碳市场风险的分析与控制 (二)沙盘推演
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摘要
作为前一论文的续篇,在大能源系统动态仿真平台(DSMES)上,按欧盟碳排放交易体系(EU ETS)及具体数据建立了模拟微观交易行为的碳市场模型,仿真模拟了欧洲碳市场第2阶段(2008—2012年)全球金融危机及欧洲债务危机对价格的动态影响。在不同扰动场景下,以配额调节为主要控制措施,推演了预防控制、紧急控制及其协调控制有效降低风险的效果,验证了系列论文首篇提出的碳市场风险防控框架及沙盘推演的理念对监管机构协调优化决策的支撑。
As a sequel to the previous paper,based on the dynamic simulation platform for macro energy systems(DSMES),this paper constructs a carbon market model which can simulate micro-trading behavior,according to the European Union Emissions Trading System(EU ETS)and relevant specific data.Based on this model,the dynamic impacts of the global financial crisis and the European debt crisis on carbon prices in the second phase(from 2008 to 2012)of EU ETS are simulated.Furthermore,taking allowance adjustments as the major control measure,this sand-table simulates the risk reducing effects of the preventive control,emergency control and coordinated control under different disturbance scenarios,which verifies the proposed carbon market risk defense framework and the concept of sand-table simulation can support the regulatory to coordinate and optimize their strategies.
As a sequel to the previous paper,based on the dynamic simulation platform for macro energy systems(DSMES),this paper constructs a carbon market model which can simulate micro-trading behavior,according to the European Union Emissions Trading System(EU ETS)and relevant specific data.Based on this model,the dynamic impacts of the global financial crisis and the European debt crisis on carbon prices in the second phase(from 2008 to 2012)of EU ETS are simulated.Furthermore,taking allowance adjustments as the major control measure,this sand-table simulates the risk reducing effects of the preventive control,emergency control and coordinated control under different disturbance scenarios,which verifies the proposed carbon market risk defense framework and the concept of sand-table simulation can support the regulatory to coordinate and optimize their strategies.
引文
[1]黄杰,薛禹胜,蒋超,等.碳市场风险的分析与控制:(一)框架设计[J].电力系统自动化,2018,42(12):11-18.DOI:10.7500/AEPS20180214002.HUANG Jie,XUE Yusheng,JIANG Chao,et al.Carbon market risk analysis and control:PartⅠframework design[J].Automation of Electric Power Systems,2018,42(12):11-18.DOI:10.7500/AEPS20180214002.
[2]刘洪涛.学习借鉴EU-ETS经验与建设中国碳排放交易体系---欧洲三国访谈录[J].开放导报,2013(3):50-63.LIU Hongtao.Learn from the experience of EU-ETS and build China carbon emissions trading system:European three countries interview[J].China Opening Journal,2013(3):50-63.
[3]刘振亚.中国电力与能源[M].1版.北京:中国电力出版社,2012.LIU Zhenya.Electric power and energy in China[M].1st ed.Beijing:China Electric Power Press,2012.
[4]YANG L,LIN B.Carbon dioxide-emission in China’s power industry:evidence and policy implications[J].Renewable and Sustainable Energy Reviews,2016,60:258-267.
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[7]HEINDL P,LUTZ B J.Carbon management-evidence from case studies of German firms under the EU ETS[EB/OL].[2018-01-26].https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2185384.
[8]BENZ E,LOSCHEL A,STURM B.Auctioning of CO2 emission allowances in phase 3 of the EU emissions trading scheme[J].Climate Policy,2010,10(6):705-718.
[9]XUE Y,JIANG C,HUANG J,et al.A hybrid interactive simulation method for studying emission trading behaviors[C]//IEEE Power and Energy Society General Meeting,July 26-30,2015,Denver,USA:5p.
[10]JIANG C,XUE Y,HUANG J,et al.Aggregated impact of allowance allocation and power dispatching on emission reduction[J].Journal of Modern Power Systems and Clean Energy,2017,5(6):936-946.
[11]蒋超,薛禹胜,黄杰,等.基于实验经济学仿真构建碳排放交易的多代理模型[J].电力系统自动化,2014,38(17):80-86.DOI:10.7500/AEPS20140807005.JIANG Chao,XUE Yusheng,HUANG Jie,et al.Modeling multi-agent in carbon emission market based on experimental economics simulations[J].Automation of Electric Power Systems,2014,38(17):80-86.DOI:10.7500/AEPS20140807005.
[12]European Commission.Phases 1and 2.[EB/OL].[2018-01-22].https://ec.europa.eu/clima/policies/ets/pre2013_en.
[13]董卫国.GE公司F级燃气轮机[J].电力设备,2002,3(4):66-69.DONG Weiguo.GE company’s F-class gas turbine[J].Electrical Equipment,2002,3(4):66-69.
[14]徐宁,许晓斌.燃煤火电机组能耗现状及节能潜力简析[J].能源与环境,2014(5):84-87.XU Ning,XU Xiaobin.Analysis of energy consumption status and energy saving potential of coal-fired thermal power units[J].Energy and Environment,2014(5):84-87.
[15]BOURNE A,CHATZOPOULOU S.Europeanization and social movement mobilization during the European sovereign debt crisis:the cases of Spain and Greece[J].Recerca Revista De PensamentⅠAnalisi,2015,13(6):33-60.
[2]刘洪涛.学习借鉴EU-ETS经验与建设中国碳排放交易体系---欧洲三国访谈录[J].开放导报,2013(3):50-63.LIU Hongtao.Learn from the experience of EU-ETS and build China carbon emissions trading system:European three countries interview[J].China Opening Journal,2013(3):50-63.
[3]刘振亚.中国电力与能源[M].1版.北京:中国电力出版社,2012.LIU Zhenya.Electric power and energy in China[M].1st ed.Beijing:China Electric Power Press,2012.
[4]YANG L,LIN B.Carbon dioxide-emission in China’s power industry:evidence and policy implications[J].Renewable and Sustainable Energy Reviews,2016,60:258-267.
[5]HEALY S,GRAICHEN V,GORES S.Trends and projections in the EU ETS in 2016-the EU emissions trading system in numbers[EB/OL].[2018-01-26].https://www.eea.europa.eu/publications/trends-and-projections-EU-ETS-2 0 1 6/at_download/file.
[6]BERGHMANS N,CHEZE B,ALBEROLA E,et al.The CO2 emissions of the european power sector:economic drivers and the climate-energy policies’contribution[EB/OL].[2018-01-26].http://www.cdcclimat.com/IMG/pdf/14-10_cdc_climat_r_wp_14-17_power_sector_in_the_eu_ets-2.pdf.
[7]HEINDL P,LUTZ B J.Carbon management-evidence from case studies of German firms under the EU ETS[EB/OL].[2018-01-26].https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2185384.
[8]BENZ E,LOSCHEL A,STURM B.Auctioning of CO2 emission allowances in phase 3 of the EU emissions trading scheme[J].Climate Policy,2010,10(6):705-718.
[9]XUE Y,JIANG C,HUANG J,et al.A hybrid interactive simulation method for studying emission trading behaviors[C]//IEEE Power and Energy Society General Meeting,July 26-30,2015,Denver,USA:5p.
[10]JIANG C,XUE Y,HUANG J,et al.Aggregated impact of allowance allocation and power dispatching on emission reduction[J].Journal of Modern Power Systems and Clean Energy,2017,5(6):936-946.
[11]蒋超,薛禹胜,黄杰,等.基于实验经济学仿真构建碳排放交易的多代理模型[J].电力系统自动化,2014,38(17):80-86.DOI:10.7500/AEPS20140807005.JIANG Chao,XUE Yusheng,HUANG Jie,et al.Modeling multi-agent in carbon emission market based on experimental economics simulations[J].Automation of Electric Power Systems,2014,38(17):80-86.DOI:10.7500/AEPS20140807005.
[12]European Commission.Phases 1and 2.[EB/OL].[2018-01-22].https://ec.europa.eu/clima/policies/ets/pre2013_en.
[13]董卫国.GE公司F级燃气轮机[J].电力设备,2002,3(4):66-69.DONG Weiguo.GE company’s F-class gas turbine[J].Electrical Equipment,2002,3(4):66-69.
[14]徐宁,许晓斌.燃煤火电机组能耗现状及节能潜力简析[J].能源与环境,2014(5):84-87.XU Ning,XU Xiaobin.Analysis of energy consumption status and energy saving potential of coal-fired thermal power units[J].Energy and Environment,2014(5):84-87.
[15]BOURNE A,CHATZOPOULOU S.Europeanization and social movement mobilization during the European sovereign debt crisis:the cases of Spain and Greece[J].Recerca Revista De PensamentⅠAnalisi,2015,13(6):33-60.