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温室气体,尤其是CO2的排放对气候变化的影响,乃至全球气温变暖已成为很多国家,尤其是发达国家所关注的重要问题。在国际上,限制CO2等温室气体排放的具体措施仍处于发展之中,这会导致未来CO2排放成本具有不确定性。在此背景下,研究了电力市场环境下计及温室气体排放限制政策不确定性的发电投资决策问题。根据发电公司在投资过程中面临的各种不确定性因素的变化特征,分别建立了燃料价格、市场电价和CO2排放价格的随机变化模型。基于实物期权理论,发展了能够处理多种不确定性因素的发电投资决策的方法框架和求解方法。用仿真算例对所提出的模型和方法进行了说明,并分析比较了不同场景下的投资决策结果。
The impact of greenhouse gases, especially CO2 emissions, on climate change and global warming has become an important issue of concern to many countries, especially developed countries. Internationally, concrete measures to limit greenhouse gas emissions such as CO2 are still under development, which will lead to uncertain future CO2 emission costs. Under this background, the power generation investment decision-making problem considering the uncertainty of the greenhouse gas emission restriction policy under the electricity market environment is studied. According to the characteristics of various uncertainties that power generation companies face in the investment process, a stochastic change model of fuel prices, market electricity prices and CO2 emission prices is established respectively. Based on real option theory, a method framework and solution method for power generation investment decision making that can handle a variety of uncertainties are developed. The simulation model is used to illustrate the proposed model and method, and the investment decision results under different scenarios are analyzed and compared.