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Much interest and research have emerged to implement and improve the smart grid. The smart grid is the power infrastructure whose intellectual capability is enhanced with communication networks. In addition to communication networks, a bidirectional flow of both power and information enables the customers to actively participate in the whole procedure of power generation, transport, distribution, and consumption. In this paper, we propose the concept of collaborative customer to combine two or more customers into a single customer community, under which the customers collaborate on a power-sharing to reduce their expenditure for electricity power. However, the collaboration can be easily disrupted in the presence of malicious or selfish behaviors. In order to address the security issue, we present a brand-new security scheme, called the voucher scheme, for securely trading the right on power usage among members of a collaborative customer. When the voucher scheme is enabled, a power customer who wants to use extra power issues a certificate, called voucher that is immune to various security attacks, to a power customer who is willing to transfer its right on power usage to the former customer, so that both the customers can have monetary benefits. We formally define the security model for the voucher scheme and prove that the scheme is secure in the random oracle model. We then present a performance evaluation study to see the effectiveness of the scheme with respect to the benefit of the power-sharing and the robustness of the security. The study indicates that the proposed voucher scheme can promote a power trading for collaborative customer, protect the collaboration among customers from malicious or selfish behaviors, and consequently reduce the overproduction of electric power in the smart grid.