In the context of integrated energy substitution and retail side liberalization, we develop a novel alternative energy trading mechanism in the presence of price competition and value-added service to study the purchase and sale strategies for integrated energy retailers. Under the mechanism, the retailer first joins a second-price sealed auction to make an optimal electricity purchase. If the retailer’s purchase bid fails, the retailer procures natural gas from a natural gas company to generate electricity. The retailer then sells the electricity to different users who buy according to their own types, which is modeled a leader–follower game for multiple retailers and classified users. Using a computational data, we design a distributed algorithm to solve the leader–follower game. The simulation results verify the convergence of proposed algorithm. Moreover, our sensitivity analysis indicates that the natural gas distribution rate and its conversion rate with respect to electricity are important to the power retailer’s profit in terms of energy loss rate and capacity rate. Compared with the non-demand response model, the novel alternative energy trading mechanism can help the power retailer reduce peaks and fill valleys to a certain extent, achieving an effective system balance of energy distribution and maximizing the power retailer’s profit and users’ utilities.

在综合能源替代和零售侧放开的背景下，我们在价格竞争和增值服务存在的情况下开发一种新的替代能源交易机制，研究综合能源零售商的购销策略。在该机制下，零售商首先参加二次价格密封拍卖，以进行最优购电。如果零售商的购买投标失败，则零售商从天然气公司采购天然气来发电。然后零售商将电力卖给不同的用户，他们根据自己的类型购买，这被建模为多个零售商和分类用户的领导者-跟随者博弈。使用计算数据，我们设计了一种分布式算法来解决领导者-跟随者博弈。仿真结果验证了所提算法的收敛性。此外，我们的敏感性分析表明，天然气配气率及其相对于电力的转化率对电力零售商在能源损失率和容量率方面的利润很重要。与非需求响应模式相比，新型替代能源交易机制可以在一定程度上帮助电力零售商降峰填谷，实现能源分配的有效系统平衡，实现电力零售商利润和用户效用的最大化。