A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
指出确定性市场出清模型会导致日前与实时电价之间的扭曲，进而影响经济激励。作者扩展并分析了一种随机出清模型，证明其能限制价格扭曲，并提出了评估随机模型优势的额外指标。
We argue that deterministic market clearing formulations introduce arbitrary distortions between day-ahead and expected real-time prices that bias economic incentives. We extend and analyze a previously proposed stochastic clearing formulation in which the social surplus function induces penalties between day-ahead and real-time quantities. We prove that the formulation yields price bounded price distortions, and we show that adding a similar penalty term to transmission flows and phase angles ensures boundedness throughout the network. We prove that when the price distortions are zero, day-ahead quantities equal a quantile of their real-time counterparts. The undesired effects of price distortions suggest that stochastic settings provide significant benefits over deterministic ones that go beyond social surplus improvements. We propose additional metrics to evaluate these benefits.