华北电力大学 电力经济研究所，北京市 昌平区 102206

首先采用布朗运动方法对上网电价进行了分析，给出了布朗运动参数估计的计算公式、蒙特卡罗电价模拟的步骤和服从布朗运动的检验方法。然后以美国加州电力市场上网电价数据为例进行了验证，结果表明电力市场上网电价的某些时段近似符合几何布朗运动。在此基础上，采用蒙特卡罗模拟电价的数据和布朗运动推导电价的效用函数分别构建用户销售电价计算模型。算例结果表明，采用效用函数法比直接采用模拟数据制定销售电价更接近实际情况，且既能使供电公司达到一定收益，又能对其进行有效监管。

销售电价   发电上网电价   需求侧竞价   布朗运动   蒙特卡罗仿真   效用函数  

In this paper, the authors first analyze the bidding price by Brownian motion method and give out the calculation formula to estimate the parameters of Brownian motion and the procedures of Monte Carlo simulation of electricity price as well as the inspection method that obeys Brownian motion; then taking the pool purchase price data of California electricity market in United States for example, the validation is carried out. On this basis the calculation model of consumer retail price is constructed by the price data from Monte Carlo simulation and the utility function of the price simulated by Brownian motion respectively. Results of calculation example show that the retail price made by utility function is more close to actual condition than that by simulation data, moreover, the former can make power supply companies achieving some income as well as the retail price can be effectively supervised.

retail price   pool purchase price   bidding at demand side   Brownian motion   Monte Carlo simulation   utility function