碳排放权交易的双向拍卖博弈研究  

Emission Permits Trade of Carbon Based on the Game Theory of Double Auction

作　　者：刘娜[1] 何继新[1] 周俊[1] 顾凯平[1] 

机构地区：[1]北京林业大学,北京100192

出　　处：《安徽农业科学》2010年第6期3202-3203,3213,共3页Journal of Anhui Agricultural Sciences

摘　　要：碳交易是为促进全球温室气体减排,减少全球二氧化碳排放所采用的市场机制,是将气候变化这一科学问题、减少碳排放这一技术问题与可持续发展这个经济问题紧密地结合起来,以市场机制来解决科学、技术、经济的综合问题。而作为世界上最大的碳资源国家和碳排放较大的国家,碳交易在中国刚刚起步,中国仅是国际碳交易市场的被动参与者,只少量地加入了清洁发展机制(CDM)项目。为此,首先将排污权交易市场分为一级和二级交易市场,通过排污排污权界定发现,二级碳交易市场的排放权交易方式与方法是碳交易研究的重点与核心,可以实现资源的配置效率和使用效率,并从面法律保障、技术支持和监督管理3个方面分析了国实施排污许可证交易拍卖制度的可行性。其次,采用查特金和萨缪尔逊双方叫价拍卖模型,在双方叫价拍卖中,假设模型中一个卖者和一个买者对一单位的排放权进行报价,卖者提出要价,买者提出出价,最后确定市场成交价清算市场。从买者和卖者获利最大角度确定报价策略,建立了碳排放权交易的博弈模型。最后,研究碳排放权交易市场的配置效率问题,并对模型中的纳什均衡进行了分析,试图为中国的碳排放权贸易提供理论的参考依据。As the world＇s largest carbon resources country with relatively great carbon emission,carbon trade in China has just started.China is only a passive participant in international carbon trading market,rarely participating in the project of Clean Development Mechanism（CDM）.Therefore,trade market of emission permits can be divided into first and second trade markets.During the definition of emission right,we found out that the ways of emission trade at second carbon trade market is the key of the study on carbon trade,which can realize the allocation efficiency and utilization efficiency of resources.Then,feasibility of implementing auction system of emission permits trade in China is analyzed from the aspects of legal protection,technical support,and supervision and management.Chatterton and Samuelson double action model is adopted to determine the market strike price for market clearing.In this auction,a seller and a buyer offer the asking price and bid price for a unit of emission permits,respectively.And the bidding strategy is determined in order to obtain the maximum profit for both seller and buyer.Game Model for carbon emission permits is established.Finally,allocation efficiency of emission permits trade market of carbon is studied and the Nash Equilibrium in this model is analyzed,so as to provide theoretical references for emission permits trade of carbon in China.

关 键 词：碳排放权 博弈 纳什均衡 配置效率 

分 类 号：X32[环境科学与工程—环境工程]