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ゲーム理論の枠組みを用いた電力スポット価格変動のモデル化 A Game-theoretic Model of Electricity Spot Price Fluctuation 石井 昌宏 ( 大東文化大・経営 ) 手塚 広一郎 ( 福井大・教育地域科学 )
| Content Provider | Semantic Scholar |
|---|---|
| Author | Ishii, Masahiro |
| Copyright Year | 2008 |
| Abstract | This paper proposes a non-cooperative game model to examine electricity spot prices. In the model, we assume the following three conditions: 1) power generating firms with capacity constraints exist; 2) non-storable electricity trade satisfies the balancing rule; 3) and quantity of demand is stochastic. We investigate a non-cooperative game in which 2 power producers bid strategically their supply function to the market, and the unique Nash equilibrium is derived. Additionally we apply the model to analyze spot prices in the PJM market. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://www.jstage.jst.go.jp/article/japannctam/57/0/57_0_249/_pdf/-char/ja |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |