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  本文選題：碳排放權(quán)市場　切入點：雙向拍賣交易機制　出處：《華中科技大學》2014年碩士論文　論文類型：學位論文

【摘要】：碳排放權(quán)交易市場是一個將二氧化碳等空氣污染物賦予商品屬性以進行買賣交易的市場。由于碳排放權(quán)的開放性和全球性，基于單個系統(tǒng)或單位碳排放權(quán)的交易市場研究已不能滿足現(xiàn)狀。越來越多的學者開始探討建立多系統(tǒng)間市場交易機制的可能性。 文章首先建立了一個新的碳排放權(quán)雙向拍賣市場交易模型，分別討論了開放式條件和封閉式條件下模型中目標函數(shù)的實現(xiàn)條件。該模型突破了單個系統(tǒng)內(nèi)部交易的限制，在統(tǒng)一價格市場交易機制下以系統(tǒng)收益和效率為共同的評價指標，研究模型在封閉式條件和開放式條件中的優(yōu)劣，并在所有參與者信息對稱的情況下分別分析了兩種條件下相關(guān)市場因素的變化對評價指標的影響等。 然后，將高低匹配市場交易機制也應用于上述模型中，通過數(shù)值分析，對比兩種不同的交易機制對封閉式條件和開放式條件下市場交易收益和效率的影響，同時實現(xiàn)了對兩種條件下最大市場交易收益和最大系統(tǒng)收益的協(xié)調(diào)研究。 最后，本文利用MATLAB仿真軟件對該雙向拍賣市場交易模型進行相關(guān)仿真實驗。通過反復多次的實驗，并不斷的調(diào)整市場交易模型中的交易雙方人數(shù)、雙方報價分布及供需量分布等相關(guān)參數(shù)來研究其對模型中市場交易收益和效率兩個評價指標的影響，通過對圖形的分析，表明文中所建立的碳排放權(quán)市場交易模型表現(xiàn)出了實際市場交易中的基本特征，，故所建模型具有一定的適用性。
[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.
【學位授予單位】：華中科技大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F724.59;F832.5

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本文編號：1645422