CAJ | 학술논문

在考虑期货市场和日常市场极值的基础上构建 agent模型和供给函数均衡（ supply function equilibrium ，SFE）模型，并针对模型的预测准确程度进行对比分析。以某城市电网中的4个典型工作日为例进行算例分析，结果表明在非用电高峰时段，agent模型对于价格水平和波动性的预测能力较强，而SFE模型可以更准确地预测非高峰时段的电价。
재고필기화시장화일상시장겁치적기출상구건 agent모형화공급함수균형（ supply function equilibrium ，SFE）모형，병침대모형적예측준학정도진행대비분석。이모성시전망중적4개전형공작일위례진행산례분석，결과표명재비용전고봉시단，agent모형대우개격수평화파동성적예측능력교강，이SFE모형가이경준학지예측비고봉시단적전개。
The advancement in power system reform promotes an increasingly competitive electricity mar-ket .Under such an environment , based on competitors and personal situation ,power generation companies have developed reasonable and effective bidding strategies to maximize profits .By considering extreme val-ue of the future market and the daily market , an agent model and supply function equilibrium ( SFE) mod-el are built .Then, the prediction accuracy obtained by the models is compared .With a numerical example of four typical days in a regional grid of some cities , it is shown that , in the non-peak hours , the agent model has a strong forecasting ability of the price level and volatility , while the SFE model can more accu-rately predict off-peak price level .