吕泉,武亚光,李卫东,林歆.电力市场中发电商有限理性问题探讨[J].,2008,(2):270-276 |
电力市场中发电商有限理性问题探讨 |
Discussion about bounded rationality of GenCos \=in electricity market |
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DOI:10.7511/dllgxb200802021 |
中文关键词: 电力市场 交易决策 有限理性 行为决策理论 |
英文关键词: electricity market trade decision bounded rationality behavioral decision-making theory |
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中文摘要: |
探讨了发电商的有限理性对其交易决策与市场有效性两方面的影响.分析表明,对发电商交易决策来说,有限理性会使发电商在预测市场的过程中存在不可避免的偏差,而在选择决策方案的过程中又往往体现出变化的风险偏好;而对市场而言,发电商的有限理性竞价行为很可能会导致市场在某些特定的条件下失效.为了解释和描述发电商有限理性的决策行为,引入了新兴的行为经济学的基本观点和分析方法,并进一步展望了其在发电商构造交易决策和市场监管机构分析及设计电力市场中的应用前景. |
英文摘要: |
The impact of bounded rationality on both Generation Companies′ (GenCos′) trading decisions and market efficiency is discussed. The analyses show that for the GenCos his bounded rationality will make himself have inevitable error in the process of forecasting market and changeable risk preference in the process of selecting trade scenario; and for the market, the bounded-rational trading behaviors of GenCos will make the electricity market inefficient in some conditions possibly. In order to explain and describe the bounded-rational trading behaviors of GenCos, some basic conceptions and analyzing methods of emerging behavioral economics are introduced, and the potential application prospects of behavioral decision-making methods in both making trading strategies for GenCos and analyzing market for regulator are further analyzed. |
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