基于双向拍卖的碳排放权市场收益与效率研究

发布时间：2018-03-21 20:30

本文选题：碳排放权市场　切入点：双向拍卖交易机制　出处：《华中科技大学》2014年硕士论文　论文类型：学位论文

【摘要】：碳排放权交易市场是一个将二氧化碳等空气污染物赋予商品属性以进行买卖交易的市场。由于碳排放权的开放性和全球性，基于单个系统或单位碳排放权的交易市场研究已不能满足现状。越来越多的学者开始探讨建立多系统间市场交易机制的可能性。文章首先建立了一个新的碳排放权双向拍卖市场交易模型，分别讨论了开放式条件和封闭式条件下模型中目标函数的实现条件。该模型突破了单个系统内部交易的限制，在统一价格市场交易机制下以系统收益和效率为共同的评价指标，研究模型在封闭式条件和开放式条件中的优劣，并在所有参与者信息对称的情况下分别分析了两种条件下相关市场因素的变化对评价指标的影响等。然后，将高低匹配市场交易机制也应用于上述模型中，通过数值分析，对比两种不同的交易机制对封闭式条件和开放式条件下市场交易收益和效率的影响，同时实现了对两种条件下最大市场交易收益和最大系统收益的协调研究。最后，本文利用MATLAB仿真软件对该双向拍卖市场交易模型进行相关仿真实验。通过反复多次的实验，并不断的调整市场交易模型中的交易双方人数、双方报价分布及供需量分布等相关参数来研究其对模型中市场交易收益和效率两个评价指标的影响，通过对图形的分析，表明文中所建立的碳排放权市场交易模型表现出了实际市场交易中的基本特征，，故所建模型具有一定的适用性。
[Abstract]:The carbon emission trading market is a market in which carbon dioxide and other air pollutants are assigned to commodity properties for trading. Due to the openness and global nature of carbon emissions rights, The research on trading market based on single system or unit carbon emission right can not satisfy the current situation. More and more scholars have begun to explore the possibility of establishing a multi-system market trading mechanism. In this paper, a new trading model of two-way auction market for carbon emission rights is established, and the realization conditions of the objective function in the model under open and closed conditions are discussed respectively. The model breaks through the limits of intra-system trading in a single system. Under the unified price market trading mechanism, the paper studies the advantages and disadvantages of the model in the closed and open conditions, taking the system income and efficiency as the common evaluation indexes. Under the condition of symmetrical information, the influence of the market factors on the evaluation index is analyzed. Then, the high and low matching market trading mechanism is also applied to the above model. Through numerical analysis, the effects of two different trading mechanisms on the market returns and efficiency under closed and open market conditions are compared. At the same time, the coordinated research on the maximum market transaction income and the maximum system income is realized under the two conditions. Finally, this paper uses the MATLAB simulation software to carry on the related simulation experiment to the two-way auction market trading model, through repeated experiments, and constantly adjusts the number of the two sides in the market trading model. This paper studies the influence of two parameters, such as price distribution and supply and demand distribution, on the evaluation index of market return and efficiency in the model, and through the analysis of the graph, It is shown that the carbon emission market trading model presented in this paper shows the basic characteristics of the actual market trading, so the model is applicable to a certain extent.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F724.59;F832.5

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