Carbon market trading behavior modeling method integrating real participants and computer agents

Abstract

The invention discloses a carbon market trading behavior modeling method that integrates real participants and computer agents, and belongs to the technical field of power systems and automation thereof. The invention constructs the decision probability model of the computer agent according to the driving variables and decision variables of the participants in the bilateral centralized carbon trading process, and then carries out the mixed simulation of the coexistence of the computer agent and the real participants, and updates the computer agent based on the statistical calculation of a large number of samples The decision-making model of the multi-round iterative simulation is carried out. By checking the convergence of the decision-making model of the participants in the multi-round simulation process, it is judged whether the simulation is terminated, and the converged decision-making model is used to replace the group of real participants. decision-making behavior. The invention can effectively support the sensitivity analysis of key carbon market parameters, provide a sand table deduction tool for carbon market participants, and can be extended to the simulation analysis of other bilateral markets.

Description

technical field [0001] The invention belongs to the technical field of electric power system automation, in particular, the invention relates to a carbon market trading behavior modeling method that integrates real participants and computer agents. Background technique [0002] On December 12, 2015, the Paris Climate Change Conference adopted a new agreement on global climate change. The participating parties will strengthen the global response to the threat of climate change, control the increase in global average temperature compared with pre-industrial levels within 2 degrees Celsius, and Work hard to control the temperature rise within 1.5 degrees Celsius. The world will achieve the peak of greenhouse gas emissions as soon as possible, and achieve net zero greenhouse gas emissions in the second half of this century. The achievement of the "2 degrees Celsius" goal requires trillions of funds to be invested in the global low-carbon transformation, and the importance of ca...

AI Technical Summary

Problems solved by technology

There are still shackles in the engineering application of experimental economics. First, it is not easy to gather a sufficient number of participants who meet the qualification requirements; The simulation time will be difficult to control; finally, it is also a problem to ensure the repeatability and validity of the simulation results

[0006] In the bilateral centralized trading carbon market, both buyers and sellers need to declare the transaction volume and transaction price. When matching and clearing buy orders and sell orders, a certain scale of buy orders and sell orders is required to effectively form the market price, otherwise there may be a large number of no transactions. day, which affects the validity of the simulation results

There are at least hundreds of market participants in China's pilot carbon market, but it is difficult for traditional experimental economics experiments to reach this scale

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