煤电差价合约及其合作效益优化分配的博弈模型

随着煤炭市场的规模化、集中化的出现,煤炭商利用其市场力哄抬煤炭市场价格的现象自然会出现,而煤炭价格的上涨又会带来发电上网价格、供电销售价格的上涨。可见,控制煤炭商市场力可以从源头有效管理能源价格问题。本文设计了煤电的差价合约模型,然后运用Cournot寡头垄断模型论述差价合约对煤炭商的生产行为与发电商的决策行为的影响,运用Stackelberg寡头垄断模型论述发电商之间合作对其效应的影响,并通过Shapley原理给出了发电商之间合作利益分配模型。通过算例模拟发现,煤电差价合约可以促使煤炭商增加生产量,降低煤炭市场价格,稳定销售量,而发电商的合作行为使这种效应更加明显。     

售电侧改革、市场主体变化与电价红利:基于讨价还价博弈

本文通过构建“一对多”和“多对多”讨价还价博弈模型,研究了售电侧改革前后,发电商和售电公司之间关于消费者剩余分配的博弈过程。具体来说,文章从售电侧改革带来的博弈主体与博弈机制变化角度,揭示了售电侧改革对用户电价红利的影响。研究发现:售电侧放开后,电力市场交易机制由“一对多”竞价上网变为“多对多”讨价还价匹配,造成了售电侧博弈主体的议价能力下降,发电侧博弈主体相对议价能力上升。发电商群体将索取更多的消费者剩余,从而推动发电侧整体报价的上涨,挤压了售电侧的利润空间,导致售电公司被迫抬高市场电价,最终剥夺了用户的电价红利。研究揭示了售电侧改革未能带来电价下降的根本原因。     

Greening the electricity industry: The dynamic logic of the Green-e certification program

With the advent of retail completion in the supply of electricity to end-use customers, individuals and businesses will be given the opportunity to purchase electricity from “green power” sources. Some customers are clearly willing to pay a premium for environmentally preferable sources of electricity supply. Yet, there have been concerns that customer confusion, vague marketing claims, and “apples and oranges” comparisons will limit the potential market penetration of green power products.Environmental certification programs are increasingly seen as important tools for achieving environmental objectives and are intended to alleviate some of the concerns listed above, as well as to increased product and marketer credibility. The Green-e Renewable Electricity Branding Program is the first U.S.-based effort to certify green power products that meet certain environmental standards. The voluntary Green-e program also helps create consumer confidence in these certified products through a marketer code of conduct, disclosure provisions, and a public education campaign. This article details the development, design and results of the Green-e program to date.     

中国电力市场长期产业组织架构与电价趋势研究

为了分析售电侧电力市场化改革背景下中国电力市场长期产业组织架构形态和均衡电价变动趋势,本文根据售电公司在电力批发市场和零售市场的双边讨价还价博弈行为,构建了长期模式下独立售电公司、寄生公司和电力批发商三者之间的两阶段Stackelberg博弈模型,结合博弈的均衡状态,比较分析了长期和短期改革效果,并进一步讨论了均衡电价的影响因素和变动情况。结果表明：（1）长期电力市场的均衡批发电价低于完全垄断时期的均衡批发电价,售电侧放开对于降电价效果明显。（2）在改革效果方面,相较于短期改革而言,竞争性的长期改革形态更加有效,长期均衡电价和均衡批发电价随贴现率的波动小于短期,市场更加稳定。（3）在政策实施层面,随着改革推进和竞争程度增加,调整对象从电力批发商逐步过渡到售电公司,有助于保障售电市场竞争的公平和效率。     

CLIMATE CHANGE POLICY AND ITS EFFECT ON MARKET POWER IN THE GAS MARKET

The European Emissions Trading Scheme (ETS) limits CO₂ emissions from covered sectors, especially electricity (accounting for about 56%). At $44 billion per annum. the ETS is the largest emissions trading system ever, 40 times larger than US programmes. The article demonstrates that fixing the quantity rather than the price of carbon reduces the price elasticity of demand for gas appreciably, amplifying the market power of gas suppliers, and amplifying the impact of gas price increases on the electricity price. A rough estimate using British data suggests that this could increase the Lerner Index by 50%. (JEL: Q54, Q58, L94)     

多市场协同下的可再生能源电力竞价策略研究

为了实现电力行业低碳转型，我国正逐步建立和完善全国碳配额与交易市场和绿色电力证书市场。如何设计和协调市场政策目标以推动可再生能源电力平价上网是我国电力系统绿色低碳化转型的关键。本文构建了多市场协同下的电力企业竞价模型，研究碳市场、绿证市场与电力市场的价格形成和市场之间的价格传导路径，分析多市场协同作用下电力企业竞价策略的差异。研究结果表明：多市场协同对减少碳排放和促进可再生能源发展有显著效果，收紧碳配额供应和提高绿证配额的市场协同机制能够为可再生能源发电企业创造新的利润增长点，增加传统能源发电成本，缩小可再生能源电力和传统能源电力的价格差异。本文揭示了多个市场之间内在的协同机理，有助于政策制定者充分考虑到市场间的协同关系，从而制定更加高效的减排和可再生能源发展政策。     

可再生能源配额制、发电厂商的策略行为与演化

可再生能源配额制（简称配额制），是我国实现能源低碳转型的强制性制度变迁；其成功与否，决定于科学的制度设计。制度具有建构性与演进性，配额制在建构发电厂商策略行为博弈规则的同时，长期中会与发电厂商的策略行为共生演化。本文在构建配额制与发电厂商策略行为演化博弈模型基础上，分析了配额制的相关制度准参数对发电厂商策略行为的影响。结果表明：配额制与发电厂商策略行为的演化博弈均衡，决定于相关的制度准参数（如配额和单位罚金）以及绿色证书市场的交易成本和发电厂商的边际成本差额。其中，科学的配额、较高的单位罚金以及较低的交易成本和边际成本差额，绿色证书市场更为有效，配额制这一强制性制度变迁更易成功；反之反是。因此，科学设计配额制的相关制度准参数并加强其制度环境建设，有助于我国有效施行配额制。     

基于独立售电公司双角色的Stackelberg博弈模型分析

在新一轮电力市场化改革初期，电力市场输配售还处于未完全分开的状态。独立售电公司作为一种双角色主体首先要与电力批发商针对批发价进行博弈，然后与寄生公司进行市场博弈，形成了两阶段的Stackelberg博弈。本文采用逆推法，先用以价格为博弈策略的Bertrand博弈和以零售电量为博弈策略的Cournot博弈对第二阶段的最优目标进行求解，再通过Rubinstein博弈对第一阶段的均衡批发价进行求解。结果表明：在线性需求曲线假定下，独立售电公司如果采用单一的价格博弈手段参与市场，会陷入无限循环的价格调整，最终被迫退出市场；而若采用零售电量为博弈策略，则即使在改革初期寄生公司具有绝对价格优势时，电力市场化依然可以降低均衡电价，提高市场竞争性。     

The combination of forecasts in the trading of electricity from renewable energy sources

The legal support provided by the ‘Act on Granting Priority to Renewable Energy Sources’ (German Erneuerbare Energien Gesetz, EEG) and its precursor has in the last 20 years led to a marked growth in Germany in the use of renewable energies to generate electricity. As a result of the EEG amendment adopted in the summer of 2011 and in force since 1 January 2012, the market integration of electricity generated from renewable energy sources (RES-E) has become more important. Consequently, the economic importance of trading RES-E has also increased. A major role in determining costs in trading electricity from wind and solar energy on the wholesale markets plays the forecasting method used. If a forecast inaccurately predicts the amount of electricity actually generated, one result could be elevated costs in the trading process. In the beginning of this article we introduce the legal framework governing the trading of RES-E. Subsequently, we present a method for combining several individual forecasting methods. Finally, using empirical data, we show that in comparison to the best available individual forecast, the proposed combined forecast results in a clear improvement of forecasting quality as well as in a reduction in trading costs.     

EXPRESSED STUDENT ATTITUDE TOWARD CONVENTIONAL VERSUS COMPUTER SUPPLEMENTED INSTRUCTION

This paper describes studies concerning computer supplemented exercises using an exponentially weighted moving average forecast simulator. Student attitudes toward the concepts school, lecture method of teaching, the computer supplementary exercises, and the value of the computer are examined. The fact that students perceive the computer as the vehicle for bringing more realistic problems to the classroom suggests that the future “mix” of pedagogical approaches will include more computer supplemented instruction.     

低碳技术组合应用下纵向合作减排的随机微分对策模型

在低碳电力调度准则下,基于考虑减排技术及其协同效应对低碳负荷需求的影响与电网公司购电的有限理性学习过程,建立了发电商采用3种低碳技术组合应用时的纵向合作减排的随机微分对策模型。运用汉密尔顿-雅可比-贝尔曼方程分别求得了Stackelberg博弈和合作博弈下均衡的减排技术投入、稳定的购电电量期望与方差以及Stackelberg博弈下最优的减排支付比例。考察了发电商减排技术的对称性及其应用数量对反馈均衡结果的影响,并对此两种博弈结构进行了比较分析。运用基于双向加权Rubinstein-Stahl讨价还价模型的利润共享契约使得决策系统达到协调,并将模型拓展到多种减排技术投入下的合作减排模型。研究发现:在一定条件和范围内,减排投入提高电网公司购电电量,同时发电商为此所带来的风险增大;合作博弈更适于优化电力市场电源结构,顺应低碳电力调度政策的导向;最优的减排技术应用、稳定的购电电量期望与方差以及系统均衡利润都与发电商选择的低碳技术投资效率、技术之间的协同作用以及数量正相关。     

Increasing Following Headway in a Driving Simulator and Transfer to Real World Driving

ABSTRACT

The effects of a package intervention including prompts, goal setting, feedback, education, and behavioral self-monitoring to increase following headway (decrease tailgating) of three young drivers were evaluated in a simulated driving environment. Another objective of the present study was to determine if the effects of the package intervention would maintain in the simulator and transfer to real-world driving by assessing driving behavior recorded using a black box video camera in the participants’ vehicles. During intervention, drivers were prompted to increase following headway and were provided a specific target for following headway. The participants were asked to estimate following headway after each session and when the session ended were given feedback on actual following headway. The introduction of the treatment package in the simulator was associated with an increase in following headway for all participants. During the reversal phase maintenance occurred for all participants. The effects transferred to real-world driving for all participants. Teaching young drivers in a simulator to increase following headway may be one strategy to decrease the risk of crashes.     

寡头发电商投资阈值与容量选择模型及其分析

发电容量投资不足或过剩都将带来巨大经济与社会损失.论文针对不确定需求下的电力市场,在分析了容量约束下的寡头发电商竞价策略基础上,运用实物期权和博弈论思想,构建了寡头发电投资阈值与容量选择模型,并通过数值仿真给出了投资商的投资阈值与最优投资容量,分析结果表明:1)随投资商数量的增加,投资阈值下降,但最优的投资容量也随之下降;若需求不确定性增大,投资阈值与最优容量则随之增大;2)就整个电力市场而言,在发电商数量比较少时,电力市场效率较低,但电力供给充裕;而在发电商数量较多时,市场效率较高,但电力供给却较为紧张.     

配网分时电价实用预测模型研究

在电力市场环境下,进行准确的电价预测对市场中的各参与者具有极其重要的意义.针对配网分时电价,本文使用规划优化方法,采用一般时段划分,集中负荷具体到配网变电站的每条出线,建立了优化的配网分时电价预测模型,并根据经济学原理定义电价.通过数学规划的Kuhn Tucker条件,求得电价的计算公式.探讨了电价公式中各分量的计算方法,并进一步通过算例初步验证了本模型的有效及实用性.     

The Optimality of a Simple Market Mechanism

Strategic behavior in a finite market can cause inefficiency in the allocation, and market mechanisms differ in how successfully they limit this inefficiency. A method for ranking algorithms in computer science is adapted here to rank market mechanisms according to how quickly inefficiency diminishes as the size of the market increases. It is shown that trade at a single market–clearing price in the k–double auction is worst–case asymptotic optimal among all plausible mechanisms: evaluating mechanisms in their least favorable trading environments for each possible size of the market, the k–double auction is shown to force the worst–case inefficiency to zero at the fastest possible rate.     

Turbulent markets need flexible supply chain communication

This paper consists of three main sections. The first section discusses market turbulence and the transition from mass production to mass customization as driving forces for organizational change and optimization, which leads to IT-support and virtual enterprises. The second section describes the key-elements of supply chain management as one building block for virtual enterprises. Low-cost and flexible Electronic Data Interchange (EDI) is the key-enabler to automate the interactions between companies and their partners. In the third section, a complete concept and a prototype realization for Internet EDI-using XML (eXtensible Markup Language) is proposed. This approach is based on Internet and XML, because the implementation of traditional EDI (e.g. EDIFACT, ANSI X.12) is mostly too costly for small and medium sized enterprises, which has to be integrated as suppliers and customers in a supply chain. XML will be the international standard for Internet communication in the near future.     

Kanban optimization by simulation and evolution

The problem of the optimal design of multistage systems with Kanban control mechanism is investigated. The optimization problem generalizes those from literature by considering a general criterion function and including the lot sizes as decision variables. Since no analytical solutions can be expected simulation combined with a genetic algorithm is used. The simulator KaSimIR as well as the optimization tool LEO are briefly described. Some examples demonstrate the usability of the approach.     

Improving the Milk Supply Chain in Developing Countries: Analysis,Insights, and Recommendations

Quality issues in milk—arising primarily from deliberate adulteration by producers—have been reported in several developing countries. In the milk supply chain, a station buys raw milk from a number of producers, mixes the milk and sells it to a firm (that then sells the processed milk to end consumers). We study a non‐cooperative game between a station and a population of producers. Apart from penalties on proven low‐quality producers, two types of incentives are analyzed: confessor rewards for low‐quality producers who confess and quality rewards for producers of high‐quality milk. Contrary to our expectations, whereas (small) confessor rewards can help increase both the quality of milk and the station's profit, quality rewards can be detrimental. We examine two structures based on the ordering of individual and mixed testing of milk: pre‐mixed individual testing (first test a fraction of producers individually and then [possibly] perform a mixed test on the remaining producers) and post‐mixed individual testing (first test the mixed milk from all producers and then test a fraction of producers individually). Whereas pre‐mixed individual testing can be socially harmful, a combination of post‐mixed individual testing and other incentives achieves a desirable outcome: all producers supply high‐quality milk with only one mixed test and no further testing by the station.     

Some thoughts on enterprise modelling

Enterprise management is highly value conscious, trying to determine and guide the activities of the company so as to be competitive (improve profits, reduce costs and time to market, etc.) and to build future capability to remain competitive. It is necessary to demonstrate why enterprise modelling is necessary to attain business objectives. We then discuss the role of interfaces in enterprise engineering and why enterprise modelling will play an even more significant role in the future enterprise. Finally, we discuss three research questions: model interoperability, the development of a reference model for global virtual enterprise, and plug-and-play, or 'component-based' enterprise engineering.     

Minimum power assignment in wireless ad hoc networks with spanner property

Power assignment for wireless ad hoc networks is to assign a power for each wireless node such that the induced communication graph has some required properties. Recently research efforts have focused on finding the minimum power assignment to guarantee the connectivity or fault-tolerance of the network. In this paper, we study a new problem of finding the power assignment such that the induced communication graph is a spanner for the original communication graph when all nodes have the maximum power. Here, a spanner means that the length of the shortest path in the induced communication graph is at most a constant times of the length of the shortest path in the original communication graph. Polynomial time algorithm is given to minimize the maximum assigned power with spanner property. The algorithm also works for any other property that can be tested in polynomial time and is monotone. We then give a polynomial time approximation method to minimize the total transmission radius of all nodes. Finally, we propose two heuristics and conduct extensive simulations to study their performance when we aim to minimize the total assigned power of all nodes. The author is partially supported by NSF CCR-0311174.