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为解决电力市场效率问题,将金融学的效率市场假说理论和经济学的交易成本理论引入到现代电力市场的研究中,突破了传统的分析模式,建立了现代电力市场效率和电力交易成本的分析框架,给出了基于效率市场假设理论的现代电力市场效率随机模型,分析阐述了市场价格对信息的反应程度、超额利润率、交易成本比重3个市场效率识别指标。
In order to solve the problem of efficiency of power market, this paper introduces efficiency theory of finance market and transaction cost theory of economics into the research of modern power market, breaks through the traditional analysis mode and establishes the analysis of the efficiency of modern electricity market and the transaction cost of electricity Frame, a stochastic model of modern electricity market efficiency based on the hypothesis of efficiency market is given, and the indicators of market efficiency of three markets are analyzed, including the reaction of market price to information, excess profit rate and transaction cost proportion.