Collusion Bidding Identification of Cartel-type Generators Based on Ordered Logit Model

Bo SUN; Ruilin DENG; Jingdong XIE; Xin SUN

doi:10.7500/AEPS20200223008

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Collusion Bidding Identification of Cartel-type Generators Based on Ordered Logit Model

Special Topic on Key Technologies for Construction and Operation of Electricity Spot Market | 更新时间：2025-06-16

- Collusion Bidding Identification of Cartel-type Generators Based on Ordered Logit Model
- Automation of Electric Power Systems Vol. 45, Issue 6, Pages: 109-115(2021)
- 作者机构：
  
  上海电力大学经济与管理学院，上海市 200090
- 作者简介：
- 基金信息：
  
  National Natural Science Foundation of China;Humanities and Social Sciences Research Fund Project of Ministry of Education
- DOI：10.7500/AEPS20200223008
  CLC：
- Received：23 February 2020，
  
  Revised：2020-08-12，
  
  Published Online：10 September 2020，
  
  Published：25 March 2021
- 稿件说明：
移动端阅览
孙波,邓瑞林,谢敬东等.基于排序多元Logit模型的卡特尔类机组串谋竞价识别[J].电力系统自动化,2021,45(6):109-115.

SUN Bo,DENG Ruilin,XIE Jingdong,et al.Collusion Bidding Identification of Cartel-type Generators Based on Ordered Logit Model[J].Automation of Electric Power Systems,2021,45(6):109-115.
孙波,邓瑞林,谢敬东等.基于排序多元Logit模型的卡特尔类机组串谋竞价识别[J].电力系统自动化,2021,45(6):109-115. DOI： 10.7500/AEPS20200223008.

SUN Bo,DENG Ruilin,XIE Jingdong,et al.Collusion Bidding Identification of Cartel-type Generators Based on Ordered Logit Model[J].Automation of Electric Power Systems,2021,45(6):109-115. DOI： 10.7500/AEPS20200223008.

摘要

在电力现货市场建设的初期，识别机组串谋竞价是有效防范发电商串谋行为真正发生的重要环节。依据市场份额将机组分为卡特尔类机组和竞争类机组，针对卡特尔类机组提出了基于排序多元Logit模型的串谋竞价识别方法。首先，依托博弈论原理，分析影响机组报价的因素，构建机组报价回归方程。然后，通过邹检验判断报价影响因素对卡特尔类机组和竞争类机组报价行为的影响程度是否存在差异。若存在差异，则建立卡特尔类机组报价的排序多元Logit模型，并利用似然比检验判断卡特尔类机组的高价序列和低价序列之间是否存在差异，论证卡特尔类机组串谋竞价的可能性。最后，将所提方法应用于某地区电力现货市场中，算例结果显示在5%的显著性水平下，卡特尔类机组存在串谋竞价的可能性。

Abstract

In the early stage of the construction of electricity spot markets

identifying the collusion bidding of generators is an important link to effectively prevent the actual occurrence of collusion behaviors of power producers. Based on the market sharing

the generators are classified into Cartel-type generators and competitive-type generators. For the Cartel-type generators

a method of collusion bidding based on ordered Logit model is proposed. Firstly

based on the game theory

the factors affecting the bidding of generators are analyzed

and the bidding regression equation of generators is constructed. Then

the Chow test is used to determine whether there is a difference in the degree of the influence of the bidding influence factors on the bidding behaviors of Cartel-type generators and competitive-type generators. If there is a difference

the ordered Logit model of Cartel-type generators is established

and the likelihood ratio test is used to determine whether there is a difference between the high-priced sequence and the low-price sequence of the Cartel-type generators

thereby demonstrating the possibility of collusion bidding of Cartel-type generators. Finally

the proposed method is applied to an electricity spot market in a region

and the case study results show that at a significance level of 5%

which means a possibility of collusion bidding of Cartel-type generators.

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references

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