of buyer's main body, the mode using hair both sides report for electricity demand, the random delisted distribution of the marketization are handed over
Easily, the seller has a degree of floating, institute compared with first stage price with the clearing of first stage market margin price, buyer paid
It obtains price difference expense and is used to reward the positive transaction electricity consumption main body big in the first two stage trading volume.
Furthermore, by the above specific implementation step as it can be seen that the embodiment of the present invention has by triphasic market clearing
Effect inhibits the motivation of main market players's collusion.For generation side market main body, if it passes through raising intentionally, quotation is carried out
Collusion, then will face larger possible second and third stage of participation is randomized assigning process, itself going out clear amount cannot be guaranteed, to certainly
Body interests damage；It, will if it passes through intentionally forces down quotation progress collusion for the main market players of electricity consumption side
The larger possible supplement market for participating in the phase III is faced, electricity is bought with higher price, and price difference was supplemented to the first and second stage
The high electricity consumption main body of clear ratio out damages number one.
This method meets the principle of compatible incentives, guarantees that market is run fair and just after adjusting, and is advantageously implemented society
Maximization of welfare.
Specifically, for Generation Side, the core that tacit collusion is made profit is to change by sacrificing sub-fraction electricity
High electricity price is taken, to realize that self benefits increase.And under this frame, due to being randomly assigned there are second and third stage
Process is likely to result in collusion main body the case where sacrificing first stage exchange hand, the conclusion of the business of further loss second stage
Amount, causes trading volume to be further reduced, greatly damage number one.According to the characteristic of main market players's risk aversion, in face of this
Under the collusion situation of Profit of high risk, the power for participating in collusion will be significantly suppressed；Secondly, second under this frame,
The sendout of triphasic random assignment process is calculated on the basis of phase in past each main body historical quotes situation, and history is average
The amount expectation clear out that lower power generation main body of offering obtains is higher, the high main market players's production of the frequency that can offer in this way to collusion height
Raw further deterrence, the power that its low collusion is offered.Therefore, only power generation main body is carried out according to the bona fide cost of oneself
Quotation just has maximum possible to be not involved in the random assignment process in second and third stage, and have no alternative but to participate in second and third stage with
Higher clear desired value out can be obtained when machine assigning process.
For electricity consumption side, the core that tacit collusion is made profit is collective's report at a low price, sacrifices sub-fraction electricity and comes
Exchange lower electric cost for.And under this frame, since there are the deviations of phase III to examine price market settlement, collusion
Main body is in the case where bringing down prices, it has to be settled accounts with the higher price of opposite cleaing price, and phase III Zhan is total
The ratio measured clearly out is higher (collusion is more serious), and deviation examines price higher.Therefore, electricity consumption main body is realized by collusion and is produced
The method that cost reduces is faced with higher risk, it is suppressed that its idea for carrying out collusion.Further, phase III deviation
The price difference expense of examination goes out the high electricity consumption main body of clear ratio in the first and second stage for rewarding, and can further be promoted and be not involved in string
The benefit of scheme guides each power generation main body to offer according to the bona fide cost of oneself.
In conclusion the method for the embodiment of the present invention considerably increases hair two sides by three stage market organization flows
The risk of collusion alliance main body reduces collusion targeted yield, de- by the main body of compatible incentives principle means guided participation collusion
Inhibit the collusion behavior in market from internal breakup collusion alliance from alliance.Auction market is concentrated to trade for a long time in increase
Amount, steady transaction value enable electricity market cleaing price return rationality again and all have very important significance.
What is proposed according to embodiments of the present invention dissolves clear collusion suppressing method, base based on main market players's risk aversion at random
In the risk aversion characteristic and induced compatible mechanism design theory of main market players, it is competing to efficiently solve medium-term and long-term electricity concentration
Big share main body collusion influences the problem of market effective operation in valence market, meets the principle of compatible incentives, effectively attenuates
The phenomenon that hair side main market players's collusion, guarantees the operation effect of Long-term Market to may advantageously facilitate market sufficient competition
Rate, strong applicability, operability are good, supervision is at low cost, simple easily to realize.
The dissolving at random based on main market players's risk aversion proposed according to embodiments of the present invention referring next to attached drawing description
Clear collusion inhibits device.
Fig. 3 is that the clear collusion that dissolves at random based on main market players's risk aversion of one embodiment of the invention inhibits device
Structural schematic diagram.
As shown in figure 3, should the clear collusion of dissolving at random based on main market players's risk aversion to inhibit device 10 include: first to obtain
Modulus block 100, second obtains module 200, division module 300, distribution module 400, computing module 500,600 and of reward module
Summarizing module 700.
Wherein, the first acquisition module 100 is used to obtain each main body and declares the middle quotation and report amount for concentrating trade matching.Second
It obtains module 200 to be used for after carrying out first stage market trade matching, obtains market and bring cleaing price and each main body first together
Stage goes out clear amount.Division module 300, which is used to offer to Generation Side according to first stage market trade matching result, carries out price area
Between divide.Distribution module 400 is used in carrying out second stage randomization assigning process, to pair for falling in ceiling price section
The object of brining together of power generation main body is answered to carry out randomization distribution based on historical quotes.Computing module 500 is for carrying out phase III benefit
It fills that hair electricity demanding is declared and deviation examination electricity price calculates, and carries out phase III randomization and match delisted process of exchange.Prize
It encourages module 600 and is awarded to exchange hand in the first stage for market electricity consumption main body deviation examination surplus will to be supplemented the phase III
High positive transaction electricity consumption main body.Summarizing module 700 is used to summarize each main market players in three phases as a result, obtaining final
Marketing result is simultaneously settled accounts.The device 10 of the embodiment of the present invention may advantageously facilitate market sufficient competition, guarantee Long-term Market
Operational efficiency, strong applicability, operability are good, supervision is at low cost, simple easily to realize.
Further, in one embodiment of the invention, wherein each power generation main body i's draws up clear amount are as follows:
Each electricity consumption main body m's draws up clear amount are as follows:
Wherein, BS0Indicate the conclusion of the business section set of power generation main body, BD0Indicate the conclusion of the business section set of electricity consumption main body,
Wherein, marginal price λ is brought together0, each power generation main body draw up clear amountPrice is brought in each section of Generation Bidding in Electricity Market conclusion of the business togetherIt is measured clearly with going outElectricity consumption main body goes out clear amountEach section of electricity consumption quotation strikes a bargain and brings price togetherIt is measured clearly with going out
Further, in one embodiment of the invention, distribution module 400 is further used for according to each power generation main body
The historical quotes situation of iCalculate its contribution to the history of rate μi, and randomization contribution rate η is obtained based on contribution to the history of ratei, according to
It is randomized contribution rate and second stage total power generation to be allocated, randomization distribution is carried out, obtains each power generation main body and match clearly
AmountIt is measured clearly with going out for electricity consumption main bodyAnd corresponding cleaing price.
Further, in one embodiment of the invention, in carrying out second stage randomization assigning process, wherein
Calculate the N for participating in being randomly assignedS2The historical average price of a T phase in main body past
Wherein, Bs2To participate in the power generation main body set being randomly assigned,For the historical quotes situation of each power generation main body i；
Based on the historical quotes situation of T phase in each main body past, its historical price contribution rate η is calculatedi,
To each main body historical price contribution rate μiRandomization is carried out, randomization contribution to the history of rate η is obtainedi,
Wherein, ρ0For randomization parameter；
To randomization contribution to the history of rate ηiIt is normalized,
Electricity total amount to be allocated in k-th price range are as follows:
It is rightIt goes out clear amountAre as follows:
Wherein, qi,fBased on f sections of i declare electricity, wherein f sections are the segment number for participating in being randomly assigned.
Further, in one embodiment of the invention, wherein for whole market, total conclusion of the business in the first and second stage
Amount is respectively QD1With QD2, there is exchange hand ratio νD:
Deviation examines price λD3Are as follows:
Wherein,For deviation punishment parameter, λ0For the cleaing price in trade at competitive price stage long-term in routine,For
New electrical demand, m are electricity consumption main body, υ0Reasonably to refer to conclusion of the business ratio.
It should be noted that aforementioned dissolve clear collusion suppressing method embodiment to based on main market players's risk aversion at random
Explanation be also applied for the clear collusion of dissolving at random based on main market players's risk aversion of the embodiment and inhibit device, this
Place repeats no more.
The clear collusion that dissolves at random based on main market players's risk aversion proposed according to embodiments of the present invention inhibits device, base
In the risk aversion characteristic and induced compatible mechanism design theory of main market players, it is competing to efficiently solve medium-term and long-term electricity concentration
Big share main body collusion influences the problem of market effective operation in valence market, meets the principle of compatible incentives, effectively attenuates
The phenomenon that hair side main market players's collusion, guarantees the operation effect of Long-term Market to may advantageously facilitate market sufficient competition
Rate, strong applicability, operability are good, supervision is at low cost, simple easily to realize.
In addition, term " first ", " second " are used for descriptive purposes only and cannot be understood as indicating or suggesting relative importance
Or implicitly indicate the quantity of indicated technical characteristic.Define " first " as a result, the feature of " second " can be expressed or
Person implicitly includes at least one this feature.In the description of the present invention, the meaning of " plurality " is at least two, such as two,
Three etc., unless otherwise specifically defined.
In the description of this specification, reference term " one embodiment ", " some embodiments ", " example ", " specifically show
The description of example " or " some examples " etc. means specific features, structure, material or spy described in conjunction with this embodiment or example
Point is included at least one embodiment or example of the invention.In the present specification, schematic expression of the above terms are not
It must be directed to identical embodiment or example.Moreover, particular features, structures, materials, or characteristics described can be in office
It can be combined in any suitable manner in one or more embodiment or examples.In addition, without conflicting with each other, this field
Technical staff can carry out the feature of different embodiments or examples described in this specification and different embodiments or examples
Combination and combination.
Although the embodiments of the present invention has been shown and described above, it is to be understood that above-described embodiment is example
Property, it is not considered as limiting the invention, those skilled in the art within the scope of the invention can be to above-mentioned
Embodiment is changed, modifies, replacement and variant.
Claims (10)
1. a kind of dissolve clear collusion suppressing method based on main market players's risk aversion at random, which is characterized in that including following step
It is rapid:
It obtains each main body and declares the middle quotation and report amount for concentrating trade matching；
After carrying out first stage market trade matching, cleaing price is brought in acquisition market together and each main body first stage goes out clear amount；
It is offered according to first stage market trade matching result to Generation Side and carries out price range division；
In carrying out second stage randomization assigning process together, object is brought to the correspondence power generation main body for falling in ceiling price section
Randomization distribution is carried out based on historical quotes；
Progress phase III supplement hair electricity demanding is declared and deviation examination electricity price calculates, and carries out phase III randomization
With delisted process of exchange；
Phase III supplement market electricity consumption main body deviation examination surplus is awarded to the high positive friendship of exchange hand in the first stage
Easy electricity consumption main body；And
Summarize each main market players in three phases as a result, obtaining final market transaction results and settling accounts.
2. the method according to claim 1, wherein wherein,
Each power generation main body i's draws up clear amount are as follows:
Each electricity consumption main body m's draws up clear amount are as follows:
Wherein, BS0Indicate the conclusion of the business section set of power generation main body, BD0Indicate the conclusion of the business section set of electricity consumption main body,
Wherein, marginal price λ is brought together0, each power generation main body draw up clear amountPrice is brought in each section of Generation Bidding in Electricity Market conclusion of the business togetherWith
Clear amount outElectricity consumption main body goes out clear amountEach section of electricity consumption quotation strikes a bargain and brings price togetherIt is measured clearly with going out
3. the method according to claim 1, wherein it is described carry out second stage randomization assigning process in,
Randomization distribution is carried out based on historical quotes to the object of brining together for the correspondence power generation main body for falling in ceiling price section, is further wrapped
It includes:
According to the historical quotes situation of each power generation main body iCalculate its contribution to the history of rate μi, and obtained based on contribution to the history of rate
It is randomized contribution rate ηi, according to the total power generation that randomization contribution rate and second stage are to be allocated, randomization distribution is carried out, is obtained
Each power generation main body matches clear amountIt is measured clearly with going out for electricity consumption main bodyAnd corresponding cleaing price.
4. according to the method described in claim 3, it is characterized in that, it is described carry out second stage randomization assigning process in,
Wherein,
Calculate the N for participating in being randomly assignedS2The historical average price of a T phase in main body past
Wherein, BS2To participate in the power generation main body set being randomly assigned,For the historical quotes situation of each power generation main body i；
Based on the historical quotes situation of T phase in each main body past, its historical price contribution rate η is calculatedi,
To each main body historical price contribution rate μiRandomization is carried out, randomization contribution to the history of rate η is obtainedi,
Wherein, ρ0For randomization parameter；
To randomization contribution to the history of rate ηiIt is normalized,
Electricity total amount to be allocated in k-th price range are as follows:
It is rightIt goes out clear amountAre as follows:
Wherein, qi,fBased on f sections of i declare electricity, wherein f sections are the segment number for participating in being randomly assigned.
5. the method according to claim 1, wherein wherein,
For whole market, the total volume in the first and second stage is respectively QD1With QD2, there is exchange hand ratio νD:
Deviation examines price λD3Are as follows:
Wherein,For deviation punishment parameter, λ0For the cleaing price in trade at competitive price stage long-term in routine,It is new
Electrical demand, m are electricity consumption main body, υ0Reasonably to refer to conclusion of the business ratio.
6. a kind of clear collusion that dissolves at random based on main market players's risk aversion inhibits device characterized by comprising
First obtains module, declares the middle quotation and report amount for concentrating trade matching for obtaining each main body；
Second obtains module, brings cleaing price and each master together for after carrying out first stage market trade matching, obtaining market
The body first stage goes out clear amount；
Division module carries out price range division for offering according to first stage market trade matching result to Generation Side；
Distribution module, for being generated electricity in carrying out second stage randomization assigning process to the corresponding of ceiling price section is fallen in
The object of brining together of main body carries out randomization distribution based on historical quotes；
Computing module, phase III supplement hair electricity demanding is declared and deviation examination electricity price is calculated for carrying out, and carries out the
The randomization of three stages matches delisted process of exchange；
Reward module is awarded to and strikes a bargain in the first stage for that will supplement market electricity consumption main body deviation examination surplus the phase III
Measure high positive transaction electricity consumption main body；And
Summarizing module, for summarizing each main market players in three phases as a result, obtaining final market transaction results and settling accounts.
7. according to the method described in claim 6, it is characterized in that, wherein,
Each power generation main body i's draws up clear amount are as follows:
Each electricity consumption main body m's draws up clear amount are as follows:
Wherein, BS0Indicate the conclusion of the business section set of power generation main body, BD0Indicate the conclusion of the business section set of electricity consumption main body,
Wherein, marginal price λ is brought together0, each power generation main body draw up clear amountPrice is brought in each section of Generation Bidding in Electricity Market conclusion of the business togetherWith
Clear amount outElectricity consumption main body goes out clear amountEach section of electricity consumption quotation strikes a bargain and brings price togetherIt is measured clearly with going out
8. device according to claim 6, which is characterized in that the distribution module is further used for being led according to each power generation
The historical quotes situation of body iCalculate its contribution to the history of rate μi, and randomization contribution rate η is obtained based on contribution to the history of ratei, root
According to the total power generation that randomization contribution rate and second stage are to be allocated, randomization distribution is carried out, each power generation main body is obtained and matches
Clear amountIt is measured clearly with going out for electricity consumption main bodyAnd corresponding cleaing price.
9. device according to claim 8, which is characterized in that it is described in carrying out second stage randomization assigning process,
Wherein,
Calculate the N for participating in being randomly assignedS2The historical average price of a T phase in main body past
Wherein, BS2To participate in the power generation main body set being randomly assigned,For the historical quotes situation of each power generation main body i；
Based on the historical quotes situation of T phase in each main body past, its historical price contribution rate η is calculatedi,
To each main body historical price contribution rate μiRandomization is carried out, randomization contribution to the history of rate η is obtainedi,
Wherein, ρ0For randomization parameter；
To randomization contribution to the history of rate ηiIt is normalized,
Electricity total amount to be allocated in k-th price range are as follows:
It is rightIt goes out clear amountAre as follows:
Wherein, qi,fBased on f sections of i declare electricity, wherein f sections are the segment number for participating in being randomly assigned.
10. the method according to claim 1, wherein wherein,
For whole market, the total volume in the first and second stage is respectively QD1With QD2, there is exchange hand ratio νD:
Deviation examines price λD3Are as follows:
Wherein,For deviation punishment parameter, λ0For the cleaing price in trade at competitive price stage long-term in routine,It is new
Electrical demand, m are electricity consumption main body, υ0Reasonably to refer to conclusion of the business ratio.
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Cited By (3)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN112862313A (en) * | 2021-02-08 | 2021-05-28 | 山东大学 | Generator set scheduling method and system based on medium-long term price difference contract electric quantity decomposition |
| CN113344589A (en) * | 2021-05-12 | 2021-09-03 | 兰州理工大学 | Intelligent identification method for collusion behavior of power generation enterprise based on VAEGMM model |
| CN113610662A (en) * | 2021-07-30 | 2021-11-05 | 西安交通大学 | Electric power bilateral transaction method and system based on matching mechanism |
-
2019
- 2019-03-29 CN CN201910251911.4A patent/CN110033319A/en active Pending
Cited By (4)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN112862313A (en) * | 2021-02-08 | 2021-05-28 | 山东大学 | Generator set scheduling method and system based on medium-long term price difference contract electric quantity decomposition |
| CN113344589A (en) * | 2021-05-12 | 2021-09-03 | 兰州理工大学 | Intelligent identification method for collusion behavior of power generation enterprise based on VAEGMM model |
| CN113344589B (en) * | 2021-05-12 | 2022-10-21 | 兰州理工大学 | Intelligent identification method for collusion behavior of power generation enterprise based on VAEGMM model |
| CN113610662A (en) * | 2021-07-30 | 2021-11-05 | 西安交通大学 | Electric power bilateral transaction method and system based on matching mechanism |
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