深化电力改革 促进煤电联合

全社会电力需求量的迅猛上涨对电煤供应提出了严峻的挑战,而煤炭价格持续上涨使电厂的生产经营面临严重困难。从长期看,通过煤电联动建立市场电价形成机制、推进电力体制改革是解决当前煤电矛盾的根本出路,同时,国家应该鼓励煤电一体化经营。具体措施可以包括：启动煤电联动;鼓励煤电双方签订中长期煤炭买卖合同,实现煤炭直接供应;鼓励煤电企业联合建立坑口电厂,减少煤炭运输成本;鼓励大型发电集团介入地方煤炭资源;励煤炭企业利用资源优势主动投资电力行业;在铁路行业的改革中,支持煤炭电力企业投资和参股等。     

关于煤电价格问题的思考

从2003年下半年电煤价格出现上涨始,直至今日,由价格之争引发的煤电矛盾愈演愈烈,虽然在近一年中电煤供应大部分时段保持供大于耗,目前的库存量也创下了近几年电煤库存的历史新高,但电煤价格矛盾依然突出,发电企业生产经营仍面临较大的压力。本文仅就这一现象谈一点看法。     

考虑节能减排的优化发电权交易机制研究

本文以节能减排为目的,设计了优化的发电权交易机制:购买发电权采用不完全竞价方式,出售发电权采用统一出售价方式,企业可以同时提出购买和出售发电权请求,由交易中心通过合理的决策,使节能减排效果最优。根据所设计的发电权交易机制,构建出决策模型。通过成本收益分析,引入补贴和分享系数,分析了发电企业的报价行为,建立了高效的模型求解算法。     

谈供电企业售电中存在的风险及对策

在我国发电侧电力市场建立以后，供电企业与发电企业变成市场上的交易双方，供电企业所面临的风险更加多样化。文章在分析电力市场供电企业面临的售电风险的基础上，重点研究售电前购电量市场分配风险和售电后电费回收风险的对策。     

基于多层次模糊综合评价法的新能源发电企业市场营销风险研究

本文阐述了风险和风险管理的基础理论,构建了多层次模糊综合评价方法的相关模型,从我国新能源发电企业的角度出发,分析我国新能源发电企业面临的市场营销风险,建立市场营销风险指标体系,并运用多层次模糊综合评价法对各风险进行分析,获得各层风险的权重,最后得出各级风险的发生概率与影响程度.据此,为我国新能源发电企业的风险管控提供决策依据.     

谈供电企业售电中存在的风险及对策

在我国发电侧电力市场建立以后,供电企业与发电企业变成市场上的交易双方,供电企业所面临的风险更加多样化.文章在分析电力市场供电企业面临的售电风险的基础上,重点研究售电前购电量市场分配风险和售电后电费回收风险的对策.     

基于多层次模糊综合评价法的新能源发电企业市场营销风险研究

本文阐述了风险和风险管理的基础理论，构建了多层次模糊综合评价方法的相关模型，从我国新能源发电企业的角度出发，分析我国新能源发电企业面临的市场营销风险，建立市场营销风险指标体系，并运用多层次模糊综合评价法对各风险进行分析，获得各层风险的权重，最后得出各级风险的发生概率与影响程度。据此，为我国新能源发电企业的风险管控提供决策依据。     

河南省煤炭供求对发电企业的影响

煤炭的供求关系到经济发展和人民生活.所以各国纷纷对煤炭尤其是电煤市场进行管制和调控.我国在煤炭价格方面已形成市场机制,而电力价格依然由政府管制,所以煤、电价格难以协调同步.本文在阐述河南省煤炭供求及发电企业生产经营现状的基础上,分析了电煤供求对河南省发电企业的影响,提出了解决河南省电煤供求矛盾的相关策略.     

基于均值-风险模型的弹性供应网络集成优化

考虑决策者的风险态度,研究了需求不确定和失效风险并存情况下多周期弹性供应网络的集成优化问题。其中,通过生成随机情境模拟失效风险和需求不确定性,利用均值-风险模型度量决策者的风险态度。建立了一个综合考虑多源供应、期权契约和战略应急库存3种弹性策略的混合整数随机规划模型,针对该模型的特点设计了抽样平均近似求解算法进行模型求解。最后,通过数值算例验证了该模型的可行性和有效性。     

刍议发电企业财务风险识别及对策

目前，企业财务风险成为投资者和经营者高度关注的重大问题。本文首先分析了发电企业现存的财务管理的组织形式，并基于国资委发布的《中央企业全面风险管理指引》对发电企业的财务风险进行识别，指出不同风险事项对企业的影响，建立了财务风险的指标体系，最后提出了发电企业财务风险管理的若干建议。     

上大压小项目的投资经济评价

本文分别运用折现现金流法和基于实物期权的经济评价方法,采用案例分析的形式,对“上大压小”政策执行中部分尚未达到寿命期的20万千瓦机组的关停时机及其经济性问题进行了分析,并时折现现金流法以及基于实物期权的评价方法的结果及其适用性进行了对比;同时,在采用折现现金流法时,对发电企业进行了财务经济评价和国民经济评价,并对机组单位造价、上网电价、煤价等因素进行了敏感性分析,在评价过程中量化了案例中各备选方案的环境成本。本文还应用实物期权理论研究了大机组滞后投资问题。两种方法的评价结果均表明,从全社会的福利角度出发,对尚未达到寿命期的小机组不应该立即关停,而应该使其继续运行到寿命期末再上大机组。本文所采用的经济评价方法能够为“上大压小”项目的执行提供辅助决策支持。     

Separating the Roles of Speculators and Consumers: a Model of Futures Trade

The general equilibrium model of Britto (1984) is criticised. In particular, it is shown that allowing consumers to trade on the futures market leads to more complicated results than necessary. If consumers do not trade futures, and only producers and speculators do, results are greatly simplified. Consumer risk parameters, and parameters of producers production function are irrelevant. The differential between the futures price and the expected spot price, and the direction of futures trade is shown to depend in a straightforward way on the price elasticity of demand for the product on the spot market.     

Carbon and energy prices under uncertainty: A theoretical analysis of fuel switching with heterogenous power plants

European power producers have a major influence on the EU ETS, given that both their CO₂ emissions and their EUA (European Union Allowance) allocations account for more than half of the total volumes of the scheme. Fuel switching is often considered as the main short-term abatement measure under the EU ETS. It consists in substituting combined cycle gas turbines (CCGTs) for hard-coal plants in power generation. Thereby coal plants run for shorter periods, and CO₂ emissions are reduced. This paper provides the first theoretical analysis of fuel switching, in a context where power plants involved are not equally efficient. We begin with a preliminary work using illustrative examples and sensitivity analyses, which enables us to observe how differences in the efficiency of power plants impact the cost of fuel switching, and how this is related to the level of switching effort. Based on this, we build a theoretical model taking into account the effect of differences in the efficiency of power plants involved in fuel switching. We also investigate the effect of the timing of fuel switching abatements, within the temporally defined environment of our dynamic model. Results demonstrate that the gas price and uncontrolled CO₂ emissions act together on the carbon price. We show that the influence of the gas price on the carbon price depends on the level of uncontrolled CO₂ emissions, due to heterogeneity of power plants that are used in the fuel switching process. Furthermore, we show that the time of occurrence of uncontrolled emissions matters so that shocks have a stronger impact when they occur in a period that is closed to the end of the phase.     

Stabilization rules and the benefits from price stabilization

This paper develops two models analyzing the distribution of benefits from price stabilization where the stabilization authorities follow some fixed rule, The first is an extension of the static Waugh-Oi-Massell model in which the rule followed by the authorities is also static. This is then generalized to a dynamic model in which both producers and the authorities base their decisions on price expectations. Differential quality of information between producers and the authorities in forming their respective expectations is stressed. The stability properties and profitability of such a scheme are also discussed. The paper concludes by discussing an alternative means of public intervention, through the provision of forecasts to producers.     

国内外煤炭价格波动特征分析——基于GARCH模型

利用2005—2011年的澳洲BJ动力煤价格和秦皇岛大同优混煤(>6000大卡)价格的时间序列数据,采用GARCH模型分析方法,实证检验了澳洲BJ动力煤价格和秦皇岛大同优混煤(>6000大卡)价格的波动性特征。研究结果表明,澳洲BJ动力煤价格和秦皇岛大同优混煤(>6000大卡)价格表现出相同的市场特性,具有显著的GARCH效应与波动聚集性,波动衰减缓慢,不具有显著的非对称性波动。最后提出了相应的对策与建议。     

金融危机下煤炭产业转型发展思考

煤炭工业是我国重要的能源产业,煤炭工业的健康发展事关国民经济发展和能源安全大局,在长期发展过程中,我国煤炭工业对国民经济和社会发展发挥了重要作用。2008年受金融危机影响,煤炭行业出现产量下滑、价格震荡、企业效益下滑等问题,对煤炭产业的健康发展造成极大影响。对金融危机影响下煤炭产业发展现状及面临问题进行了分析研究,并提出了应对金融危机实现煤炭产业转型发展的对策措施。     

我国煤矿企业员工满意度的实证研究——基于结构方程模型

在已有相关研究的基础上,构建了员工满意度测评指标体系和测评模型;利用结构方程模型,对我国煤矿企业员工满意度模型中的员工实际感受、员工期望、工作绩效和离职趋向等潜变量之间的路径系数以及晋升机会等13个观测变量对潜变量的影响进行了实证研究,旨在为提高煤炭企业经济效益、确保安全生产构建理论基础。     

中国中长期煤炭需求预测

首先对中国煤炭需求与经济增长的关系进行验证,然后将工业化水平、城市化率等变量纳入煤炭需求协整模型,分析了经济增长、工业化水平、城市化率、煤炭价格、煤炭利用效率和能源替代效应对煤炭需求的影响,并预测了在3种经济增长速度(高、中、低)下2012—2030年中国的煤炭需求。结果显示:未来20年期间中国煤炭需求仍将持续增长;经济低速增长下中国煤炭需求的增幅远低于经济高速或中速增长下的增幅;在城市化和工业化进程中,煤炭消费总量将经历刚性高增长阶段;煤炭利用效率、煤炭价格和能源替代效应对煤炭需求有一定影响。     

Energy Tax and Competition in Energy Efficiency: The Case of Consumer Durables

The purpose of this paper is to analyze the role of anenergy tax on technical improvements and on prices ofconsumer durables induced by strategic competition inenergy efficiency. If the gasoline tax is raised thisdoes in principle not affect the producers of carsbecause the motorist pays for it in terms of a highercost of using the car. This, however, affects the unitsales of car producers because of substitution towardsother modes of transportation. A second element ofreaction to energy price variation is an indirect oneand relates to the effect of energy prices ontechnology. Competition forces car producers todevelop more energy efficient cars in order to reducethe cost of using a car. This indirect effect canpartly offset the direct effect of higher energyprices on demand if it is profitable for theautomobile industry to engineer more energy efficientequipment. We will analyze the impact of an energy taxon energy efficiency and on the price of a durablegood. This will be done within the framework of aduopoly competing in prices and in the energyefficiency of its products. The government chooses awelfare maximizing energy tax as an incentive toinnovate. Then we will analyze a strategic two-stagedecision process in which the duopolists first decideabout energy efficiency and then compete in prices.