摘要
应用经济学中的博弈理论建立Cournot市场模型,推导了考虑合约的电力寡头垄断市场的均衡解,通过分析表明,合约的存在能够使市场更有效率,并且期权合约对于市场参与者来说更具有灵活性和吸引力.
Many countries have deregulated their electricity markets,boosting competition and unbandling in generation, transmission and distribution. But the important physical characteristics of electricity supply industry decided that the electricity market is an oligopoly market, In order to optimal manage the trade risks, many financial equipment such as forward contract and options contract is introduced into electricity markets. Based on game theory of economics, this paper derives a equilibrium solution of oligopoly electricity markets and show that the existence of forward contract and options contract increases the efficiency of markets in a Cournot setting,but options contract has more agility and attraction to market players.
出处
《长沙电力学院学报（自然科学版）》
CAS
2006年第1期1-4,25,共5页
JOurnal of Changsha University of electric Power:Natural Science
