基于节能减排的发电权与排污权组合交易模型

In the basic national policy of energy saving and emission reduction, power industry, as the source of energy consumption and pollutant emissions, become the focus point of energy saving. Generation rights trade, one of the numerous energy-saving emission reduction measures, is an important measure suiting China's electric power reform. Generation rights trade has been practiced in China for more than ten years with certain achievement, but the progress of the trade is full of barriers. Why can’t the trade be widely used? The initial emission permitted allocation mechanism of the power industry is in conflict with the generation rights trade, which actually amplifies the difficulty of the transaction; the isolation between generation rights trade and emission trade keeps the allocation of resources and the distribution of interests far from the optimal solution. Firstly, we will design the principle of initial allocation emission rights for electric power industry and total control, which depends on the generation rights trade mechanism by the structural equation modeling analysis in this project; and design assignment model by mathematical programming, ZSG-DAE, Fuzzy Hierarchical Analysis Process. Besides, respectively upon the Matchmaking Transaction, Bilateral Exchange Mode and large consumers direct purchasing mode, it is the second part of the project to establish the single objective, multi-objective optimization model, two-stage optimization model, mean-standard deviation model of income risk on mixed trading model, Cournot equilibrium model among different types of generating units. Furthermore, by using the system dynamics model to analysis the impact on trading decision by the price of emission rights, generation rights and the subsidy policy as well. Finally, the use of Nash negotiation model and Shapley model based on cooperative game interest’s distribution will not only help us to solute the benefit’s allocation problem but also provide a reference for the power industry to optimize the allocation of resources and achieve the goal of energy saving and emission reduction as well.

在节能减排的基本国策下，发电产业作为能源消耗与污染物排放的大户，成为实施节能减排的重点领域。发电权交易是众多节能减排手段中最为适应当前我国电力改革的一项重要举措。发电权交易在我国有十几年的实践，取得了一定成效，但进展缓慢。究其原因，电力行业初始排污权分配机制与发电权交易相矛盾，增加了交易的难度；发电权交易与排污权交易相独立，难以实现资源的最优配置和利益分配。本项目首先采用结构方程建模技术分析发电权与排污权的关系，据此设计发电权交易机制下电力行业初始排污权分配和总量控制原则，分别利用数学规划、环境ZSG-DAE、模糊层次分析等方法设计分配模型；进一步地，分别在集中竞价模式、双边交易模式和大用户直购电模式三种交易模式下，构建不同类型发电机组之间的发电权与排污权组合交易的单目标、多目标和两阶段优化模型、组合交易收益风险的均值-方差模型、古诺均衡模型，进一步地，利用系统动力学模型分析了排污权价格、发电权价格和补贴政策对交易决策的影响；最后采用Nash谈判模型和合作博弈利益分配的Shapley模型探讨不同组合交易的利益分配问题，为发电产业资源优化配置及实现节能减排目标提供参考。

电力行业作为国民经济与社会发展过程中的基础能源产业，同时也是排污交易的市场主体。发电权交易作为我国电力产业由计划机制向市场机制的过度，是电力行业实现节能减排的重要市场化手段。考虑到发电权与排污权之间的密切联系，本文旨在探索建立发电权与排污的最优组合交易模型。采用结构方程建模技术构建发电权与排污权的系统关系图，分析发电权与排污权之间的关系及影响机理，然后从公平性的角度出发运用博弈论，设计与发电权交易市场相适应的电力行业初始排污权分配模式。以此为基础，分别采用最优化理论、双层规划理论、系统动力学和博弈论等方法构建发电权与排污权组合交易模型，以找到不同交易模式下的最优组合交易策略。最后，采用合作博弈利润分配的Shapley模型来研究不同主体之间的利润分配问题。总体而言，我们的研究主要考察在电力行业的初始排污权分配与发电权交易市场相匹配的情况下，发电权与排污权的最优组合交易策略，以及影响组合交易的各主要因素和影响程度。