基于电力交易的市场机制设计理论以及应用

Electricity market reform is an important issue of China's economic system reforms. After the golden periods between the 1980s and early this century, electricity market reform was almost at the state of standstill. However, industrial restructuring and sustainable development pressure caused by resource utilization and environmental protection enforce Chinese government to restart power system reforms in recent years. Based on characteristics of electricity transactions and industrial property, electricity system reform experience in the world shows that designing electricity markets appropriately is the key issue that ensures market-oriented reforms success. And market design requires rigorous theoretical and policy researches. In view of this, our study establishes auction models based on setting of electricity market, and puts these into practice to provide policy implications. Our work includes three topics as follows: First, In context of electricity trading, we establish the general auction models to capture properties of electricity trading, (i) Considering the infinitely divisible characteristics of the power, we set up divisible goods auction models; (ii) Based on the setting of bilateral trade, when introducing competition into both sides of generation and sales, we establish mediated auctions with transaction fee and transaction ceiling to achieve shill-bid proofness. Second, considering the electricity market environment, we adopt the theoretical framework of divisible goods auctions to set up “Competitive Bidding” model in generation side; and we use mediated auction model to describe the auction design procedure based on grid platform. Third, we put the auction models above into practice of electricity market reform in China, and design corresponding policies, including "Competitive Bidding" in generation side and "Direct Power-purchase for Large Users" in global perspective of electricity market, in order to provide theoretical supports and policy implications to deepen the power system reforms in the future.

电力市场化改革是中国经济体制改革的重要议题。在经历了20世纪80年代到本世纪初的改革黄金期后，电力体制改革几乎处于停滞的状态，经济结构转型、资源利用和环境保护等可持续发展的需要倒逼着中国重启电力体制改革。基于电力交易的特征和行业属性，国际经验表明，恰当的市场设计是电力市场化改革成功的关键，而市场设计需要严谨的理论和政策研究。有鉴于此，课题开展三个方面的工作：（1）以电力交易为研究背景，建立与其相适应的一般化拍卖模型：考虑电力连续可分离的特点，建立可分物品的拍卖模型；基于供需两侧引入竞争机制的双边交易特征，构建能够防止卖方欺诈的双边拍卖模型；（2）采用可分物品拍卖的框架，对发电侧竞价上网进行理论建模；采用双边拍卖模型刻画基于电网平台的电力价格形成过程；（3）将电力拍卖模型与中国的改革实践相结合，对发电侧“竞价上网”和“大用户直购电”进行政策设计，以期为深化电力体制改革提供理论支持和政策借鉴。

在经济结构转型、资源利用和环境保护等可持续发展的压力倒逼中国重启电力体制改革的背景下，借鉴国际经验，基于电力交易的特征和行业属性，本课题以拍卖机制设计理论为分析框架研究电力市场机制设计的理论和政策应用，主要包括如下四个方面的内容：第一，采用电力行业发展的数据，实证分析放松管制的体制改革与电力行业增长之间的关系，评价电力市场化改革的必要性和紧迫性；第二，以电力交易为例，建立与其相适应的一般化拍卖机制设计模型：考虑电力连续可分离的特点，建立可分物品的拍卖机制模型；基于电力的双边交易特征，建立中间商拍卖机制设计理论模型；第三，采用可分物品拍卖机制设计的分析框架，对发电侧“竞价上网”进行理论建模；运用中间商拍卖理论模型来刻画考虑需求侧响应的双侧垄断和政府规制两类电网平台的拍卖机制设计过程；最后，将电力市场拍卖理论模型与中国电力市场化的改革实践相结合，基于电力市场化改革的进程和基础条件，提出发电侧“竞价上网”和“大用户直购电”改革的政策设计思路。.本课题的研究结论具有重要的理论意义和应用价值：提出针对多重均衡精炼和选择的方法，探讨竞拍者具有市场势力的情形下可分物品的拍卖机制设计问题，为实践中拍卖机制的设计和选择提供新的思路，发展和丰富了现有的拍卖理论；考虑双边市场上中间商主导交易的现实环境，指出卖方伪装成竞拍者抬高报价的欺诈行为，设计出与双边交易特征相适应且兼顾中间商预算平衡和防止卖方欺诈等良好性质、简单和易实施性的中间商拍卖机制，为现实中双边市场机制设计提供理论基础和决策借鉴。运用一般化的理论模型提出“竞价上网”等具体市场化改革的政策设计思路，为深化电力体制改革提供理论支持和政策参考。.综上所述，以电力交易为背景，构建一般化的拍卖机制设计理论模型，将其应用于电力市场机制设计的实践。通过严谨的理论论证为分析和解决现实问题提供思路，同时尝试从现实中抽象出新的理论问题来进一步推动理论的发展。