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在由排放配额价格所引发的发电侧碳交易所和独立发电企业之间的排放权交易矛盾仍未解决的情况下,从理论方面引入排放权交易差价合约来规避发电企业的市场力并稳定排放配额价格。在此背景下,对考虑差价合约的排放权交易模式下碳交易所与发电企业的利润风险、经济效益进行了测度,在此基础上构建了二者之间合约谈判风险效益均衡模型,并给出了模型最优参数的求解程序,从而促进排放权供应与电能生产之间的协调与竞争型交易机制的形成。数值仿真与分析结果表明,本文所提出的模型可以有效规避发电侧排放权交易价格波动所带来的风险,且谈判双方面临的交易风险均与差价合约初始有效报价区间长度负相关。
Under the circumstance that the contradiction of emissions trading between generation-side carbon exchange and independent power generation enterprises triggered by emission quota price has not been solved, the introduction of the emission trading differential contracts theoretically to circumvent the market power of the power generation enterprises and stabilize the emissions Quota price. Under this background, the profit risk and economic benefit of carbon exchange and power generation enterprises under emission trading model considering the CFD are measured. Based on this, a balanced risk-benefit model of contractual negotiation between the two is constructed The optimal parameters of the model were solved, so as to promote the coordination between the supply of emission rights and the production of electric energy and the formation of competitive trading mechanism. The results of numerical simulation and analysis show that the proposed model can effectively avoid the risk brought by the price volatility of the emission rights arising from the generation side, and the transaction risks faced by both parties are negatively correlated with the initial effective price range of the CFD.