基于非线性规划的碳配额金融市场的构建

发布时间：2018-07-07 19:37

本文选题：低碳经济 + 碳减排配额　；参考：《东北财经大学》2012年硕士论文

【摘要】：随着工业化进程的加快、人口的增长和人类欲望的无穷上升,人类的生存环境受到了严重的的威胁,低碳问题越来越受到人们的关注。从《联合国气候变化框架公约》和《京都议定书》,到“巴厘岛路线图”和哥本哈根气候变化峰会,围绕温室气体减排义务分担等问题的国际谈判日趋激烈。目前,应对全球气候变化已经演变成涉及环境、政治、经济、贸易等方方面面的综合性发展问题。我国必须着眼于不同区域的自然资源禀赋、工业发展程度和对能源的依赖程度以及碳排放现状等具体情况,建立区域内部的碳排放权交易市场,因为碳排放权具有商品属性,随着排放权交易机制的成熟和发展以及碳市场交易的扩大,碳货币化程度提高,碳排放权会进一步衍生为具有金融性质的资产,关于碳排放权的现货交易、期货交易、期权交易、绿色信贷、绿色担保等金融业务便随之出现,由此便具备了碳金融市场的雏形。构建碳金融市场是我国应对能源与环境问题的必然选择,它包括了交易场所、机构、产品和服务等要素,是金融体系应对气候变化的重要途径。本文从全国各省区(包括直辖市)的碳强度和减排量入手,引入了减排配额分配的非线性规划模型,和我国二氧化碳减排的边际成本曲线,并以全国减排成本最小为目标,运用LINGO软件对非线性规划模型进行分析,得到了2020年各省的减排配额分配方案,又针对碳减排量的预测值,对我国区域碳排放权市场和碳金融市场的构建进行了研究和探索。本文具体结构安排如下：第一章介绍了文章的研究意义、研究内容和创新点以及不足之处；第二章首先介绍了低碳经济的概念,然后是文献综述；第三章是减排配额的非线性规划分析,首先引入了非线性规划模型,然后介绍了数据来源,最后进行数据模拟与分析,得出2020年我国各省的碳减排配额；第四章是基于减排配额分配的中国各省碳金融发展的建议,主要分为两部分,首先是关于碳排放权交易市场的构建,主要涉及市场构建的顺序、关键条件和对碳减排的影响三个方面,然后是关于碳金融市场的构建问题,主要涉及市场构建的顺序、碳金融交易工具、市场构建的关键问题和政府的制度支持四个方面。本文通过LINGO软件对我国2010年各省市人口、GDP和碳排放量数据(附录)进行处理,得出了我国2020年的最优二氧化碳减排分配方案,即各省市的二氧化碳减排量占全国减排总量的比重,并针对各省的碳排放配额,提出构建碳排放权交易市场和碳金融市场的建议,以及在两个市场构建中应注意到的问题,如构建顺序、需要解决的关键问题及市场的构建对低碳发展的现实意义等。本文基于非线性规划模型,以各省的碳强度为出发点,对我国2020年各省的碳减排量进行了预测,从微观方面入手,对我国各省的减排目标进行了量化,构建其减排任务,分析了减排阻力,进而针对碳排放权交易市场和碳金融市场的构建提出了建议,提出我国在碳减排中必须加强各区域之间的合作,使文章更具有针对性；此外,本文采用的数据全部来自《中国低碳年鉴2010》、《中国统计年鉴2011》和《中国能源统计年鉴2011》,目前属于最新的数据,使研究更加符合我国低碳事业的发展现状,从而更具有现实意义。当然,本文亦存在不足之处。由于论文所参考的数据可得性有限,文章在分析碳减排和市场构建的问题时,都以省为单位,并未细化到省内各区域的的层面。
[Abstract]:With the accelerated process of industrialization, the increase of population and the infinite increase of human desire, the environment of human existence has been seriously threatened. Low carbon issues have attracted more and more attention. From the United Nations Framework Convention on climate change and the Kyoto Protocol, the Bali Island road map and the Copenhagen climate change summit, the temperature of the Copenhagen climate change summit is around the temperature. At present, the global climate change has evolved into a comprehensive development problem involving the environment, politics, economy, trade and other aspects. China must focus on natural resource endowments in different regions, the degree of industrial development and the dependence on energy and carbon emissions. The current situation, such as the specific situation, the establishment of carbon emission trading market within the region, because carbon emission rights have commodity properties, with the maturity and development of the emission trading mechanism and the expansion of carbon market transactions, carbon monetization degree is increased, carbon emission rights will be further derived into assets with financial nature, on the spot exchange of carbon emission rights The future of financial business, such as futures trading, option trading, green credit and green guarantee, has the embryonic form of the carbon financial market. Building a carbon financial market is an inevitable choice for China to deal with the problems of energy and environment. It includes the trading places, institutions, products and services, which is the important part of the financial system to cope with the climate change. It's the way.
This paper introduces the nonlinear programming model of the allocation of emission reduction quotas and the marginal cost curve of carbon dioxide emission reduction in China from the carbon intensity and displacement of all the provinces and municipalities (including the municipalities directly under the central government), and analyzes the nonlinear programming model by LINGO software, and obtains the emission reduction of the provinces in 2020. The quota allocation scheme also studies and explores the construction of China's regional carbon emission market and carbon financial market according to the predicted value of carbon emission reductions.
The concrete structure of this article is arranged as follows: the first chapter introduces the significance of the research, the research content and the innovation and the shortcomings; the second chapter first introduces the concept of low carbon economy, then the literature review; the third chapter is the nonlinear programming analysis of the emission reduction quota, first introduces the nonlinear programming model, and then introduces the data. The fourth chapter is based on the two parts of China's carbon finance development based on the allocation of the emission reduction quota, which is mainly divided into two parts. The first is the construction of the carbon emission trading market, which mainly involves the order of market construction, the key conditions and the shadow of carbon emission reduction. Three aspects, and then on the construction of carbon financial market, mainly involved in the order of market construction, carbon financial trading tools, the key issues of market construction and the government's institutional support in four aspects.
This paper deals with the population, GDP and carbon emission data (Appendix) of the provinces and cities of China in 2010 through LINGO software, and obtains the best carbon emission reduction allocation scheme in China in 2020, that is, the proportion of carbon dioxide emission reduction in all provinces and cities accounts for the total amount of emission reduction in the country, and the carbon emission trading market is put forward in accordance with the carbon emission quotas of each province. The proposals for the carbon financial market and the problems that should be noticed in the construction of the two markets, such as the order of construction, the key problems to be solved and the practical significance of the construction of the market to the development of low carbon.
Based on the nonlinear programming model and taking the carbon intensity of each province as the starting point, the carbon emission reduction in all provinces in China in 2020 is predicted. From the micro aspect, the emission reduction targets are quantified, the emission reduction task is constructed, and the emission reduction resistance is analyzed, and then the construction of carbon emission trading market and carbon financial market is proposed. It is suggested that our country should strengthen the cooperation between various regions in carbon emission reduction, and make the article more pertinent. In addition, the data adopted in this paper are all from China's low carbon Yearbook 2010>, China Statistical Yearbook 2011> and China Energy Statistics Yearbook 2011>, which are currently the latest data, making the research more consistent with China's low carbon cause. Of course, there are also shortcomings in this paper. Due to the limited availability of data in this paper, in the analysis of carbon emission reduction and market construction, the article is based on provincial units and has not been refined to the level of each region in the province.
【学位授予单位】：东北财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.5;F205

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