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基于V2G备用市场的风险中性交易特点及实践中常用的“保底收购,随行就市”合约价格机制,构建了电网公司实施期权进行套期保值前后的电动汽车用户电量预留决策模型,并对比分析了Stackelberg博弈和合作博弈下渠道双方的反馈均衡策略与最优收益。研究结果表明:仅简单地采用市场保护性的合约价格机制,将使得V2G备用市场的交易风险完全由电网公司来承担,从而无法防止其在市场行情不好时的机会主义行为;在此基础上,电网公司选择购买期权以规避由V2G备用市场价格波动所带来的风险,但是分散决策时的均衡收益小于集中决策最优收益。为此,进一步引入“B-S期权定价+预留协作+保证金”契约机制使得合作系统达到完美协调,且渠道双方的期望收益都得到Pareto改进,并给出了均衡时的V2G备用预留协作系数、交易保证金以及合约电价之间满足的解析关系。算例分析结果验证了本文提出的模型与理论分析的可行性。
Based on the characteristics of risk-neutral transaction in V2G standby market and the common contract price mechanism of “under-acquisition, on-the-go” in practice, this paper constructs a decision-making model for reserve reservation of EV customers before and after the hedging of grid companies. The feedback equilibrium strategy and optimal return of both channels in Stackelberg game and cooperative game are analyzed. The results show that simply using the market-protected contract price mechanism will make the transaction risk in the V2G reserve market entirely borne by the grid companies and thus can not prevent its opportunistic behavior when the market conditions are not good. Based on this, , Grid companies choose to buy options to avoid the risks posed by the V2G reserve market price fluctuations, but the equilibrium returns for decentralized decision making are less than the optimal return for centralized decision making. Therefore, further introduction of the “BS option pricing + reservation cooperation + deposit” contract mechanism makes the cooperation system achieve perfect coordination, and both expected benefits of the channel are improved by Pareto, and V2G standby reserve cooperation is given in equilibrium Coefficient, trading margin and contract price to meet the analytical relationship between. The result of example analysis verifies the feasibility of the model and theoretical analysis proposed in this paper.