| 引用本文: | 刘志坚,余宸昕,梁宁,潘郑楠,余成骏,自超.考虑碳排放金融市场的风-氢-火多能耦合系统交易模型[J].电力自动化设备,2023,43(5): |
| LIU Zhijian,YU Chenxin,LIANG Ning,PAN Zhengnan,YU Chengjun,ZI Chao.Trading model of wind-hydrogen-fire coupled energy system considering carbon emission financial market[J].Electric Power Automation Equipment,2023,43(5): |
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| 摘要: |
| 为适应碳排放权市场交易模式的多样化，提出基于现有碳排放权交易市场规则的风-氢-火多能耦合系统交易模型。基于配额和核证自愿减排量价格差，建立即期市场下多能耦合系统碳排放权即期交易模型。针对配额和核证自愿减排量的可积累性，结合欧洲能源交易所碳期权市场交易规则，提出远期市场下碳排放期权交易模型；基于广义自回归条件异方差模型改进B-S欧式期权定价模型，对国家核证自愿减排量看涨期权进行建模。算例将碳金融市场与电力调度进行有机结合，并针对现有模式、即期和远期碳排放权交易市场3种情况进行评估和分析，验证模型的有效性，为碳金融市场建设提供参考。 |
| 关键词: 风-氢-火多能耦合系统 碳金融 运行优化 氢储能 期权定价 即期市场 |
| DOI：10.16081/j.epae.202303021 |
| 分类号:TM73;F123.9 |
| 基金项目:国家自然科学基金资助项目(52167010)；云南省基础研究计划项目(202101AU070015)；云南省人才培养项目(KKSY201904013) |
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| Trading model of wind-hydrogen-fire coupled energy system considering carbon emission financial market |
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LIU Zhijian, YU Chenxin, LIANG Ning, PAN Zhengnan, YU Chengjun, ZI Chao
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Faculty of Electric Power Engineering, Kunming University of Science and Technology, Kunming 650500, China
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| Abstract: |
| In order to adapt to the diversification of trading modes in the carbon emission permit market, the trading model of wind-hydrogen-fire coupled energy system based on the rules of existing carbon emission permit trading market is proposed. Based on the price difference between quota and certified emission reduction, the spot trading model of carbon emission permit for the multi-energy coupled system is established in spot market. As for the accumulability of quota and certified emission reduction, combined with the carbon option market trading rules of European Energy Exchange, the carbon emission option trading model is proposed in forward market. The B-S European option pricing model is improved based on the generalized autoregressive conditional heteroskedasticity model to model the call option of Chinese certified emission reduction. The example rationally combines the carbon financial market with power dispatching, and three conditions of the existing mode, spot and forward carbon emission permit trading markets are evaluated and analyzed, which verifies the effectiveness of the model and provides the guideline for the construction of carbon financial market. |
| Key words: wind-hydrogen-fire coupled energy system carbon finance operational optimization hydrogen energy storage option pricing spot market |
