Agent和供给函数均衡模型在电力市场竞价中的应用及对比分析

摘要

在考虑期货市场和日常市场极值的基础上构建 agent模型和供给函数均衡（ supply function equilibrium ，SFE）模型，并针对模型的预测准确程度进行对比分析。以某城市电网中的4个典型工作日为例进行算例分析，结果表明在非用电高峰时段，agent模型对于价格水平和波动性的预测能力较强，而SFE模型可以更准确地预测非高峰时段的电价。%The advancement in power system reform promotes an increasingly competitive electricity mar-ket .Under such an environment , based on competitors and personal situation ,power generation companies have developed reasonable and effective bidding strategies to maximize profits .By considering extreme val-ue of the future market and the daily market , an agent model and supply function equilibrium ( SFE) mod-el are built .Then, the prediction accuracy obtained by the models is compared .With a numerical example of four typical days in a regional grid of some cities , it is shown that , in the non-peak hours , the agent model has a strong forecasting ability of the price level and volatility , while the SFE model can more accu-rately predict off-peak price level .