| 基于期权博弈的中国风电投资分析 |
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| 引用本文： | 朱磊,范英,张晓兵.基于期权博弈的中国风电投资分析[J].数理统计与管理,2010,29(2). |
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| 作者姓名： | 朱磊 范英 张晓兵 |
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| 作者单位： | 1. 中国科学技术大学管理学院,安徽,合肥,230026;中国科学院科技政策与管理科学研究所能源与环境政策研究中心,北京,100190
2. 中国科学院科技政策与管理科学研究所能源与环境政策研究中心,北京,100190 |
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| 基金项目： | 国家自然科学基金(70825001) |
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| 摘 要： | 本文运用期权博弈的思想建立模型,将风电特许权投资项目看作不完全信息下的抢滩博弈问题,讨论在现有的特许权机制下,引入碳排放交易机制对风电投资的影响。模型分析了在未来碳价格存在不确定性的情况下,风电投资竞价机制会对投资者的竞价行为会产生什么样的影响,投资者应如何确定自己的最优投标价格,其他竞标者的策略对竞标者的影响将如何体现以及不同因素变化时对投资者投资行为的影响。
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| 关 键 词： | 期权博弈 抢滩博弈 风电特许权 |
A Study on China's Wind Power Investment Based on Real Options and Preemption |
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| ZHU Lei,FAN Ying,ZHANG Xiao-bing.A Study on China's Wind Power Investment Based on Real Options and Preemption[J].Application of Statistics and Management,2010,29(2). |
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| Authors: | ZHU Lei FAN Ying ZHANG Xiao-bing |
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| Institution: | ZHU Lei~(1,2) FAN Ying~2 ZHANG Xiao-bing~2 (1.School of Management,University of Science , Technology of China,Anhui Hefei 230026,China,2.Institute of Policy , Management,Chinese Academy of Sciences,Beijing 100190,China) |
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| Abstract: | This paper applies option games to establish a model to analyze the wind power concession projects under incomplete information as preemption game.We have introduced Carbon Trading Mechanism to existing concession mechanism,and discuss its impact on wind power investment.The model aims to analyze the behavior of investors in wind power bid auction mechanism under carbon price uncertainty,how should investors determine their own optimal bidding price,the impact of other bidders' strategy and how the changes ... |
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| Keywords: | option games preemption wind concession |
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