發(fā)布時間：2018-05-07 00:09

  本文選題：交易穩(wěn)定匹配 + 激勵相容性　； 參考：《華北電力大學(xué)(北京)》2016年博士論文

【摘要】：中國是世界的煤炭消費大國,每年的煤炭消費總量約占世界煤炭消費總量的一半以上；同時,中國的煤電裝機容量約占全國發(fā)電技術(shù)裝機容量的70%。目前,煤、電能源仍是中國能源問題的關(guān)鍵,煤、電產(chǎn)業(yè)發(fā)展仍是中國能源產(chǎn)業(yè)發(fā)展的基礎(chǔ)。2015年,中國第二輪電力體制改革正式啟動,隨后巴黎氣候大會也成功召開,這對中國煤電能源供應(yīng)鏈的發(fā)展產(chǎn)生了持續(xù)性的影響；加之中國能源“十三五”規(guī)劃也為煤炭消費總量和煤電發(fā)展裝機調(diào)整指明了方向。因此,煤電能源供應(yīng)鏈的發(fā)展問題,尤其是交易穩(wěn)定匹配和供應(yīng)鏈風(fēng)險管理問題,迫在眉睫。本文以中國煤電能源供應(yīng)鏈的發(fā)展現(xiàn)狀和問題為基礎(chǔ),分析能源供應(yīng)鏈的交易穩(wěn)定匹配及風(fēng)險管控問題。文章共分為十章內(nèi)容,具體工作如下：第一章在介紹論文選題背景的基礎(chǔ)上,分角度闡述選題目的和意義,基于此,給出文章框架、技術(shù)路線、研究難點、關(guān)鍵問題及創(chuàng)新點。第二章基于煤電能源供應(yīng)鏈的市場現(xiàn)狀和政策環(huán)境,利用系統(tǒng)動力學(xué)方法,構(gòu)建用以描述中國煤電能源供應(yīng)鏈的系統(tǒng)動力學(xué)(SD)模型,為下文的分析界定邊界、奠定研究基礎(chǔ)。第三章定義了交易一治理總成本,利用制度變遷演化博弈分析和交易成本離散結(jié)構(gòu)分析,對中國煤電交易的經(jīng)濟行為及邊界選擇的問題進行研究。結(jié)果表明：(1)理論層面,煤、電企業(yè)在進行經(jīng)濟策略選擇時,其交易成本和治理成本應(yīng)為雙方主體做出有效選擇的基礎(chǔ)；(2)技術(shù)層面,在選擇“購買”或“生產(chǎn)”的問題上,煤、電企業(yè)不僅要根據(jù)成本和指標(biāo)概率等信息做出交易決策,還需依據(jù)主體的專用性資產(chǎn)實際情況權(quán)衡長期的交易成本節(jié)約問題；(3)現(xiàn)實層面,當(dāng)煤、電企業(yè)雙方主體的專用性資產(chǎn)發(fā)生動態(tài)變化時,隨著制度變遷,雙方企業(yè)的策略選擇結(jié)果會體現(xiàn)三種趨勢,即市場制、混合制和層級制。第四章,首先,界定“煤電交易”的屬性和治理結(jié)構(gòu)；其次,優(yōu)化延遲選擇和拒絕機制,形成適合于煤電交易的匹配算法：再次,為偏好排序構(gòu)建得分?jǐn)?shù)、潛在收益、意愿信任和彈性模型,利用自適應(yīng)系統(tǒng)進行邊界選擇；最后,通過模擬仿真,驗證理論假設(shè)、算法可行性和模型有效性。結(jié)果表明：(1)效率可保證企業(yè)的有效供給和產(chǎn)出,信任的地位應(yīng)僅次于收益；(2)當(dāng)發(fā)電企業(yè)對煤電企業(yè)的打分高于自身的得分?jǐn)?shù)時,發(fā)電企業(yè)會傾向于“購買”煤炭；(3)控制和調(diào)整煤炭產(chǎn)業(yè)規(guī)模方面,既應(yīng)合理適度地淘汰產(chǎn)能落后的現(xiàn)役煤炭企業(yè),又應(yīng)通過發(fā)電企業(yè)設(shè)置必要的市場準(zhǔn)入壁壘。第五章總結(jié)了國家鼓勵煤炭進口的六點原因。應(yīng)用數(shù)學(xué)模型對激勵相容機制進行設(shè)計。激勵相容性約束的目的是保證企業(yè)真實披露,防止將進口煤炭效率的“高”報“低”。通過評價利潤、社會福利以及效用,使企業(yè)選擇政府期望的進口煤炭投入水平進行生產(chǎn)；再由政府進行補償,以專項資金的形式促進發(fā)電企業(yè)開發(fā)境外煤炭資源并獲得收益。此時政府和企業(yè)形成“委托一代理”關(guān)系。第六章定義了“供應(yīng)鏈風(fēng)險遞展”的概念,并將風(fēng)險遞展過程分為“效果型”、“結(jié)構(gòu)型”和“過程型”等三類,并利用解釋結(jié)構(gòu)方程和卡方自動交叉檢驗方法,分別對結(jié)構(gòu)型遞展和過程型遞展的作用機理進行建模和分析,(1)結(jié)構(gòu)型遞展過程主要體現(xiàn)于風(fēng)險之間的結(jié)構(gòu)關(guān)系,過程型遞展過程主要針對并體現(xiàn)于雙方主體在決策過程中對風(fēng)險的考量優(yōu)先排序；(2)結(jié)構(gòu)型遞展過程將煤電能源供應(yīng)鏈風(fēng)險指標(biāo)分布于8個層次,“制度法律風(fēng)險”和“經(jīng)濟周期風(fēng)險”是影響能源供應(yīng)鏈安全性的風(fēng)險源頭；(3)對于過程型遞展,將煤電能源供應(yīng)鏈風(fēng)險指標(biāo)為18個類別,并篩選出可影響供應(yīng)鏈安全性的9個風(fēng)險。第七章針對中國煤電能源供應(yīng)鏈的績效和風(fēng)險管理,研究煤電能源供應(yīng)鏈風(fēng)險管理的風(fēng)險評價測度問題�；�于供應(yīng)鏈部門關(guān)系的界定,利用價值驅(qū)動樹方法對風(fēng)險源傳遞關(guān)系進行梳理,構(gòu)建中國煤電能源供應(yīng)鏈指標(biāo)體系。通過社會問卷調(diào)查的方式收集樣本,進行主成分分析,建立結(jié)構(gòu)方程模型(SEM)；為測量指標(biāo)權(quán)重,對風(fēng)險因子載荷分析、二級因子路徑系數(shù)進行計算；基于指標(biāo)相關(guān)性的指標(biāo)權(quán)重確定方法,得到煤炭供應(yīng)鏈風(fēng)險評價測度模型。第八章,首先對供應(yīng)鏈不確定性、供應(yīng)鏈風(fēng)險和魯棒優(yōu)化進行了全面分析,界定了供應(yīng)鏈節(jié)點企業(yè),指出實際管理中的“下行風(fēng)險”是煤電能源供應(yīng)鏈風(fēng)險管理的重點。然后,以為基于價值的管理提供實用的決策支持為建模思路,建立了基于魯棒優(yōu)化的煤電能源供應(yīng)鏈風(fēng)險管理模型,并對基本模型、對等模型和決策模型進行了詳細(xì)闡述。最后,通過算例和科學(xué)的量化指標(biāo),從方案魯棒性、目標(biāo)魯棒性和信息魯棒性3個方面討論了模型的有效性。第九章分析了能源安全、環(huán)境保護和氣候變化問題關(guān)系著國民經(jīng)濟的發(fā)展,利用PEST-SWOT分析和波特五力分析,針對中國煤電能源供應(yīng)鏈碳管理的環(huán)境現(xiàn)狀和戰(zhàn)略問題進行研究。設(shè)計適合中國煤電能源供應(yīng)鏈碳管理的協(xié)同機制,并構(gòu)建評價指標(biāo)體系A(chǔ)NP模型。第十章對全文的結(jié)論和政策涵義進行總結(jié)。
[Abstract]:China is the largest coal consumption country in the world, and the annual total consumption of coal accounts for more than half of the total amount of coal consumption in the world. At the same time, coal and electric energy are still the key of China's energy problem, coal and electrical industry are still the basis for the development of China's energy industry. The second round of China's electric power system reform was officially launched in.2015, and the Paris climate conference was held successfully, which had a continuous impact on the development of China's coal and electricity supply chain. In addition, China's energy "13th Five-Year" plan also pointed out the direction for coal consumption and coal electricity development adjustment. The problem of the development of the chain, especially the transaction stability matching and the risk management of the supply chain, is imminent. Based on the development status and problems of China's coal and electricity supply chain, this paper analyzes the problem of the transaction stability matching and risk control in the energy supply chain. The article is divided into ten chapters, the specific work is as follows: the first chapter is the introduction On the basis of the background of the article, the purpose and significance of the topic are expounded. Based on this, the article frame, the technical route, the research difficulty, the key problem and the innovation point are given. The second chapter is based on the market status and policy environment of the coal power supply chain, and uses the system dynamics method to construct the system movement to describe the Chinese coal and electricity supply chain. The mechanics (SD) model defines the boundary for the following analysis and lays the foundation for the research. The third chapter defines the total management cost of the transaction, and makes use of the evolutionary game analysis and the discrete structure analysis of transaction cost to study the problems of the economic behavior and boundary selection of China's coal and electricity trading. The results show that (1) the theoretical level, coal and electric enterprises In the choice of economic strategy, the transaction cost and the management cost should be the basis for the effective choice between the two parties. (2) on the technical level, in the choice of "purchase" or "production", coal and electric enterprises should make decisions not only according to the information of cost and index probability, but also according to the actual situation of the specific assets of the main body. The problem of long-term transaction cost saving is weighed. (3) on the realistic level, when the specific assets of the main body of the coal and electric enterprises change dynamically, with the change of the system, the results of the strategy selection of the two enterprises will reflect the three trends, namely, the market system, the mixed system and the hierarchy. The fourth chapter, first, defines the properties and governance of the "coal electricity trade". Secondly, the optimization of delay selection and rejection mechanism is optimized to form a matching algorithm suitable for coal and electricity transactions: again, the scores, potential benefits, will trust and elastic models are constructed for preference ordering, and the adaptive system is used to carry out boundary selection. Finally, the theoretical hypothesis, the feasibility of the algorithm and the validity of the model are verified by simulation. The results are as follows: (1) the efficiency can guarantee the effective supply and output of the enterprise, and the position of trust should be second only to the income. (2) the power generation enterprises will tend to "buy" coal when the power enterprises score higher than their own scores, and (3) to control and adjust the scale of the coal industry, it should be reasonable and appropriate to eliminate the backward production capacity. The coal enterprises in service should set up the necessary market access barriers through the power generation enterprises. The fifth chapter summarizes the six reasons for encouraging coal import by the state. The incentive compatibility mechanism is designed by applying the mathematical model. The purpose of incentive compatibility constraint is to guarantee the true disclosure of the enterprise and prevent the "high" of the import coal efficiency. To evaluate the profit, social welfare and utility, make the enterprise choose the imported coal input level expected by the government and make the compensation by the government. The government and the enterprise form the "principal agent" relationship in the form of special funds. The sixth chapter defines "supply". The concept of chain risk exhibition is divided into three categories: "effect type", "structural type" and "process type", and the interpretation structure equation and the chi square automatic cross test method are used to model and analyze the mechanism of the structural and process recursion respectively. (1) the process of the structure type is mainly reflected in the wind. The structural relationship between risk and process is mainly aimed at and embody the priority ranking of risk considerations in the process of decision-making; (2) the process of structural delivery will distribute the risk indicators of coal energy supply chain on 8 levels, and "institutional legal risk" and "economic cycle risk" are the impact of energy supply chain security. The source of the risk; (3) for the process delivery, the coal and electricity supply chain risk indicators are 18 categories, and the 9 risks that can affect the supply chain security are screened. The seventh chapter is based on the performance and risk management of China's coal and electricity supply chain, and studies the risk assessment and measurement of the risk management of coal and electricity supply chain. The definition of the door relationship, the use of value driven tree method to comb the risk source transfer relationship, construction of China's coal and electricity supply chain index system. Through the social questionnaire survey method collection samples, the principal component analysis, the establishment of structural equation model (SEM); for the measurement of index weight, the risk factor load analysis, the two level factor path In the eighth chapter, the supply chain uncertainty, the supply chain risk and the robust optimization are comprehensively analyzed, and the supply chain node enterprises are defined, which means that the "downlink risk" is the coal power energy. The key point of risk management in supply chain. Then, in order to provide practical decision support for value based management as a modeling idea, a risk management model of coal electricity supply chain based on robust optimization is set up, and the basic model, peer model and decision model are elaborated in detail. The validity of the model is discussed in 3 aspects of robustness, target robustness and information robustness. The ninth chapter analyzes the energy security, environmental protection and climate change issues related to the development of the national economy. The PEST-SWOT analysis and Potter five force analysis are used to deal with the environmental status and strategic problems of China's coal energy supply chain carbon management. Research. Design a cooperative mechanism suitable for the carbon management of China's coal and electricity supply chain and construct the ANP model of the evaluation index system. The tenth chapter summarizes the conclusion and policy implications of the full text.

【學(xué)位授予單位】：華北電力大學(xué)(北京)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2016
【分類號】：F274;F426.21;F426.61
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本文編號：1854509