我国煤炭市场交易决策仿真系统设计与实现

发布时间：2018-05-27 16:35

本文选题：煤炭市场交易 + 运行机理　；参考：《中国矿业大学》2014年硕士论文

【摘要】：煤炭是我国的主体能源，煤炭市场的平稳运行是国家能源安全和经济健康发展的重要保障。随着我国煤炭市场化改革的不断深入，政府和企业都需要一个能够为他们提供决策依据的仿真平台。但目前针对煤炭交易仿真的研究较少，因此本文从煤炭价格运行机理、煤炭市场交易仿真模型设计与实现及调控政策设计三个方面展开相关研究。在运行机理方面，本文首先对煤炭交易市场的涵义和构成进行了界定，然后，进一步对交易主体的报价行为进行分析，最后，从煤炭交易买方市场和卖方市场两种状态下的博弈分析入手，探讨煤炭交易市场价格运行机理。在仿真模型设计与实现研究方面，本文基于运行机理，首先引入EMD-ARMA构建短期预测模型，，并以环渤海动力煤价格指数为对象进行实证研究，研究表明该模型预测精度较高，比较适用于煤炭价格的短期预测。同时，引入复杂网络的建模思路，构建煤炭交易市场的仿真模型，该模型可实现对煤炭交易量、价、通道改变等多种情况的仿真。为了让研究结果更具实际应用性，本文基于对煤炭市场交易仿真模型的研究，利用地理信息系统（GIS）、数据库和决策支持系统等现代信息技术，研发煤炭交易市场可视化信息系统，实现对煤炭市场交易的实时发布、预测和仿真等功能。在调控政策设计研究方面，本文主要研究什么何时需要调控以及怎么调控。在确定何时调控时，通过研究煤炭价格指数与宏观经济运行参照指标的关系，确定煤炭价格指数的预警区间，以此作为政府进行煤炭价格宏观调控的参照指标。在怎么调控方面，基于构建的仿真模型，提出了煤炭价格调控政策的设计思路和方法，为政府进行调控政策选择提供决策依据。
[Abstract]:Coal is the main source of energy in China, and the smooth operation of coal market is an important guarantee for national energy security and healthy economic development. With the deepening of China's coal market reform, the government and enterprises need a simulation platform that can provide them with the basis of decision-making. However, there are few researches on coal trade simulation, so this paper studies the mechanism of coal price, the design and realization of coal market trade simulation model and the design of regulation policy. In terms of operation mechanism, this paper first defines the meaning and composition of coal trading market, then further analyzes the bidding behavior of the trading body, finally, Based on the game analysis of buyer's market and seller's market in coal trading, the operating mechanism of price in coal trading market is discussed. In the aspect of simulation model design and implementation, based on the running mechanism, this paper first introduces EMD-ARMA to construct short-term prediction model, and takes the thermal coal price index around Bohai Sea as an example. The research shows that the prediction accuracy of the model is high. It is suitable for short-term forecast of coal price. At the same time, the modeling idea of complex network is introduced to construct the simulation model of coal trading market. This model can realize the simulation of coal trading volume, price, channel change and so on. In order to make the research results more practical, based on the study of the coal market transaction simulation model, this paper develops the coal trading market visual information system using modern information technology, such as GIS, database and decision support system, etc. Realize the real-time release, prediction and simulation of the coal market transactions. In the aspect of regulatory policy design, this paper mainly studies when and how to regulate and control. When determining when to adjust and control, the early warning interval of coal price index is determined by studying the relation between the coal price index and the reference index of macro-economic operation, so as to serve as the reference index for the government to carry out the macro-control of coal price. In the aspect of how to adjust and control, based on the simulation model, this paper puts forward the design thought and method of coal price regulation policy, which provides the decision basis for the government to choose the regulation policy.
【学位授予单位】：中国矿业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：TP391.9;F426.21

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