火力发电企业离散决策及其对碳排放权价格影响

随着碳交易市场的建立,对于参与减排企业,如何制定合理的减排决策从而降低减排成本成为了一个重要问题。在有效市场下,参与减排企业的边际成本将直接影响碳排放权价格的走势。以往研究大多基于连续时间模型,运用动态优化原理解决此类问题。而事实上,企业的决策过程是离散的,这是由于碳排放权不能跨期交易,如果简单连续化会使得企业有过度减排的可能,与现实不符。基于此,本文以电力企业为例,运用动态优化方法,建立电力企业的离散减排决策模型,从而得出企业的最优边际减排成本,为政府调控碳排放权市场提供理论指导。为了验证模型,本文采用深圳碳排放权的相关实际数据进行数值模拟。研究表明,当企业做出离散减排决策时,企业的减排成本及边际减排成本与初始排放量、配额、单位惩罚成本、减排决策次数等因素相关。企业的离散决策会使得企业的边际减排成本波动加大,进而可能引起碳排放权市场的动荡,但企业的离散决策更有利于企业完成减排任务。

Thermal power enterprise carbon emission reduction strategy based on discrete time and its influence on the price of carbon emission rights

Global issues such as global warming and the depletion of resources have received widespread attention from countries all over the world.With the European Union taking the lead in implementing the European carbon trading system in 2005,global carbon emission trading is becoming a more active area.At the same time,China's carbon emission trading market is still in its infancy.Pilot markets for the trading system have been established in seven provinces and cities,with the official launch of China’s national carbon emission trading market planned for 2017.In order to establish a unified carbon emission option market,the pricing of carbon emission options becomes key.Focusing on the issues of how to make reasonable emission reduction decisions and reduce the cost of abatement by enterprises involved in emission reduction,the research contents and research results of this paper are as follows:First,an enterprise carbon emission decision-making model–with energy replacement and carbon emission option trading as the main means of emission reduction,and a goal of minimizing costs–is established.Most of the previous studies were carried out in the context of a single energy source,and did not consider the issue of carbon emission reduction in situations of mixed energy.In fact,hybrid energy power generation companies can use a variety of energy sources for production,and hybrid energy production is more flexible in terms of cost control than a single energy source.Second,based on the constructed model,the optimal emission reduction strategy for enterprises under discrete time conditions is derived.Previous studies have mostly been based on continuous time models,using dynamic optimization principles to solve such problems.However,since the carbon emission rights cannot be traded on an inter-temporal basis,if the simplified continuous time series will result in the possibility of excessive enterprise emission reduction,it is inconsistent with reality.After deriving the optimal emission reduction strategy,this paper further derives the marginal abatement cost of the enterprise,which can be used as the theoretical guidance price for carbon emission rights.Then,in order to prove the model,the paper carries out numerical simulations based on actual price data from the Shenzhen carbon trading pilot market.The simulation results substantiate the positive implications of the theoretical model,in terms of reducing the efficacy of enterprise abatement costs,carbon emissions,and the carbon emissions trading market.The simulation results show that when enterprises make discrete emission reduction decisions,their abatement costs and marginal abatement costs are related to factors such as initial emissions,quotas,unit penalty costs,and number of emission reduction decisions.Discrete decision-making by enterprises will increase the volatility of marginal abatement costs,which may lead to turbulence in the carbon emission option market,but discrete decision-making is more conducive to enterprises to complete emission reduction tasks.Following sensitivity analysis of the four factors–unit penalty coefficient,initial quota,depreciation rate of emission reduction equipment,and enterprise production capacity–the influence of the above factors on the abatement cost and carbon emissions of the enterprise is determined.Finally,based on the research results,this paper proposes policy recommendations from three perspectives:improving greenhouse gas regulation,rationally formulating carbon emission reduction policies,and reforming energy price pricing mechanisms.