基于碳交易机制的制造业最优投资路径分析

Analysis of the Optimal Investment Path of Manufacturing Enterprises Based on the Carbon Trading Mechanism

碳排放权的限额-贸易机制是人类为解决温室气体排放问题提出的一项重要政策措施。在二氧化碳排放的配额交易市场中,碳排放权的交易价格是市场体系的核心要素之一,起到核定成本调整供求的作用,影响企业的最优化行为结果。通过建立二阶随机模型,研究了制造业企业面对碳排放权交易价格不确定性时的减排科技最优投资路径和最优碳排放权交易量,并利用伽马分布生成碳排放权交易价格的预测情景,使用SAA方法对二阶随机模型进行近似解求解,得到排放权交易机制下减排科技的最优投资路径。

The cap and trade mechanism of carbon emission is one of the important policies made to solve the problem of greenhouse gas emissions. In the carbon dioxide emissions quota trading market, the trading price of the carbon emission permits is one of the core elements of the market. The trading price adjusts the demand and supply of carbon emission permits and determines the costs of the manufacturing enterprises, and therefore affects the optimal behavior of the enterprises. Through the establishment of the two order stochastic model, this paper studies the optimal investment path of the carbon emission reduction technology and optimal carbon permits trading volume of the manufacturing enterprises when they are facing the uncertainty of carbon permits trading price. This paper uses gamma distribution to generate scenario prediction of carbon emissions permits trading price, and uses the SAA method to solve the optimal approximate solution of the two order stochastic model, and gets the optimal investment path of the carbon emission reduction technology under the cap and trade mechanism of carbon emission.