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为促进电力市场的有效竞争,对发电商间默契合谋的影响因素和机理的研究已见于诸多文献。提出一种抑制现货竞价中发电商间默契合谋的手段———通过引入购电期权,不仅使现货竞价电量具有不确定性,还使市场可以根据发电商的报价策略主动调整现货竞价电量;设计了该购电期权的交易流程;从购电期权对于市场规避电价波动风险的价值的角度,研究了该购电期权的定价问题,给出了单位电量购电期权的权利金;运用算例验证了该定价方法的可行性。
In order to promote the effective competition in the electricity market, the research on the influencing factors and mechanism of tacit conspiracy among power producers has been found in many literatures. This paper proposes a way to curb the tacit collusion among generators in spot bidding. By introducing purchase option, not only the spot bidding power is uncertain, but also the market can actively adjust the spot bidding price according to the bidding strategy of the generator. In view of the value of the power purchase option to avoid the risk of price volatility, this paper studies the pricing problem of the power purchase option and gives the premium of the power purchase option. The feasibility of this pricing method.