电力范围差价合约模型的均衡分析-概率论与数理统计专业论文.docx

华 华 中 科 技 大 学 硕 士 学 位 论 文 II II Abstract The contract transaction is an important ways of electricity market. To the stock, the existence of contracts can certainly be a constitution barrier. But experiences indicated, the existence of contract transaction constituted the effective investment profolio, which is very important to the entire market stable movement. This aspect research has started in inland, in recent years in the electricity generation market, the long-term contract is the together choice when both of the company and transaction center pursue the benefit, and dodge the risk. The literature [50 ~ 54] has separately compared the electric power market transaction pattern from the different angle, pointed out that the contract transaction was the important content and the method of the electric power market. The literature [55] established the model to dodge the risk in view of the specific transaction pattern, but still was the concept from the question solution. Analyzing each electricity generation company how to compete to obtain the biggest profit, an effective tool is the game theory, the traditional procedure frequently is dependent on Nash equilibrium, when a gambling has many Nash equilibriums, there is not the general theory to proof that the result of Nash equilibrium is certain to appear. Nash equilibrium supposes each person of participation independently to move, if the person of participation is allowed to select act according to the signal which they observe together, then the correlation equilibrium is possible to appear, the correlation equilibrium may cause all the person of participation to profit, the correlation equilibrium is possible the result of cheap talk in front of the human affairs. Although we are unable to guarantee the consults of the chamber of commerce to reach an agreement, even if reaches the agreement, they aren’t necessarily to observe, but before the gambling to occur, carries on the inexpensive consultation, trul