本文關(guān)鍵詞： 總量控制與交易 技術(shù)成熟度 碳權(quán)交易 多周期決策　出處：《深圳大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：全球變暖成為世界各國(guó)廣泛關(guān)注的問(wèn)題,為實(shí)現(xiàn)減排目標(biāo),中國(guó)一方面出臺(tái)強(qiáng)制性減排法律法規(guī);另一方面積極推動(dòng)碳權(quán)交易市場(chǎng)的建設(shè)。在總量控制與交易機(jī)制下,我國(guó)生產(chǎn)制造型企業(yè)將面臨更加嚴(yán)峻的挑戰(zhàn)。企業(yè)應(yīng)該思考如何平衡經(jīng)濟(jì)效益與環(huán)境效益,如何調(diào)整生產(chǎn)計(jì)劃、進(jìn)行減排、碳資源配置決策使其成本最小。這些研究無(wú)論對(duì)企業(yè)還是對(duì)政府都具有非常重要的意義。基于這樣的背景,本文構(gòu)建了一個(gè)多周期的企業(yè)減排和碳權(quán)交易聯(lián)合決策模型,本文的主要?jiǎng)?chuàng)新與貢獻(xiàn)是在建模過(guò)程中把是否進(jìn)行自凈減排項(xiàng)目看做離散的決策變量,區(qū)別于其他產(chǎn)生固定減排量的自凈項(xiàng)目,選題自凈項(xiàng)目的效果是生產(chǎn)單位產(chǎn)品碳排放量的減少,這種自凈效果可以延續(xù)下去;模型中考慮了自凈技術(shù)的進(jìn)步和成熟可以為企業(yè)帶來(lái)自凈成本的減少;企業(yè)在進(jìn)行碳資源配置決策時(shí),如果選擇持有碳權(quán)不在交易市場(chǎng)上出售,相當(dāng)于積壓一部分流動(dòng)資金不能用于其他投資,即企業(yè)需要承擔(dān)相應(yīng)的機(jī)會(huì)成本。本文以化工行業(yè)數(shù)據(jù)為算例,用Lingo軟件求解確定性碳價(jià)模型、用VBA編程仿真實(shí)驗(yàn)得到了碳價(jià)隨機(jī)情況下的企業(yè)最優(yōu)決策組合,并對(duì)模型中重要參數(shù)進(jìn)行數(shù)值實(shí)驗(yàn),通過(guò)對(duì)結(jié)果的分析,本文得到以下結(jié)論:政府應(yīng)該結(jié)合不同行業(yè)的碳排放總量、自凈技術(shù)和自凈成本等特點(diǎn),合理設(shè)定分配的碳配額,碳配額太多,對(duì)企業(yè)進(jìn)行自凈減排的激勵(lì)會(huì)減弱,碳配額太少,則會(huì)給企業(yè)帶來(lái)巨大的減排壓力,不利于企業(yè)發(fā)展;企業(yè)應(yīng)該關(guān)注自凈技術(shù)的發(fā)展,當(dāng)技術(shù)成熟速度較快時(shí),企業(yè)提前自凈帶來(lái)的購(gòu)碳和碳權(quán)持有成本的減少量大于其帶來(lái)的自凈成本的增加量,應(yīng)該選擇較早自凈;企業(yè)應(yīng)該關(guān)注不同自凈技術(shù)帶來(lái)的減排效果,在決定實(shí)施何種自凈項(xiàng)目時(shí)綜合考慮自凈成本、減排效果等來(lái)實(shí)現(xiàn)成本最小化的目標(biāo);企業(yè)持有碳權(quán)需要承擔(dān)相應(yīng)的機(jī)會(huì)成本,應(yīng)該綜合考慮自身的總排放、碳價(jià)等因素,選擇合適的某一期進(jìn)行碳權(quán)交易,即選擇能夠使得碳價(jià)與碳權(quán)持有成本總和最小的時(shí)期購(gòu)碳;選擇能夠使得碳價(jià)與碳權(quán)持有成本總和最大的時(shí)期賣碳。
[Abstract]:Global warming has become a widespread concern in the world. In order to achieve the emission reduction targets, China has, on the one hand, introduced mandatory emission reduction laws and regulations; on the other hand, it has actively promoted the construction of a carbon trading market. Under the total volume control and trading mechanism, China's manufacturing enterprises will face more serious challenges. Enterprises should consider how to balance economic and environmental benefits, how to adjust production plans, and how to reduce emissions. The cost of carbon resource allocation is minimized. These studies are of great significance to both the enterprise and the government. Based on this background, this paper constructs a multi-cycle joint decision-making model of carbon trading and emission reduction. The main innovation and contribution of this paper is to treat self-purification emission reduction projects as discrete decision variables in the modeling process, which is different from other self-purification projects that produce fixed emission reductions. The effect of self-purification project is the reduction of carbon emissions per unit of production, which can be continued, and the development and maturity of self-purification technology can reduce the cost of self-purification. If an enterprise chooses not to sell its carbon rights in the trading market when it makes the decision to allocate carbon resources, it is equivalent to a backlog of liquidity that cannot be used for other investments. In this paper, taking the chemical industry data as an example, the deterministic carbon price model is solved by using Lingo software, and the optimal decision combination of the enterprise under the random carbon price is obtained by VBA programming simulation experiment. Through the analysis of the results, the following conclusions are drawn: the government should reasonably set the allocated carbon quota according to the characteristics of different industries, such as total carbon emission, self-purification technology and self-purification cost. If the carbon quota is too much, the incentive of self-purification emission reduction will be weakened, and if the carbon quota is too little, it will bring huge pressure to the enterprise, which is not conducive to the development of the enterprise; the enterprise should pay attention to the development of self-purification technology, when the technology matures faster, The reduction of carbon purchase and carbon right holding cost brought by early self-purification is larger than the increase of self-purification cost, and enterprises should pay attention to the emission reduction effect of different self-purification technologies. In deciding what kind of self-purification project to implement, we should consider the cost of self-purification, the effect of emission reduction and so on to achieve the goal of cost minimization; enterprises holding carbon rights need to bear the corresponding opportunity cost, should take into account their total emissions, carbon price and other factors, To select a suitable period for carbon trading is to choose the period in which the sum of carbon price and carbon right holding cost is the minimum; to choose the period when carbon price and carbon right holding cost sum is the greatest.
【學(xué)位授予單位】：深圳大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F426.7;X196

【相似文獻(xiàn)】

相關(guān)期刊論文 前1條

1 楊新德;;聚焦倫鋁庫(kù)存[J];中國(guó)有色金屬;2010年12期

相關(guān)會(huì)議論文 前1條

1 孫曉璐;;淺析應(yīng)收賬款持有成本與保本測(cè)算[A];2003年煙草會(huì)計(jì)學(xué)論文選[C];2003年

相關(guān)重要報(bào)紙文章 前10條

1 劉揚(yáng)　唐錚 黃玉迎 劉宇鑫 竇紅梅;多套房持有成本可能增加[N];北京日?qǐng)?bào);2010年

2 余衛(wèi)華;德州儀器DLP憑借低總持有成本優(yōu)勢(shì)領(lǐng)軍進(jìn)入“經(jīng)濟(jì)型投影”新時(shí)代[N];電子資訊時(shí)報(bào);2007年

3 ;打擊炒房須增加住房持有成本[N];經(jīng)濟(jì)參考報(bào);2010年

4 益塵;缺少持有成本 需求會(huì)成無(wú)底洞[N];人民日?qǐng)?bào)海外版;2011年

5 劉云;仿真交易合約價(jià)差問(wèn)題需要高度重視[N];期貨日?qǐng)?bào);2007年

6 楊舒萌;賣不賣房四原則[N];市場(chǎng)報(bào);2008年

7 記者 劉振冬;下半年房?jī)r(jià)可能普遍下跌[N];經(jīng)濟(jì)參考報(bào);2010年

8 賴大臣邋仰靜;房貸統(tǒng)一利率刺激市場(chǎng)放量[N];北京商報(bào);2007年

9 中共大連市委黨校教授 張道航;空房子是否要趕快賣掉[N];大連日?qǐng)?bào);2012年

10 華寶興業(yè)行業(yè)精選 基金經(jīng)理 閆旭;關(guān)于泡沫[N];上海證券報(bào);2007年

相關(guān)碩士學(xué)位論文 前2條

1 朱維華;考慮技術(shù)成熟度和碳權(quán)持有成本的減排與交易聯(lián)合決策研究[D];深圳大學(xué);2017年

2 張梅;基于持有成本理論的期貨套期保值模型研究[D];大連理工大學(xué);2007年

，

本文編號(hào)：1533329