Pricing sequential forward power contracts
Pricing sequential forward power contracts
复制标题
连续远期电力合同定价
DOI：
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发表时间：
2015
期刊：
影响因子：
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通讯作者：
R. Rajagopal
中科院分区：
文献类型：
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作者：
Wenyuan Tang;Junjie Qin;R. Jain;R. Rajagopal
研究了不确定条件下多阶段电力采购的定价机制。我们首先考虑最自然的定价机制，在每一个阶段的功率是统一定价的时间边际价格。在真实性假设下，我们证明了这种机制是价格等价的、有效的和灵活的补贴。出于观察，这种机制是容易受到误报，我们提出了一种替代机制，称为动态边际贡献定价，定期事后激励相容性证明。案例研究说明了本文所得到的理论结果。
Pricing mechanisms for multistage power procurement under uncertainty are studied in this paper. We first consider the most natural pricing mechanism in which the power at each stage is priced uniformly at the temporal marginal price. Under the truth-telling assumption, we show that this mechanism is price equivalent, efficient and flexibility subsidizing. Motivated by the observation that this mechanism is vulnerable to misreporting, we propose an alternative mechanism termed dynamic marginal contribution pricing, for which periodic ex post incentive compatibility is proved. Case studies illustrate the theoretical results obtained in this paper.