碳交易市场最优减排量与碳排放权均衡价格研究  

Optimal Aggregate Abatement and Equilibrium Price of Carbon Emission Permit in Emission Trading Market

作　　者：刘娜 宋福铁[1] LIU Na;SONG Futie(School of Business,East China University of Science and Technology,Shanghai 200237,China)

机构地区：[1]华东理工大学商学院,上海200237

出　　处：《运筹与管理》2023年第8期65-70,共6页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(71371073);上海市浦江人才计划项目(13PJC025)。

摘　　要：为了实现政府承诺的减排目标,亟需完善碳定价机制并制定连贯的减排计划。本文以发电企业为研究对象,建立总合规成本最小化的随机均衡模型,在2021—2030年减排目标的约束下,使用哈密顿-雅可比-贝尔曼(HJB)方程将构建的最优控制问题归结为解偏微分方程问题,获得企业的最优减排量和最优交易量,进而得到碳排放权均衡价格及全社会最优减排量的解析解。为了验证模型,使用实际数据进行情景分析和敏感性分析。通过情景分析,得到合规期内的碳排放权均衡价格和全社会最优减排量。通过敏感性分析,比较各种清洁能源替代非清洁能源发电的边际减排成本,发现发电企业能源燃料优先使用顺序为水能、太阳能、陆上风能、核能、海上风能、天然气。研究结果为全国碳市场碳排放权提供定价基准,同时为中国通过市场化手段实现碳减排目标提供理论依据。Global climate change is the most severe challenge facing humanity today,affecting the sustainable development of the economy and society seriously.Anthropogenic carbon emissions are the mainspring of global climate change.To control carbon emissions,the Chinese government announced a target in the Copenhagen Climate Conferencein December 2009 to reduce carbon intensity by 40-45%,lower than that of the year of 2005 by 2020.In June 2015,China submitted its“Enhanced Actions on Climate Change—China’s Intended Nationally Determined Contributions”,which set a target of reducing carbon intensity by 60-65%,lower than that of the year of 2005 by 2030.To achieve China’s increasingly ambitious nationally determined contributions,a systematic emission reduction plan must be formulated,and a market-based effective emission control tool,such as“carbon trading”is used.The national carbon trading market was officially launched in July 2021,and the carbon trading price is the key element of carbon trading.If the carbon trading price is set too low,the real-world emissions may be higher than expected levels,making it difficult to achieve emission reduction targets.If the carbon trading price is set too high,the carbon trading market may not be able to optimize resource allocation.Therefore,it is necessary to scientifically formulate the future carbon trading price.Developing a coherent emission reduction plan and a reasonable carbon trading price can provide theoretical basis for China to achieve its carbon emission reduction targets through market-based approaches,and provide a pricing benchmark for carbon emission allowances in the national carbon market.This article focuses on power companies participating in the national carbon trading market and constructs a stochastic optimal control model that minimizes the total compliance cost,including the cost of clean energy replacing non-clean energy generation,depreciation cost of emission reduction equipment,carbon trading cost,and transaction friction cost.In this mo

关 键 词：随机均衡模型 哈密顿-雅可比-贝尔曼方程 碳排放权均衡价格 全社会最优减排量 

分 类 号：F224.1[经济管理—国民经济]