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利用多标度分形理论,对竞争性电力市场中电价波动的内部复杂机制进行定量描述,发现了电价具有多标度分形特征,分析了多标度分形谱与电价波动过程的关系。实证分析与计算结果表明,多标度分形谱能较准确地反映电价波动的实质,从而弥补了传统预测模型在非有效市场条件下的不足,这有助于市场管理者制定行之有效的市场规则来进行风险管理。
Multi-scale fractal theory is used to quantitatively describe the internal complex mechanism of electricity price fluctuation in competitive electricity market. It is found that electricity price has multi-scale fractal characteristics and the relationship between multi-scale fractal spectrum and electricity price fluctuation process is analyzed. The results of empirical analysis and calculation show that the multi-scale fractal spectrum can reflect the essence of the price fluctuation more accurately and make up for the shortage of the traditional prediction model under the non-effective market conditions, which helps the market managers to formulate the effective market Rules for risk management.