本文選題：碳排放 + 價格機(jī)制　； 參考：《西安電子科技大學(xué)》2013年碩士論文

【摘要】：2005年2月16日，《京都議定書》的正式生效標(biāo)志著對締約的工業(yè)化國家溫室氣體的減排目標(biāo)和責(zé)任有了法律約束力，也使CO2排放權(quán)成為一種具有商品屬性的稀缺資源。我國作為最大的發(fā)展中國家，雖沒有強(qiáng)制減排任務(wù)，但隨著工業(yè)化進(jìn)程的深入必將受到越來越多的國際壓力。2011年10月國家發(fā)改委同意在7個省市進(jìn)行碳排放交易的試點(diǎn)傳達(dá)出我國建立國內(nèi)碳排放交易市場的決心。我國排放試點(diǎn)的建立正是基于京都機(jī)制中的總量控制與交易機(jī)制基礎(chǔ)上的，這也是國際排放實(shí)踐中最常用最成功的機(jī)制。 .目前，基于總量控制與交易機(jī)制的碳排放交易主要是通過一級市場和二級市場進(jìn)行的：一級市場指配額的初始分配市場，一般分為免費(fèi)發(fā)放，拍賣以及混合方式三種分配方式；其中，免費(fèi)發(fā)放的依據(jù)有基于歷史排放額的“祖父制”分配和基于排放率的“基準(zhǔn)制”分配兩種。二級市場指配額的交易市場，一般分為現(xiàn)貨市場和金融衍生品市場兩種。本文在借鑒國際碳排放交易初始分配方式以及交易價格機(jī)制的基礎(chǔ)上，首先，分別從一級市場和二級市場的角度，構(gòu)架了我國的碳排放交易的價格機(jī)制框架，，即一級配額市場從最初的“免費(fèi)分配為主，拍賣分配為輔”方式逐漸過渡到“拍賣分配為主，免費(fèi)分配為輔”方式，二級交易市場從最初的現(xiàn)貨市場開始逐漸建立完善的碳金融市場。其次，構(gòu)建了我國碳排放交易價格模型。具體的：在一級市場上，分別構(gòu)建了基于產(chǎn)權(quán)理論的配額免費(fèi)分配的模型和配額拍賣分配的價格模型；在二級市場上，先是構(gòu)建了兩個主體的現(xiàn)貨交易價格模型，然后分別構(gòu)建了衍生品中的便利收益的期貨價格模型和布萊克-斯科爾斯的期權(quán)價格模型。最后，采用“祖父制”為依據(jù)對工業(yè)內(nèi)部39個行業(yè)的初始配額的分配進(jìn)行模擬分配的基礎(chǔ)上，對兩個不同能源消耗水平的電力企業(yè)配額的現(xiàn)貨交易的價格形成過程進(jìn)行了擬算。擬算結(jié)果表明，通過一級市場上的初始配額分配和通過二級市場上現(xiàn)貨以及衍生品交易所形成的碳交易價格具有可行性和合理性。
[Abstract]:On February 16, 2005, the entry into force of the Kyoto Protocol marked the legally binding on the greenhouse gas emission reduction targets and responsibilities of the industrialized countries, and also made the CO2 emission rights a scarce resource with commodity attributes.China, as the largest developing country, does not have the task of compulsory emission reduction.However, with the deepening of industrialization, there will be more and more international pressure. In October 2011, the National Development and Reform Commission agreed to carry out carbon emissions trading pilot in seven provinces and cities to convey China's determination to establish a domestic carbon emissions trading market.The establishment of China's emission pilot is based on the total amount control and trading mechanism in the Kyoto mechanism, which is also the most commonly used and successful mechanism in the international emission practice..At present, carbon emissions trading based on total quantity control and trading mechanism is mainly carried out through the primary market and the secondary market: the primary market refers to the initial allocation market of quotas, which is generally divided into three distribution modes: free distribution, auction and mixed mode;Among them, free distribution is based on the "grandfather" allocation based on historical emissions and the "baseline" allocation based on emission rate.Secondary market refers to the trading market of quotas, generally divided into the spot market and financial derivatives market.On the basis of the initial allocation mode and the trading price mechanism of international carbon emissions trading, firstly, from the perspective of the primary market and the secondary market, the paper sets up the price mechanism framework of carbon emissions trading in China.That is, the first class quota market gradually transitioned from "free distribution primarily, auction distribution as auxiliary" to "auction distribution mainly, free distribution as auxiliary" mode.Secondary trading market from the initial spot market began to establish a sound carbon finance market.Secondly, the price model of carbon emissions trading in China is constructed.Concretely: in the primary market, the model of quota free allocation based on property right theory and the price model of quota auction allocation are constructed, and in the secondary market, the spot transaction price model of two main bodies is first constructed.Then, the paper constructs the futures price model of convenient return and the option price model of Black-Scholes respectively.Finally, on the basis of the "grandfather system", the price formation process of the spot trading of the quotas of two electric power enterprises with different energy consumption levels is calculated on the basis of simulating the distribution of the initial quotas in 39 industries within the industry.The calculated results show that the carbon trading price formed through the initial quota allocation in the primary market and the spot and derivatives exchanges in the secondary market is feasible and reasonable.
【學(xué)位授予單位】：西安電子科技大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F205;F832.5

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