碳交易体系下发电企业的排放风险决策  

Carbon-emission Risk Decision of Power Generation Enterprises under Carbon Trading System

作　　者：万育红[1] 霍小江[1] 程浩 

机构地区：[1]郑州电力高等专科学校,河南郑州450004 [2]鄢陵县电业公司,河南许昌461200

出　　处：《矿业安全与环保》2014年第1期80-82,86,共4页Mining Safety & Environmental Protection

基　　金：郑州市科技局科研项目(121PPTGG416-4);河南省教育厅软科学项目(12B790032)

摘　　要：对碳交易体系在未来可能出现的多种情形进行了阐述,依据"技术和排放"性能将发电企业分为3类,并分析了其面临的风险。针对独立的碳税、配额和市场机制,给出了3类发电企业的风险决策框架;针对配额与市场机制并存环境,根据金融资产组合理论,建立了发电企业的排放风险决策模型,并给出了有效前沿,为发电企业实际管理排放风险提供理论支持。In this paper, various possible situations that may appear in the carbon trading system in the future were discussed, the power generation enterprises were classified into three categories according to the “technology and emission”performance, and the risk that the enterprises to be faced with was analyzed. The risk decision-making framework for three kinds of power generation enterprises was proposed according to the independent carbon tax, quotas and market mechanism; the emission risk decision model for them was established according to the quota and the market mechanism environment and the finance-asset combination theory; and the efficient frontier was presented, this thus provided the theoretical support for the emission risk management of the power generation enterprises.

关 键 词：发电企业 碳交易 碳排放权 风险决策 

分 类 号：TM715[电气工程—电力系统及自动化] X3[环境科学与工程—环境工程]