论文标题

通过最低收入条件订单在日常权力交流中的最低收入状况订单的相互作用的战略竞标

Strategic bidding via the interplay of minimum income condition orders in day-ahead power exchanges

论文作者

Csercsik, Dávid

论文摘要

在本文中,我们研究了所谓的最低收入条件顺序,该顺序用于某些日间电力交换中,以代表与生产相关的生成单位的成本。该命令属于复杂订单的家族,这意味着市场清除问题中的非跨性别。我们通过简单的数值示例证明,如果市场上存在更多此类投标,它们的相互作用可能会打开战略竞标的可能性。更确切地说,我们表明,通过操纵投标参数,战略参与者可能会增加其自身的利润,并有可能导致其他最低收入条件订单的停用,这将在真实的竞标下被接受。此外,我们表明,如果我们根据文献中建议的原则修改市场清算中使用的目标函数,则有可能防止这种战略招标的可能性,但修改会引发其他问题。

In this paper we study the so-called minimum income condition order, which is used in some day-ahead electricity power exchanges to represent the production-related costs of generating units. This order belongs to the family of complex orders, which imply non-convexities in the market clearing problem. We demonstrate via simple numerical examples that if more of such bids are present in the market, their interplay may open the possibility of strategic bidding. More precisely, we show that by the manipulation of bid parameters, a strategic player may increase its own profit and potentially induce the deactivation of an other minimum income condition order, which would be accepted under truthful bidding. Furthermore, we show that if we modify the objective function used in the market clearing according to principles suggested in the literature, it is possible to prevent the possibility of such strategic bidding, but the modification raises other issues.

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