基于风险效益均衡的发电侧碳排放权交易差价合约谈判模型

doi:10.16381/j.cnki.issn1003-207x.2016.01.015

中国管理科学 ›› 2016, Vol. 24 ›› Issue (1): 124-133.doi: 10.16381/j.cnki.issn1003-207x.2016.01.015

基于风险效益均衡的发电侧碳排放权交易差价合约谈判模型

黄守军¹, 杨俊^1,2, 陈其安^1,2, 孙睿^1,2

1. 重庆大学经济与工商管理学院, 重庆 400044;
2. 重庆大学能源技术经济研究院, 重庆 400044

收稿日期:2013-04-10 修回日期:2014-11-04 出版日期:2016-01-20 发布日期:2016-01-28
通讯作者: 黄守军(1985-),男(汉族),安徽马鞍山人,重庆大学经济与工商管理学院博士研究生,研究方向:低碳电力、电力系统优化调度协调理论及应用,E-mail:hsjqy@163.com. E-mail:hsjqy@163.com
基金资助:
国家自然科学基金资助项目(90510016,70903080);中央高校基本科研业务费资助项目(CDJXS12020002)

CFD Negotiation Models of Carbon Emissions Trading in Generation Side Based on Risk-Benefit Balance

HUANG Shou-jun¹, YANG Jun^1,2, CHEN Qi-an^1,2, SUN Rui^1,2

1. School of Economics and Business Administration, Chongqing University, Chongqing 400044, China;
2. Academy of Energy Technologic Economics, Chongqing University, Chongqing 400044, China

Received:2013-04-10 Revised:2014-11-04 Online:2016-01-20 Published:2016-01-28

摘要/Abstract

摘要： 在由排放配额价格所引发的发电侧碳交易所和独立发电企业之间的排放权交易矛盾仍未解决的情况下,从理论方面引入排放权交易差价合约来规避发电企业的市场力并稳定排放配额价格。在此背景下,对考虑差价合约的排放权交易模式下碳交易所与发电企业的利润风险、经济效益进行了测度,在此基础上构建了二者之间合约谈判风险效益均衡模型,并给出了模型最优参数的求解程序,从而促进排放权供应与电能生产之间的协调与竞争型交易机制的形成。数值仿真与分析结果表明,本文所提出的模型可以有效规避发电侧排放权交易价格波动所带来的风险,且谈判双方面临的交易风险均与差价合约初始有效报价区间长度负相关。

关键词: 电力市场, 发电侧CO₂排放权交易, 差价合约, 风险效益均衡, 合约谈判

Abstract: In view of the unresolved transaction contradictions initiated by CO₂ emission allowance price between carbon exchange and independent generation enterprises in generation side,the contract for difference (CFD) of emissions trading is introduced in theoretical aspect to evade generation enterprises' market power and stabilize emission allowance price.Given this background,the profit risk and economic benefit of carbon exchange and generation enterprises under the emissions trading mode considering CFD are measured.On the basis,the risk-benefit balance models of contract negotiation between both transaction parties are constructed,and the solving programs of optimal parameters for the models are developed,which promote the formation of coordination and competitive trading mechanism for CO₂ emissions supply and electricity production.The results of numerical simulation and analysis indicate that the proposed models have evaded the risk brought by price fluctuation of emissions trading in generation side effectively,and both the transaction risks faced by the negotiation parties are negatively correlated with the CFD's interval length of the initial effective biddings.

Key words: electricity market, CO₂ emissions trading in generation side, contract for difference, risk-benefit balance, contract negotiation

中图分类号:

TM73
F123.9

黄守军, 杨俊, 陈其安, 孙睿. 基于风险效益均衡的发电侧碳排放权交易差价合约谈判模型[J]. 中国管理科学, 2016, 24(1): 124-133.

HUANG Shou-jun, YANG Jun, CHEN Qi-an, SUN Rui. CFD Negotiation Models of Carbon Emissions Trading in Generation Side Based on Risk-Benefit Balance[J]. Chinese Journal of Management Science, 2016, 24(1): 124-133.

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基于风险效益均衡的发电侧碳排放权交易差价合约谈判模型

CFD Negotiation Models of Carbon Emissions Trading in Generation Side Based on Risk-Benefit Balance

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