关于远期合同市场发电商竞价策略的讨论李 聪(浙江广厦建设职业技术学院 基础部,浙江 东阳 322100)摘 要:合同交易随着电力市场化的不断完善和风险管理的需要,具有越来越重要的作用。在一个法律规范、成熟的电力市场中,应当是实时市场和合同市场并存的,两者互为补充、相辅相成、缺一不可。因此,讨论一个关于合同市场发电商的竞价策略模型就有其重要的价值和意义。文中对合同市场的发电商竞价策略进行了讨论,建立了发电商竞价策略的数学模型。最后,理论分析和算例结果表明了模型有有用性。关键词:电力市场 远期合同市场 竞价策略Research on Bidding Strategy of Power Generator inForward Contract MarketLi Cong(Basic Subject Dept. Guangsha College of Applied Construction Technology, Dongyang322100, Zhejiang)Abstract: Contract businesses plays a more and more important roles with power markets’ unceasing perfection and venture management. In and standard and mature electricity market, spot market and contract market should exist together. So it has great significance to research electricity generator’s bidding strategy model in contract market. This paper researches and develops a math model on electricity generator’s bidding strategy. At last, theoretical analysis and numerical results show that the model is practical.Key words: electricity market; forward contract market; bidding strategy由于电力工业的体制改革,打破了传统的发电、输电、配电一体化的垂直结构,导致了电力工业的市场化运营,使得发电商、配电公司、电力用户等市场参加者成为了电力市场的主体,但同时也使市场参加者面临前所未有的风险,特别是电价的波动风险[1 ]。因为远期合同能够为电力用户提供稳定的电力供应,同时为发电商带来长期稳定的需求,而且能够锁定电力价格以回避电价波动风险。因此,世界各国的电力市场均大量采纳远期合同进行电力交易。这对于正处于电力市场化初期的我国电力市场有重要的借鉴意义。于是,讨论一个关于合同市场的发电商竞价策略模型就有其重要的价值和意义。文献[2]基于寡头竞争的线性供应函数均衡方法[3 ],讨论了考虑双向差价合同交易的发电商报...