论文标题
可再生一代的风险意识到两阶段的电力机制
A Risk Aware Two-Stage Market Mechanism for Electricity with Renewable Generation
论文作者
论文摘要
在过去的几十年中，世界各地的电力市场采用了多种结构结构，可以在更准确的预测信息中获得供求的平衡。鉴于由于采用可再生能源而导致的不确定性增加，最近的市场设计工作集中在优化一定数量的期望，例如社会福利。但是，社会计划者和政策制定者通常会冒险，因此这种风险中立的配方不能充分反映对风险的普遍态度，也不能解释随后的决定。因此，我们将风险（CVAR）的常用风险措施量度纳入中央计划目标，并研究当单个发电机处于风险中立时，两个阶段市场的运作方式。我们的主要结果是（通过构造）在这个风险意识的两阶段市场中表现出（通过构造）的存在（SCEQ）。鉴于价格均衡，我们设计了一种市场机制，该机制可实现社会成本最小化，假设代理人是非战略性的。
Over the last few decades, electricity markets around the world have adopted multi-settlement structures, allowing for balancing of supply and demand as more accurate forecast information becomes available. Given increasing uncertainty due to adoption of renewables, more recent market design work has focused on optimization of expectation of some quantity, e.g. social welfare. However, social planners and policy makers are often risk averse, so that such risk neutral formulations do not adequately reflect prevailing attitudes towards risk, nor explain the decisions that follow. Hence we incorporate the commonly used risk measure conditional value at risk (CVaR) into the central planning objective, and study how a two-stage market operates when the individual generators are risk neutral. Our primary result is to show existence (by construction) of a sequential competitive equilibrium (SCEq) in this risk-aware two-stage market. Given equilibrium prices, we design a market mechanism which achieves social cost minimization assuming that agents are non strategic.
