中國能源結(jié)構(gòu)優(yōu)化的研究

摘   要

　　　能源是人類賴以生存、經(jīng)濟發(fā)展和社會進步不可缺少的重要物質(zhì)資源，是社會經(jīng)濟可持續(xù)發(fā)展的物質(zhì)基礎(chǔ)，能源問題一直是我國經(jīng)濟和社會發(fā)展中的熱點和難點。中國是能源生產(chǎn)和消費大國，同時由于資源稟賦又是一個以煤炭為主要能源的國家，發(fā)展經(jīng)濟與保護環(huán)境的矛盾相對突出。能源結(jié)構(gòu)的不合理越來越影響我國經(jīng)濟的發(fā)展甚至是人民的生活，如何在保證我國經(jīng)濟增長的同時調(diào)整能源結(jié)構(gòu)是擺在我們面前的一個重要而又現(xiàn)實的問題，能源結(jié)構(gòu)的優(yōu)化和調(diào)整是當(dāng)前及未來相當(dāng)長一段時期內(nèi)我國能源戰(zhàn)略的核心。

　　　投資組合理論的本質(zhì)是在不確定性的收益和風(fēng)險中選擇一個優(yōu)化的組合，所謂優(yōu)化的組合是指在給定風(fēng)險水平下收益最大的組合，或者在給定收益水平下風(fēng)險最小的組合。針對當(dāng)前能源結(jié)構(gòu)優(yōu)化的研究，本文將投資組合理論應(yīng)用于中國能源結(jié)構(gòu)優(yōu)化。具體如下：

　　　基于投資組合理論的中國電源結(jié)構(gòu)優(yōu)化的研究。優(yōu)化的電源結(jié)構(gòu)包含兩方面，一方面是靜態(tài)的發(fā)電組合的優(yōu)化，另一方面是發(fā)電環(huán)節(jié)中的基荷、腰荷、峰荷動態(tài)電源結(jié)構(gòu)的優(yōu)化，這是直接影響電網(wǎng)運行和最大限度發(fā)揮可再生能源作用的關(guān)鍵。將投資組合理論應(yīng)用于中國發(fā)電組合的優(yōu)化，結(jié)合可再生能源電價補貼研究了不同水平電價、碳稅下的優(yōu)化的發(fā)電組合，并且滿足了優(yōu)化的發(fā)電組合中峰荷電源達(dá)到10%這個最低標(biāo)準(zhǔn)。最后評價了中國2011年部分省的發(fā)電組合水平現(xiàn)狀，并對低效的發(fā)電組合給出了優(yōu)化建議。

　　　基于投資組合理論的中國能源結(jié)構(gòu)優(yōu)化的研究。面對日益增加的節(jié)能減排的壓力和逐年攀升的石油對外依存度，大力發(fā)展可再生能源成為能源發(fā)展的大勢所趨。本文將投資組合理論應(yīng)用于中國能源結(jié)構(gòu)的優(yōu)化，綜合考慮了可再生能源成本的學(xué)習(xí)曲線效應(yīng)以及化石能源的成本隨時間增加的特性，對中國未來的能源結(jié)構(gòu)做出預(yù)測和分析。

　　　

關(guān)鍵詞：能源結(jié)構(gòu)，電源結(jié)構(gòu)，投資組合理論，成本，風(fēng)險，優(yōu)化

ABSTRACT

　　　Energy is important indispensable material resources for human survival, economic development and social progress, as well as the basis material for social and economic sustainable development, so energy is a hot and difficult issue in China's economic and social development. China is a big country of energy production and consumption, in which coal as its main energy for resource endowment, then, there is a relatively prominent contradiction between economic development and environmental protection. The irrational energy structure is increasingly affecting China's economic development and even the lives of people. How to adjust the energy structure while keep China's economic growing is an important and realistic problem in front of us, so the core of China's energy strategy is the optimization and adjustment of energy structure in current, even the future.

　　　The essence of portfolio theory is to find an optimal portfolio under the uncertainty of return and risk. The so-called optimal portfolio has a max return at a given level of risk, or a minimum risk at a given level of return. This research applied portfolio theory to the optimization of China’s energy structure.

　　　The optimization of the power generation in China based on portfolio theory. The optimization of power structure contains two aspects, one is the optimization of static power generation portfolio, the other is the optimization of dynamic power structure of base load, lumbar load, peak load in power generation sector, which is the key to operate grid normally and maximize the role of the renewable energies. This article applied portfolio theory to China's power generation portfolio optimization, and combined with renewable energy price subsidies to research the impact of different levels of tariffs and carbon taxes upon the optimized power generation, meanwhile we make sure the minimum proportion of peak load power up to 10% in the optimized generation mix. Finally, eva luation of the level of generation mix about some provinces in China is obtained, so is the optimization suggestions for the inefficient power generation portfolio. 

　　　The optimization of the energy structure in China based on portfolio theory. Facing with increasing pressure on energy conservation and gradually rising dependence on oil import, developing renewable energy has become a trend in the energy development. This research applies portfolio theory to the optimization of energy structure in China, considering the characteristics of renewable energy cost following the learning curve effect and fossil energy cost increasing over time. At last the predictions and analysis on China's future energy structure are given.

　　　

Key words: energy structure, power structure, portfolio theory, cost, return, optimization.目  錄

第1章  緒  論 1

1.1  研究背景和意義 1

1.1.1  世界能源結(jié)構(gòu)、電源結(jié)構(gòu)與可再生能源發(fā)展現(xiàn)狀 1

1.1.2  中國能源結(jié)構(gòu)、電源結(jié)構(gòu)與可再生能源發(fā)展現(xiàn)狀 6

1.2  研究現(xiàn)狀 9

1.2.1  能源結(jié)構(gòu)優(yōu)化研究現(xiàn)狀 9

1.2.2  電源結(jié)構(gòu)優(yōu)化研究現(xiàn)狀 11

1.3  本文的研究內(nèi)容和創(chuàng)新點 14

第2章  預(yù)備知識 15

2.1  投資組合理論 15

2.1.1  均值－方差分析方法(MVP) 15

2.1.2  投資組合有效邊界模型 15

2.2  學(xué)習(xí)曲線含義及基本模型 16

2.2.1  學(xué)習(xí)曲線概述 16

2.2.2  學(xué)習(xí)曲線基本模型 16

2.3  能源結(jié)構(gòu)和電源結(jié)構(gòu)概念及優(yōu)化方向 16

第3章  基于投資組合理論電源結(jié)構(gòu)的優(yōu)化 18

3.1  引言 18

3.2  模型提出 18

3.3  數(shù)據(jù)整理與計算 18

3.3.1  生產(chǎn)成本 19

3.3.2  外部成本 19

3.3.3  成本 19

3.3.4  收益 20

3.3.5  風(fēng)險 21

3.3.6  相關(guān)系數(shù)矩陣 21

3.4  情景分析與討論 22

3.5  本章小結(jié) 28

第4章  基于投資組合理論的中國能源結(jié)構(gòu)的優(yōu)化 29

4.1  引言 29

4.2  各種能源成本的確定 30

4.2.1  化石能源成本 30

4.2.2  新能源成本 31

4.3  各種能源風(fēng)險的確定 33

4.3.1  化石能源風(fēng)險 33

4.3.2  新能源風(fēng)險 34

4.3.3  相關(guān)系數(shù)矩陣 34

4.4  情景分析與討論 35

4.5  對比分析 38

4.6  本章結(jié)論 40

第5章  總結(jié)與展望 42

參考文獻 43

致  謝 47