排污权价格不确定情景下的企业排污权申购决策

doi:10.3969/j.issn.1007-7375.2023.02.009

工业工程 ›› 2023, Vol. 26 ›› Issue (2): 77-84,122.doi: 10.3969/j.issn.1007-7375.2023.02.009

排污权价格不确定情景下的企业排污权申购决策

牛艺霏¹, 金帅^1,2

1. 江苏大学管理学院, 江苏镇江 212013;
2. 南京大学社会科学计算实验中心, 江苏南京 210093

收稿日期:2021-06-27 发布日期:2023-05-05
作者简介:牛艺霏(1997-),女,青海省人,硕士研究生,主要研究方向为复杂系统建模与环境管理
基金资助:
国家自然科学基金资助项目(71974081,92046022)；教育部人文社会科学研究规划基金项目(17YJAZH035)；江苏省“六大人才高峰”高层次人才资助项目(JNHB-018)

Decisions on Purchase of Enterprise Emission Rights under the Scenario of Uncertain Emission Right Prices

NIU Yifei¹, JIN Shuai^1,2

1. School of Management, Jiangsu University, Zhenjiang 212013, China;
2. Computational Experiment Center for Social Science, Nanjing University, Nanjing 210093, China

Received:2021-06-27 Published:2023-05-05

摘要/Abstract

摘要： 为了优化有限理性企业在排污权有偿使用和交易制度下的排污权申购数量，研究排污权交易价格不确定情境下风险偏好对企业决策的影响。分析企业申购决策和其他生产决策之间的联系，并给出申购决策模型构建的依据。分别用方差和半方差对收益风险进行测度，进一步通过均值−方差和半方差模型优化不同风险偏好企业的申购决策。结果表明，企业的排污权申购决策和其他生产决策是分离的，企业的最优排污权申购决策受排污权交易市场价格的影响，且与市场价格的波动幅度无关，不同风险偏好企业的申购决策与风险承受度和期望收益下限正向相关。此外，与方差度量风险的优化模型比较，用半方差得到的优化结果的最大利润和最小风险分别是大于和小于前者的，在实际操作中更适合作为企业收益风险的指标。

关键词: 排污权申购决策, 不确定性, 均值−方差, 半方差

Abstract: In order to optimize the number of emission rights purchased by an enterprise with limited rationality under the system with paid use and trading of emission rights, we study the influence of risk preference on enterprise decision-making in the context of uncertain emission right trading prices. The relationship between the purchase decision and other production decisions of an enterprise is analyzed, accordingly a purchase planning model is then given. The return risk is measured using variance and semi-variance, while the purchase decisions of enterprises with different risk preferences are further optimized by mean-variance and semi-variance models. Results show that the purchase decision of an enterprise’s emission rights is separated from other production decisions; the optimal purchase decision of an enterprise’s emission rights is affected by the market price of emission right trading, but not by the fluctuation range of market prices; and the purchase decisions of enterprises with different risk preferences are positively correlated with their risk tolerance and lower limit of expected return. In addition, compared to the optimization model that use variance to measure risk, the maximum profit and minimum risk of the optimization results by using semi-variance are both better than those obtained by the former, leading to that semi-variance is more suitable as an indicator of an enterprise to analyze the return risk in practice.

Key words: purchase decision of emission rights, uncertainty, mean-variance, semi-variance

中图分类号:

F205
X32

牛艺霏, 金帅. 排污权价格不确定情景下的企业排污权申购决策[J]. 工业工程, 2023, 26(2): 77-84,122.

NIU Yifei, JIN Shuai. Decisions on Purchase of Enterprise Emission Rights under the Scenario of Uncertain Emission Right Prices[J]. Industrial Engineering Journal, 2023, 26(2): 77-84,122.

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排污权价格不确定情景下的企业排污权申购决策

Decisions on Purchase of Enterprise Emission Rights under the Scenario of Uncertain Emission Right Prices

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