Economic modeling study demonstrates integrated cross-regional electricity pricing frameworks under high renewable penetration, suggesting improved resource allocation and cooperative revenue sharing.
Against the background of the dual-carbon strategy and accelerated construction of a new power system, new energy has entered a high-penetration stage characterized by volatility, intermittency, and spatial mismatch between resource supply and load demand. Traditional inter-provincial and inter-regional electricity trading mechanisms can no longer fully adapt to the random output and anti-peak-shaving characteristics of new energy. This study focuses on cross-provincial and cross-regional electricity resource allocation and pricing strategies under high penetration of new energy. Based on game theory, a multi-agent analytical framework is constructed, integrating Cournot competition among power generation entities, Stackelberg pricing between grid enterprises and market participants, and Shapley value-based cooperative benefit allocation among provinces. The study analyzes contradictions in resource-load spatial mismatch, trading-mode rigidity, price-signal distortion, transmission congestion, and regional benefit distribution. It further proposes an integrated mechanism combining priority trading for new energy, time-sharing and zonal nodal pricing, endogenous congestion sharing, revenue sharing, and full-time-sequence coordination from medium- and long-term trading to real-time dispatch.
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Li X (2026) studied this question.
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