With ever increasing wind power penetration and air conditioning load, the peak to valley difference of the daily load has exhibited to be upward, and this may cause significant negative impacts on the secure and economic operation of the power system concerned. Taking the PJM（Pennsylvania New Jersey Maryland）demand response market as the major study object, the demand response model in electricity markets aboard is first analyzed, and the project types, results and deficiencies of the domestic demand response pilot projects are briefly described. Then, mandatory components in a demand response market are clarified.Based on the experience of demand response markets aboard, the commercial mechanism in Guangdong electricity market is proposed, taking the development status and relevant policies into consideration. Finally, the corresponding market structure is designed to provide referene for the development of demand response in other parts of the country.