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个体行为对发电权成交价格波动影响的分析模型

DOI: 10.13334/j.0258-8013.pcsee.2015.12.007, PP. 2968-2979

Keywords: 发电权交易,个体行为,价格波动,元胞自动机,复杂网络

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Abstract:

针对目前缺乏发电权成交价格影响因素与成交价格波动的关联性研究的现状,基于元胞自动机和复杂网络理论,进行交易个体行为变化对发电权市场成交价格波动的影响研究。首先,建立发电权交易市场的元胞自动机模型;其次,利用复杂网络理论为交易个体的电煤价格预期值判定行为建模;最终,基于上述两模型,通过将交易个体的判定行为引入到发电权元胞的状态转换机制中,构建个体行为对发电权成交价格波动影响的分析模型。仿真结果显示,所提模型能够清晰地描述出交易个体行为变化与发电权价格波动二者之间的关联关系,证实了交易个体行为的变化是引起发电权市场价格产生波动的重要因素。

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