隐私保护下的电–碳–证耦合市场机制设计

Design of Electricity-Carbon-Certificate Coupled Market Mechanism under Privacy Protection

摘要: 随着电力市场、碳市场和绿证市场的深度耦合，电力市场的参与者不仅需要在三类市场中保持竞争，同时也担心他们的私人信息会通过耦合市场产出的统计数据泄露。这种隐私泄露将对市场参与者的未来交易以及未经授权的观察者的看法产生重大影响。为了应对这一挑战，文章建立了电–碳–证耦合市场下的市场均衡模型，在此基础上加入差分隐私(DP)框架以保护个人隐私，并保持其数据对社会公益的效用。在这一方面，文章提出了一种基于指数机制的新型差分隐私机制，该机制在保证市场输出几乎不会揭示任何个人输入数据的同时，释放出接近最优的解决方案。此外，在电力市场结算方面，引入Vickrey-Clarke-Groves (VCG)机制设计理论，抑制发电商恶意虚假报价。

Abstract: As the electricity market, carbon market, and green certificate market become increasingly interconnected, market participants in the power market are required to compete across these three markets while also being concerned about the potential leakage of their private information through the statistical outputs generated by the coupled markets. Such privacy breaches could significantly impact the future transactions of market participants and the perceptions of unauthorized observers. To address this challenge, this paper establishes a market equilibrium model under the coupled electricity-carbon-certificate market framework and incorporates a Differential Privacy (DP) framework to protect individual privacy while maintaining the utility of the data for social benefits. In this regard, the paper proposes a novel differential privacy mechanism based on the exponential mechanism, which ensures that the market outputs reveal almost no individual input data while releasing a near-optimal solution. Furthermore, in the context of power market settlement, the Vickrey-Clarke-Groves (VCG) mechanism design theory is introduced to deter generators from submitting maliciously false bids.