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Medium and long-term thermal coal contract embedded reparations from the perspective of an evolutionary game

2022-06-07

【论文推荐】南京财经大学陈亚林等：演化博弈视域下嵌入补偿的煤电中长期合约研究

摘要

当前，煤炭与火电价格形成机制存在差异，煤电中长合同违约率高，难以保障火力发电的燃煤供给，进而威胁能源供给安全。本文基于非对称演化博弈形式化煤、电两类主体的履约行为；根据复制动态方程分析煤、电主体的行为演化过程，理论分析结果发现：双方履约、煤炭企业单方违约均为演化稳定策略；基于多Agent系统仿真煤、电群体的行为演化过程，发现：每度电承担的配额价格大于上网电价的40%时，火电企业将停止发电；当煤炭市场价格高于合约电煤价格的18%时，煤炭企业将单方“违约”，终止合同；将煤炭企业的“违约”补偿提升5%，将有效驱动煤炭企业的“履约”行为。本研究有助于从微观层面认识“双碳”相关政策对煤、电主体带来的机遇和风险；煤电中长期合同设计中嵌入动态补偿将有助于优化长协设计，提升煤电供应链协调运行有着重要的理论价价值和实际意义。

Medium and long-term thermal coal contract embedded reparations from the perspective of an evolutionary game

演化博弈视域下嵌入补偿的煤电中长期合约研究

Yalin Chen¹, Yaqing Mou¹, Shilong Ye², Yan Chen³

(1.School of Management Science and Engineering, Nanjing University of Finance and Economics,Nanjing 210023, P.R.China 2.College of Letter and Science, University of California Davis, 95618, USA 3.Department of Computer Science, Guiyang University, Guiyang 550002, P.R.China)

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Medium and long-term thermal coal contract embedded reparat

Abstract

Coal-fired electricity enterprises are caught in the dilemma of relative fixed prices and rising costs under the scenario of decarbonization.Meanwhile, soaring market-oriented coal pricing results in coal enterprises’ increasing defaults on thermal coal medium-and long-term contracts (MLC).To investigate the implementation of MLC at the microlevel, this study formalized the contractual behaviors of coal and coal-fired electricity enterprises based on the asymmetric evolutionary game.We formalized the evolving behaviors of both parties using replicator dynamics equations and proved that there were two evolutionary stabilization strategies (ESSs): compliance and coal enterprises’ unilateral default.A multiagent-based simulation was applied to verify the evolving process of ESSs and determine the critical values of MLC design by sensitive analysis.From the simulation results, coal-fired electricity enterprises do not stop generation under the current carbon quota allocation mechanism, even if carbon emission trading increases electricity generation costs.Coal enterprises choose to “default” when the market price of coal is higher than the contracted price by 18%.However, if the original reparation is increased by 5%, the compliance rate of the coal enterprises improves.Dynamic reparations embedded in the MLC improved enforcement during the contracting period.Moreover, the proposed policy implications have practical significance for enhancing the coordinated operation of coal-electricity energy supply chains.

Keywords

MLC, Reparation, Contractual behavior, Evolutionary game, Simulation.

Fig.1 Comprehensive phase diagram of coal-electricity enterprises

Fig.2 The state chart of Agents

Fig.3 The convergence process of ESS (1,1)

Fig.4 The convergence process of ESS (0,1)

Fig.5 Effect of initial compliance rate on the convergence of ESS (1,1)

Fig.6 Effect of initial compliance rate on the convergence of ESS (0, 1)

Fig.7 History prices of carbon quota per unit of electricity [35]

Fig.8 Impact of pQ on the convergence process of EEs’behavior

Fig.9 Historical fluctuation of coal price a [36]

Fig.10 The expected utilities of CEs under different a

Fig.11 Impact of a on the convergence process of CEs’ compliance behavior

Fig.12 Impact of reparation on the convergence process of CEs

本文引文信息

Chen YL, Mou YQ, Ye SL, Chen Y (2022) Medium and long-term thermal coal contract embedded reparations from the perspective of an evolutionary game. Global Energy Interconnection, 5(2): 181-191

陈亚林，牟雅晴，叶世龙，陈燕 (2022) 演化博弈视域下嵌入补偿的煤电中长期合约研究. 全球能源互联网（英文），5(2): 181-191

Biographies

Yalin Chen

Yalin Chen received her bachelor and doctor’s degree in System Engineering from Wuhan University, Wuhan, China, in 2001 and 2006 respectively.She is an associate professor in Department of Management Science, Nanjing University of Finance and Economics, Nanjing,China.She had been at Columbia University in the City of New York as a visiting scholar in 2015.Her research interests include complex system modeling and simulation.She has published papers in journals that focus on sustainable development of energy system.She has been directed or engaged in several high-level projects supported by the National Natural Science Foundation and Education Ministry Foundation of Humanity and Society.

Yaqing Mou

Yaqing Mou received her bachelor’s degree from Beijing Information Science and Technology University, Beijing, China, in 2020.She is now pursuing her Master’s degree of Management Science and Engineering in Nanjing University of Finance & Economics,Nanjing, China.Her research interests include complex network, evolutionary game and multi-market contracts in energy system.

Shilong Ye

Shilong Ye majors in applied math, College of Letter and Science, University of California Davis, California, USA.His research interests include power system planning and operation.

Yan Chen

Yan Chen received her master’s degree in computer science from Xi’an Jiaotong University, Xi’an, China, in 2005.She is now an associate professor in Department of Computer Science, Guiyang University,Guiyang, China.Her research interests include data processing and computer simulation.She had engaged in the design of Guizhou energy management information system and published papers involved CET platform design and optimization.

编辑：王彦博

审核：王伟

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Medium and long-term thermal coal contract embedded reparations from the perspective of an evolutionary game

【论文推荐】南京财经大学 陈亚林等：演化博弈视域下嵌入补偿的煤电中长期合约研究

郑重声明

【论文推荐】南京财经大学陈亚林等：演化博弈视域下嵌入补偿的煤电中长期合约研究