文章摘要
黄杰,薛禹胜,蒋超,等.碳市场风险的分析与控制(一)框架设计[J].电力系统自动化. DOI: 10.7500/AEPS20180214002.
HUANG Jie,XUE Yusheng,JIANG Chao, et al.Carbon Market Risk Analysis and Control Part I Framework Design[J].Automation of Electric Power Systems. DOI: 10.7500/AEPS20180214002.
碳市场风险的分析与控制(一)框架设计
Carbon Market Risk Analysis and Control Part I Framework Design
DOI:10.7500/AEPS20180214002
关键词: 气候变化  能源转型  碳市场  风险防控  沙盘推演
KeyWords: climate change  energy transformation  carbon market  risk defense  sand-table simulation
上网日期:2018-05-08
基金项目:国家重点研发计划(基础研究类2017YFB0903000)-电网信息物理系统分析与控制的基础理论与方法,国家电网公司科技项目(电力系统与相关外部信息交互影响的分析和应用功能设计),中国工程院重大咨询项目(2016-ZD-07),神华集团科技项目(神华清洁能源战略决策优化模型研究(SHGF-16-68))
作者单位E-mail
黄杰 南瑞集团有限公司国网电力科学研究院有限公司 huangjie1@sgepri.sgcc.com.cn 
薛禹胜 南瑞集团有限公司国网电力科学研究院有限公司 xueyusheng@sgepri.sgcc.com.cn 
蒋超 南京理工大学自动化学院 jiangchao1@sgepri.sgcc.com.cn 
薛峰 南瑞集团有限公司国网电力科学研究院有限公司 xue-feng@sgepri.sgcc.com.cn 
钱锋 南瑞集团有限公司国网电力科学研究院有限公司 qian_feng@hotmail.com 
摘要:
      在全球应对气候变化和碳排放总量控制的背景下,无论是气候变化的严峻性、国家政治承诺的严肃性、抑或行业可持续发展的迫切性,都要求对碳市场风险进行识别、分析与控制。本文作为系列论文的首篇,分析了气候系统约束与碳市场的关系,从监管视角阐述了碳市场风险的产生机理,并通过实际案例对风险分析与控制进行了回顾。提出和设计了碳市场风险防控框架,通过定义“扰动凸显”、“参量违约”和“功能丧失”等关键特征,划分了碳市场风险防控的多道防线,并初步讨论防线内部优化及防线间协调思路。构建了碳市场风险防控问题的数学模型,指出需要在碳市场演化态势的沙盘推演、违约风险成本(或收益)评估等方面进行技术提升。基于自主研发的大能源动态仿真系统DSMES,能够有效支撑相关问题的研究。本文的续篇将具体介绍按此框架对碳市场的混合仿真及决策支持。
Abstract:
      In the global context of climate change mitigation and carbon emissions control, a carbon market risk analysis and control framework are in urgent need considering the seriousness of climate change problem, the solemnity of national political commitment or the urgency of sustainable development of energy industry. As the first part of a series of papers, this paper analyzes the relationship between climate constraints and the carbon market, discusses the mechanism of carbon market risk from a regulatory perspective, and reviews the carbon risk analysis and control practices in recent years. A multi-line risk defense framework of carbon market is proposed and designed by defining key features such as "disturbance occurrence", "parameter violation" and "market malfunction" and the coordinated control optimization method under this framework is discussed. Finally, the problem of carbon market risk prevention and control is mathematically formulated. Sand-table simulation and risk quantitative analysis technologies are suggested to be further improved to support carbon market risk analysis and control. The Dynamic Simulation platform for Macro-Energy Systems (DSMES) developed by the authors’ team can break through the barriers among different research paradigms, and effectively support the related research. Based on the defense framework proposed in this paper, simulation analysis and coordinated control results of the carbon market risk will be reported in the second part of the series papers.
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