globalchange  > 气候变化事实与影响
CSCD记录号: CSCD:6268968
论文题名:
碳市场风险的分析与控制(一)框架设计
其他题名: Carbon Market Risk Analysis and Control Part Ⅰ Framework Design
作者: 黄杰1; 薛禹胜1; 蒋超2; 薛峰1; 钱锋1
刊名: 电力系统自动化
ISSN: 1000-1026
出版年: 2018
卷: 42, 期:12, 页码:548-557
语种: 中文
中文关键词: 气候变化 ; 能源转型 ; 碳市场 ; 风险防控 ; 沙盘推演
英文关键词: climate change ; energy transition ; carbon market ; risk defense ; sand-table simulation
WOS学科分类: BUSINESS FINANCE
WOS研究方向: Business & Economics
中文摘要: 在全球应对气候变化和碳排放总量控制的背景下,无论是气候变化的严峻性、国家政治承诺的严肃性、抑或行业可持续发展的迫切性,都要求对碳市场风险进行识别、分析与控制。作为系列论文的首篇,分析了气候系统约束与碳市场的关系,从监管视角阐述了碳市场风险的产生机理,并通过实际案例对风险分析与控制进行了回顾。提出和设计了碳市场风险防控框架,通过定义"扰动凸显""参量违约"和"功能丧失"等关键特征,划分了碳市场风险防控的多道防线,并初步讨论防线内部优化及防线间协调思路。构建了碳市场风险防控问题的数学模型,指出需要在碳市场演化态势的沙盘推演、违约风险成本(或收益)评估等方面进行技术提升。基于自主研发的大能源系统动态仿真平台,能够有效支撑相关问题的研究。续篇将具体介绍按此框架对碳市场的混合仿真及决策支持。
英文摘要: In the global context of climate change mitigation and carbon emissions control, a carbon market risk analysis and control framework is in urgent need considering the seriousness of climate change problem, the solemnity of national political commitment or the urgency of sustainable development of energy industry. As the first part of a series of papers, this paper analyzes the relationship between climate constraints and the carbon market, discusses the mechanism of carbon market risk from a regulatory perspective, and reviews the carbon risk analysis and control practices in recent years. A multi-line risk defense framework of carbon market is proposed and designed by defining key features such as "disturbance occurrence", "parameter violation" and "market malfunction" and the coordinated control optimization method under this framework is discussed. Finally, the problem of carbon market risk prevention and control is mathematically formulated. Sand-table simulation and risk quantitative analysis technologies are suggested to be further improved to support carbon market risk analysis and control. The dynamic simulation platform for macro-energy systems (DSMES) developed by the authors' team can break through the barriers among different research paradigms, and effectively support the related research. Based on the defense framework proposed in this paper, simulation analysis and coordinated control results of the carbon market risk will be reported in the second part of the series papers.
资源类型: 期刊论文
标识符: http://119.78.100.158/handle/2HF3EXSE/154044
Appears in Collections:气候变化事实与影响

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作者单位: 1.南瑞集团(国网电力科学研究院)有限公司, 南京, 江苏 211106, 中国
2.南京理工大学自动化学院, 南京, 江苏 210094, 中国

Recommended Citation:
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,2018-01-01,42(12):548-557
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