A model for analyzing transaction price volatility of generation rights trade market based on cellular automata and complex network theories

机译：基于元胞自动机和复杂网络理论的发电权交易市场交易价格波动性分析模型

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For the researches on the relationship between the influence factors of the generation rights transaction price and the price volatility are 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.

机译：由于对发电权交易价格的影响因素与价格波动之间关系的研究很少，本文基于元胞自动机（CA）研究了个体行为对发电权交易市场价格波动的影响。和复杂网络（CN）理论。首先，提出了发电权交易市场的CA模型。然后，基于CN理论，建立了发电权交易者预测煤炭价格走势的行为模型。最后，结合以上两种模型，结合了发电权交易CA的转换规则和行为模型，建立了发电权交易市场价格波动性分析模型。仿真结果表明，个体行为是导致发电权交易市场价格波动的重要因素。验证了所提出的模型可以清晰地描述个体行为与发电权交易市场价格波动的关系，为复杂系统构建发电权交易市场影响因素模型提供了一种新方法。理论。

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来源
《International Conference on Electric Utility Deregulation and Restructuring and Power Technologies》|2015年|87-92|共6页
会议地点 Changsha(CN)
作者
Wu Yang; Liu Junyong; Liu Jichun; Huang Yuan; Yan Zhanxin; Zhang Li; Gao Hongjun;
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作者单位

School of Electrical Engineering and Information of Sichuan University Chengdu China;

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cellular automation; complex networks; generation rights trade; individual behavior; price volatility;

机译：蜂窝自动化；复杂的网络；发电权交易；个人行为；价格波动;

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A model for analyzing transaction price volatility of generation rights trade market based on cellular automata and complex network theories

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