A Model for Analyzing Transaction Price Volatility of Generation Rights Trade Market Based on Cellular Automata and Complex Network Theories

被引：0
|
作者：
Wu Yang [1 ]
Liu Junyong [1 ]
Liu Jichun [1 ]
Huang Yuan [1 ]
Yan Zhanxin [1 ]
Zhang Li [1 ]
Gao Hongjun [1 ]
机构：
[1] Sichuan Univ, Sch Elect Engn & Informat, Chengdu, Peoples R China
来源：
2015 5TH INTERNATIONAL CONFERENCE ON ELECTRIC UTILITY DEREGULATION AND RESTRUCTURING AND POWER TECHNOLOGIES (DRPT 2015) | 2015年
关键词：
cellular autontation; complex networks; generation rights trade; individual behavior; price volatility;
D O I：
暂无
中图分类号：
TE [石油、天然气工业]; TK [能源与动力工程];
学科分类号：
0807 ; 0820 ;
摘要：
For the researches on the relationship between the influence factors of the generation rights transaction price and the price volatility arc very few, the effects of individual behavior on the price volatility of generation rights trade market are studied in this paper based on cellular automata (CA) and complex networks (CN) theories. Firstly, the CA model of generation rights trade market is proposed. Then, the behavior model of the generation rights trader forecasting the coal price trends is constructed based on CN theory. At last, depending on the above two models, combining the transformation rules of generation rights trade CA with the behavior model, the model for analyzing the price volatility of generation rights trade market is established. The simulation results show that the individual behavior is an important factor of causing price volatility of generation rights trade market. It is verified that the relationship between the individual behavior and the price volatility of generation rights trade market can be depicted clearly by the proposed model, and it provides a new method for constructing the model of influence factors of power generation rights trade market by complex system theories.
引用
收藏
页码：87 / 92
页数：6
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