确定批发市场的基本供需曲线

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英文标题：
《Determining Fundamental Supply and Demand Curves in a Wholesale
  Electricity Market》
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作者：
Sergei Kulakov and Florian Ziel
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最新提交年份：
2019
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英文摘要：
  In this paper we develop a novel method of wholesale electricity market modeling. Our optimization-based model decomposes wholesale supply and demand curves into buy and sell orders of individual market participants. In doing so, the model detects and removes arbitrage orders. As a result, we construct an innovative fundamental model of a wholesale electricity market. First, our fundamental demand curve has a unique composition. The demand curve lies in between the wholesale demand curve and a perfectly inelastic demand curve. Second, our fundamental supply and demand curves contain only actual (i.e. non-arbitrage) transactions with physical assets on buy and sell sides. Third, these transactions are designated to one of the three groups of wholesale electricity market participants: retailers, suppliers, or utility companies. To evaluate the performance of our model, we use the German wholesale market data. Our fundamental model yields a more precise approximation of the actual load values than a model with perfectly inelastic demand. Moreover, we conduct a study of wholesale demand elasticities. The obtained conclusions regarding wholesale demand elasticity are consistent with the existing academic literature.
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中文摘要：
本文提出了一种新的批发电力市场建模方法。我们基于优化的模型将批发供应和需求曲线分解为各个市场参与者的买卖订单。在此过程中，该模型检测并删除套利订单。因此，我们构建了一个创新的批发电力市场基本模型。首先，我们的基本需求曲线具有独特的组成。需求曲线介于批发需求曲线和完全非弹性需求曲线之间。其次，我们的基本供给和需求曲线仅包含买卖双方实物资产的实际（即无套利）交易。第三，这些交易指定给三组批发电力市场参与者之一：零售商、供应商或公用事业公司。为了评估我们模型的性能，我们使用了德国批发市场数据。与具有完全非弹性需求的模型相比，我们的基本模型可以更精确地近似实际荷载值。此外，我们还对批发需求弹性进行了研究。得出的批发需求弹性结论与现有学术文献一致。
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分类信息：

一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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关键词：供需曲线 批发市场 Transactions Participants Quantitative