碳市场风险的分析与控制 (一)框架设计
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摘要
在全球应对气候变化和碳排放总量控制的背景下,无论是气候变化的严峻性、国家政治承诺的严肃性、抑或行业可持续发展的迫切性,都要求对碳市场风险进行识别、分析与控制。作为系列论文的首篇,分析了气候系统约束与碳市场的关系,从监管视角阐述了碳市场风险的产生机理,并通过实际案例对风险分析与控制进行了回顾。提出和设计了碳市场风险防控框架,通过定义"扰动凸显""参量违约"和"功能丧失"等关键特征,划分了碳市场风险防控的多道防线,并初步讨论防线内部优化及防线间协调思路。构建了碳市场风险防控问题的数学模型,指出需要在碳市场演化态势的沙盘推演、违约风险成本(或收益)评估等方面进行技术提升。基于自主研发的大能源系统动态仿真平台,能够有效支撑相关问题的研究。续篇将具体介绍按此框架对碳市场的混合仿真及决策支持。
In the global context of climate change mitigation and carbon emissions control,a carbon market risk analysis and control framework is in urgent need considering the seriousness of climate change problem,the solemnity of national political commitment or the urgency of sustainable development of energy industry.As the first part of a series of papers,this paper analyzes the relationship between climate constraints and the carbon market,discusses the mechanism of carbon market risk from a regulatory perspective,and reviews the carbon risk analysis and control practices in recent years.A multi-line risk defense framework of carbon market is proposed and designed by defining key features such as "disturbance occurrence","parameter violation"and "market malfunction"and the coordinated control optimization method under this framework is discussed.Finally,the problem of carbon market risk prevention and control is mathematically formulated.Sand-table simulation and risk quantitative analysis technologies are suggested to be further improved to support carbon market risk analysis and control.The dynamic simulation platform for macro-energy systems(DSMES)developed by the authors' team can break through the barriers among different research paradigms,and effectively support the related research.Based on the defense framework proposed in this paper,simulation analysis and coordinated control results of the carbon market risk will be reported in the second part of the series papers.
In the global context of climate change mitigation and carbon emissions control,a carbon market risk analysis and control framework is in urgent need considering the seriousness of climate change problem,the solemnity of national political commitment or the urgency of sustainable development of energy industry.As the first part of a series of papers,this paper analyzes the relationship between climate constraints and the carbon market,discusses the mechanism of carbon market risk from a regulatory perspective,and reviews the carbon risk analysis and control practices in recent years.A multi-line risk defense framework of carbon market is proposed and designed by defining key features such as "disturbance occurrence","parameter violation"and "market malfunction"and the coordinated control optimization method under this framework is discussed.Finally,the problem of carbon market risk prevention and control is mathematically formulated.Sand-table simulation and risk quantitative analysis technologies are suggested to be further improved to support carbon market risk analysis and control.The dynamic simulation platform for macro-energy systems(DSMES)developed by the authors' team can break through the barriers among different research paradigms,and effectively support the related research.Based on the defense framework proposed in this paper,simulation analysis and coordinated control results of the carbon market risk will be reported in the second part of the series papers.
引文
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[13]深圳市碳排放权交易研究课题组.建设可规则性调控总量和结构性碳排放交易体系——中国探索与深圳实践[J].开放导报,2013(3):7-17.Shenzhen Carbon Trading Task Group.On a trading system for carbon emission by macro and structural regulating[J].China Opening Journal,2013(3):7-17.
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[15]薛禹胜.时空协调的大停电防御框架:(一)从孤立防线到综合防御[J].电力系统自动化,2006,30(1):8-16.XUE Yusheng.Space-time cooperative framework for defending blackouts:PartⅠfrom isolated defense lines to coordinated defending[J].Automation of Electric Power Systems,2006,30(1):8-16.
[16]薛禹胜.时空协调的大停电防御框架:(二)广域信息、在线量化分析和自适应优化控制[J].电力系统自动化,2006,30(2):1-10.XUE Yusheng.Space-time cooperative framework for defending blackouts:PartⅡreliable information,quantitative analyses and adaptive controls[J].Automation of Electric Power Systems,2006,30(2):1-10.
[17]薛禹胜.时空协调的大停电防御框架:(三)各道防线内部的优化和不同防线之间的协调[J].电力系统自动化,2006,30(3):1-10.XUE Yusheng.Space-time cooperative framework for defending blackouts:PartⅢoptimization and coordination of defense-lines[J].Automation of Electric Power Systems,2006,30(3):1-10.
[18]薛禹胜,黄杰,文福拴,等.排放阻塞与输电阻塞的交互影响[J].电力系统自动化,2011,35(15):6-12.XUE Yusheng,HUANG Jie,WEN Fushuan,et al.Mutual influences between emission congestion and transmission congestion[J].Automation of Electric Power Systems,2011,35(15):6-12.
[19]张敏思,范迪,郑爽.欧盟排放交易体系“折量拍卖”计划遭否决的影响与启示[EB/OL].[2018-01-04].http://www.ncsc.org.cn/article/yxcg/yjgd/201404/20140400000857.shtml.
[20]CART J.In California’s wildfires,a looming threat to climate goals[EB/OL].[2018-01-04].https://calmatters.org/articles/californias-wildfires-looming-threat-climate-goals/.
[21]上海市气象局.日本2013年碳排放量达历史最高[EB/OL].[2018-01-04].http://www.smb.gov.cn/sh/qhbh/qxkp2/qhbhcs/infodetail/0bcfcec9-5c3d-453f-bf44-e5de89690787.html.
[22]薛彦平.2011年欧盟气候变化政策重大事件回顾[EB/OL].[2018-01-03].http://ies.cass.cn/wz/yjcg/ozkj/201207/t20120731_2458481.shtml.
[23]XUE Yusheng,LI Tianran,YIN Xia,et al.Managements of generalized congestions[J].IEEE Transactions on Smart Grid,2013,4(3):1675-1683.
[24]XUE Yusheng,YU Xinghuo.Beyond smart grid—cyberphysical-social system in energy future[J].Proceedings of the IEEE,2017,105(12):2290-2292.
[25]薛禹胜,赖业宁.大能源思维与大数据思维的融合:(一)大数据与电力大数据[J].电力系统自动化,2016,40(1):1-8.DOI:10.7500/AEPS20151208005.XUE Yusheng,LAI Yening.Integration of macro energy thinking and big data thinking:PartⅠbig data and power big data[J].Automation of Electric Power Systems,2016,40(1):1-8.DOI:10.7500/AEPS20151208005.
[26]薛禹胜,赖业宁.大能源思维与大数据思维的融合:(二)应用及探索[J].电力系统自动化,2016,40(8):1-13.DOI:10.7500/AEPS20160311004.XUE Yusheng,LAI Yening.Integration of macro energy thinking and big data thinking:PartⅡapplications and explorations[J].Automation of Electric Power Systems,2016,40(8):1-13.DOI:10.7500/AEPS20160311004.
[27]黄杰,薛禹胜,薛峰.电力系统碳排放态势推演中的大数据思维[C]//中国工程院/国家能源局第四届能源论坛,2017年9月21日至22日,中国北京:6p.
[28]HUANG Jie,XUE Yusheng,JIANG Chao,et al.An experimental study on emission trading behaviors of generation companies[J].IEEE Transactions on Power Systems,2015,30(2):1076-1083.
[29]United States Environmental Protection Agency.The social cost of carbon-estimating the benefits of reducing greenhouse gas emissions[EB/OL].[2017-01-19].https://19january2017snapshot.epa.gov/climatechange/social-costcarbon.html.
[30]METCALF G E,STOCK J.The role of integrated assessment models in climate policy:a user’s guide and assessment[JB/OL].[2017-01-19].https://www.belfercenter.org/sites/default/files/legacy/files/dp68-metcalf-stock.pdf.
[2]SHISHLOV I,MOREL R,BELLASSEN V.Compliance of the parties to the Kyoto protocol in the first commitment period[J].Climate Policy,2016,16(6):1-15.
[3]市场准备伙伴计划(PMR),国际碳行动伙伴组织(ICAP).碳排放交易实践手册:碳市场的设计与实施[EB/OL].[2018-01-03].https://icapcarbonaction.com/zh/?option=com_attach&task=download&id=409.
[4]国际碳行动伙伴组织(ICAP).全球碳市场进展2017年度报告[EB/OL].[2018-02-28].https://icapcarbonaction.com/en/?option=com_attach&task=download&id=442.
[5]WOOD P J,JOTZO F.Price floors for emissions trading[J].Energy Policy,2011,39(3):1746-1753.
[6]魏庆坡.碳交易与碳税兼容性分析——兼论中国减排路径选择[J].中国人口·资源与环境,2015(5):35-43.WEI Qingpo.Study on the pathway of china to mitigate emissions based on the compatibility of carbon tax and ets[J].China Population,Resources and Environment,2015(5):35-43.
[7]GONZALEZ P D R.The interaction between emissions trading and renewable electricity support schemes-an overview of the literature[J].Mitigation and Adaptation Strategies for Global Change,2007,12(8):1363-1390.
[8]秦大河,STOCKER T.IPCC第五次评估报告第一工作组报告的亮点结论[J].气候变化研究进展,2014,10(1):1-6.QIN Dahe,STOCKER T.Highlights of the IPCC working group.I.fifth assessment report[J].Progressus Inquisitiones de Mutatione Climatis,2014,10(1):1-6.
[9]国务院.十三五控制温室气体排放工作方案[EB/OL].[2018-01-04].http://www.gov.cn/zhengce/content/2016-11/04/content_5128619.htm.
[10]国家发展改革委员会.全国碳排放权交易市场建设方案(发电行业)[EB/OL].[2018-01-04].http://www.ndrc.gov.cn/gzdt/201712/W020171220577386656660.pdf.
[11]International Energy Agency(IEA).CO2emissions from fuel combustion highlights 2017edition[EB/OL].[2018-02-01].https://www.iea.org/publications/freepublications/publication/CO2EmissionsfromFuelCombustionHighlights2017.pdf.
[12]International Energy Agency.2017世界能源展望[EB/OL].[2018-01-04].https://www.iea.org/publications/freepublications/publication/WEO_2017_Executive_Summary_Chinese_version.pdf.
[13]深圳市碳排放权交易研究课题组.建设可规则性调控总量和结构性碳排放交易体系——中国探索与深圳实践[J].开放导报,2013(3):7-17.Shenzhen Carbon Trading Task Group.On a trading system for carbon emission by macro and structural regulating[J].China Opening Journal,2013(3):7-17.
[14]BORENSTEIN S,BUSHNELL J,WOLAK F.Expecting the unexpected:emissions uncertainty and environmental market design[EB/OL].[2018-01-03].https://ssrn.com/abstract=2575485.
[15]薛禹胜.时空协调的大停电防御框架:(一)从孤立防线到综合防御[J].电力系统自动化,2006,30(1):8-16.XUE Yusheng.Space-time cooperative framework for defending blackouts:PartⅠfrom isolated defense lines to coordinated defending[J].Automation of Electric Power Systems,2006,30(1):8-16.
[16]薛禹胜.时空协调的大停电防御框架:(二)广域信息、在线量化分析和自适应优化控制[J].电力系统自动化,2006,30(2):1-10.XUE Yusheng.Space-time cooperative framework for defending blackouts:PartⅡreliable information,quantitative analyses and adaptive controls[J].Automation of Electric Power Systems,2006,30(2):1-10.
[17]薛禹胜.时空协调的大停电防御框架:(三)各道防线内部的优化和不同防线之间的协调[J].电力系统自动化,2006,30(3):1-10.XUE Yusheng.Space-time cooperative framework for defending blackouts:PartⅢoptimization and coordination of defense-lines[J].Automation of Electric Power Systems,2006,30(3):1-10.
[18]薛禹胜,黄杰,文福拴,等.排放阻塞与输电阻塞的交互影响[J].电力系统自动化,2011,35(15):6-12.XUE Yusheng,HUANG Jie,WEN Fushuan,et al.Mutual influences between emission congestion and transmission congestion[J].Automation of Electric Power Systems,2011,35(15):6-12.
[19]张敏思,范迪,郑爽.欧盟排放交易体系“折量拍卖”计划遭否决的影响与启示[EB/OL].[2018-01-04].http://www.ncsc.org.cn/article/yxcg/yjgd/201404/20140400000857.shtml.
[20]CART J.In California’s wildfires,a looming threat to climate goals[EB/OL].[2018-01-04].https://calmatters.org/articles/californias-wildfires-looming-threat-climate-goals/.
[21]上海市气象局.日本2013年碳排放量达历史最高[EB/OL].[2018-01-04].http://www.smb.gov.cn/sh/qhbh/qxkp2/qhbhcs/infodetail/0bcfcec9-5c3d-453f-bf44-e5de89690787.html.
[22]薛彦平.2011年欧盟气候变化政策重大事件回顾[EB/OL].[2018-01-03].http://ies.cass.cn/wz/yjcg/ozkj/201207/t20120731_2458481.shtml.
[23]XUE Yusheng,LI Tianran,YIN Xia,et al.Managements of generalized congestions[J].IEEE Transactions on Smart Grid,2013,4(3):1675-1683.
[24]XUE Yusheng,YU Xinghuo.Beyond smart grid—cyberphysical-social system in energy future[J].Proceedings of the IEEE,2017,105(12):2290-2292.
[25]薛禹胜,赖业宁.大能源思维与大数据思维的融合:(一)大数据与电力大数据[J].电力系统自动化,2016,40(1):1-8.DOI:10.7500/AEPS20151208005.XUE Yusheng,LAI Yening.Integration of macro energy thinking and big data thinking:PartⅠbig data and power big data[J].Automation of Electric Power Systems,2016,40(1):1-8.DOI:10.7500/AEPS20151208005.
[26]薛禹胜,赖业宁.大能源思维与大数据思维的融合:(二)应用及探索[J].电力系统自动化,2016,40(8):1-13.DOI:10.7500/AEPS20160311004.XUE Yusheng,LAI Yening.Integration of macro energy thinking and big data thinking:PartⅡapplications and explorations[J].Automation of Electric Power Systems,2016,40(8):1-13.DOI:10.7500/AEPS20160311004.
[27]黄杰,薛禹胜,薛峰.电力系统碳排放态势推演中的大数据思维[C]//中国工程院/国家能源局第四届能源论坛,2017年9月21日至22日,中国北京:6p.
[28]HUANG Jie,XUE Yusheng,JIANG Chao,et al.An experimental study on emission trading behaviors of generation companies[J].IEEE Transactions on Power Systems,2015,30(2):1076-1083.
[29]United States Environmental Protection Agency.The social cost of carbon-estimating the benefits of reducing greenhouse gas emissions[EB/OL].[2017-01-19].https://19january2017snapshot.epa.gov/climatechange/social-costcarbon.html.
[30]METCALF G E,STOCK J.The role of integrated assessment models in climate policy:a user’s guide and assessment[JB/OL].[2017-01-19].https://www.belfercenter.org/sites/default/files/legacy/files/dp68-metcalf-stock.pdf.