摘要
在电力市场和碳市场协同发展的评估与测量过程中,现有方法多依赖静态溢出指数,难以有效反映市场间复杂动态交互关系。受动态波动与收益波动的影响,传统变量指标无法准确捕捉电碳市场之间的非线性传导路径,导致碳市场超额需求、电力购买量及电力销售量等关键变量的测量值偏离实际值,进而影响评估与测量精度。为此,提出一种电力市场与碳市场协同发展的量化评估与测量技术。该方法基于电碳市场交互作用的因果回路,构建动态溢出指数,以量化评估电-碳市场协同发展溢出效应,避免动态波动与收益波动的影响。通过电力需求、电力供给、碳配额需求及碳配额供给等变量指标,建立单个指标的时间序列数据,捕捉市场间的非线性传导路径,测量电力市场与碳市场溢出-供给-需求发展变量,从而实现电力市场与碳市场协同发展的有效评估与测量。实验结果表明:碳市场超额需求、电力购买量、电力销售量的测量值与实际值高度吻合,均方误差(Mean Squared Error,MSE)显著低于对比方法,其中系统平均单位发电成本、可再生能源消纳率、系统碳排放强度的MSE分别为28.5元/MWh、3.1%、0.15 t(CO_(2))/MWh,测量精度明显提升,为释放电碳市场协同发展潜力提供了有力的技术支撑。
In the assessment and measurement of the coordinated development of the electricity and carbon markets,existing methods mostly rely on static spillover indices,which are difficult to effectively reflect the complex dynamic interactions between the markets.Affected by dynamic fluctuations and return volatility,traditional variable indicators cannot accurately capture the nonlinear transmission paths between the electricity and carbon markets,leading to deviations in the measured values of key variables such as excess demand in the carbon market,electricity purchases,and electricity sales,thus affecting the accuracy of assessment and measurement.Therefore,this paper proposes a quantitative assessment and measurement technique for the coordinated development of the electricity and carbon markets.This method constructs a dynamic spillover index based on the causal loop of the interaction between the electricity and carbon markets to quantitatively assess the spillover effects of the coordinated development of the electricity-carbon markets,avoiding the impact of dynamic fluctuations and return volatility.By establishing time series data for individual indicators such as electricity demand,electricity supply,carbon quota demand,and carbon quota supply,the nonlinear transmission paths between the markets are captured,and the spillover-supply-demand development variables of the electricity and carbon markets are measured,thereby achieving effective assessment and measurement of the coordinated development of the electricity and carbon markets.Experimental results show that the measured values of excess demand in the carbon market,electricity purchases,and electricity sales are highly consistent with the actual values,and the mean squared error(MSE)is significantly lower than that of the comparative methods.Specifically,the MSEs for the system's average unit generation cost,renewable energy integration rate,and system carbon emission intensity are 28.5 yuan/MWh,3.1%,and 0.15 tCO_(2)/MWh,respectively,demonstrating a significant improvement in measurement accuracy.This provides strong technical support for unleashing the potential of coordinated development in the electricity and carbon markets.
作者
崔福博
刘自敏
冯永晟
CUI Fubo;LIU Zimin;FENG Yongsheng(North China Branch of State Grid Corporation of China,Beijing 100053,China;School of Economics and Management,Southwest University,Chongqing 400716,China;Institute of Industrial Economics,Chinese Academy of Social Sciences,Beijing 100006,China)
出处
《国外电子测量技术》
2025年第11期28-34,共7页
Foreign Electronic Measurement Technology
基金
国家电网有限公司华北分部项目(SGNC0000FZJS2200247)。
关键词
电力市场
碳市场
协同发展
静态溢出指数
electricity market
carbon market
coordinated development
static spillover index
