Carbon Emissions Allowance Shadow Price Model: an Application in Hainan Power Generation Sector

Abstract

Abstract: In the circumstances of carbon emission constrain on power generation industry, carbon emissions allowance becomes a valuable resource for a power company. Shadow price of the allowance can serve as an important reference for the pricing mechanism of emissions trading and carbon tax rate formulation. This paper constructed a mathematical programming model in the aim of minimizing the total cost of the power system and solved the shadow price of allowance according to duality principle. Hainan grid was selected as the object of the case study. Shadow price of allowance was calculated according to the model and the main influence factors were analyzed. The results demonstrated that the shadow price of emission allowance showing a stepwise growth as the cap of GHG decreased. The impact to the shadow price of allowance resulting from cost change of low carbon wind power and high carbon coal power was completely opposite.

摘要： 在电力行业碳排放受限情况下,碳排放权成为电力企业生产必须获取的一种资源。碳排放权资源影子价格可以成为排放权交易定价机制构建和碳税税率制订的重要参考。本文构建了以系统发电总成本最小化为目标的电力系统数学规划模型,利用对偶原理求解碳排放权的影子价格。以海南电网为案例,得到电力系统碳排放权的影子价格并分析了其主要影响因素。研究结果表明,碳排放权影子价格随着碳排放总量上限的降低呈现阶梯状增长走势。碳排放强度高的煤电和排放强度低的风电对排放权的影子价格影响截然相反。

关键词: 温室气体, 影子价格, 电力系统

CLC Number:

YE Bin, TANG Jie, LU Qiang. Carbon Emissions Allowance Shadow Price Model: an Application in Hainan Power Generation Sector[J]. Operations Research and Management Science, 2013, 22(4): 157-162.

叶斌, 唐杰, 陆强. 电力行业碳排放权资源影子价格模型:以海南为例[J]. 运筹与管理, 2013, 22(4): 157-162.

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