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论文针对差价合约电力市场,在考虑价格上下限条件下构建期权博弈模型,探讨寡头发电商的容量投资策略;然后运用数值仿真方法,考察不同差价合约和价格上限条件下的发电容量投资阈值和最优容量选择,并在此基础上,基于发电机组负荷率和电力市场勒拉指数讨论有效差价合约.研究表明:1)差价合约电量比重较少时,差价合约电价对投资策略几乎没影响,而差价合约电价较高时,随差价合约电量比重的递增,投资阈值和最优容量会出现跳跃式下降;2)存在“既能保障有效的电力供给,又能确保实现较高市场效率”的有效差价合约.
This paper aims at the CFD electricity market, constructs an option game model considering the upper and lower price limits, and discusses the capacity investment strategy of the oligopolist. Then, using the numerical simulation method, the investment threshold and the optimal investment threshold under different CFDs and price caps Based on this, the effective CFD contract is discussed based on the load factor of the generator set and the Lera index of the electricity market. The results show that: 1) when the proportion of the CFD is low, the price of the CFD has almost no impact on the investment strategy; When the price of the CFD is higher, the investment threshold and the optimal capacity will decrease abruptly as the proportion of the CFDs increases. 2) The existence of “not only can guarantee effective power supply but also ensure the realization of higher market efficiency” Effective CFDs.