【作者】 杨彤；

【导师】 聂锐；

【作者基本信息】 中国矿业大学 ， 管理科学与工程， 2008， 博士

【摘要】 随着我国市场经济的发展,特别是煤炭产业市场化进程的推进,煤炭和电力两个紧密相连的上下游产业之间的矛盾越来越尖锐,这一矛盾集中体现在电煤价格的确定中。为了协调煤炭和电力产业的利益,政府权衡利弊,选择了煤、电价格联动政策。该政策出台后,虽然部分解决了燃眉之急,但是各方人士对该方案的评价不一,未来的煤电关系应当如何处理,更是急迫要解决的问题。现有的研究多是从煤炭或电力一个产业的角度进行分析,难以综合考虑相关者利益,从政府的高度对煤、电价格问题给出一个全面的、既有理论支撑又有实践指导意义的对策。本文在深入研究相关理论,借鉴国外相关问题的经验和做法的基础上,将煤电作为子系统,放置于整个经济的大系统中进行分析。根据可耗竭资源产品价格理论和我国煤炭价格现状及我国煤炭市场在国际煤炭市场及能源市场上的特殊性,明确提出煤炭价格与国际接轨的目标。电力价格的确定一方面受到煤电产业之间价格传导的影响,另一方面受到下游电力用户承受能力的限制。本文系统地分析了影响煤炭和电力产业之间价格传导的因素。但由于煤电价格传导受到诸多因素的影响,尤其是煤炭运输、电力市场结构等因素是短期内难以改变的。本文提出将下游电力用户的承受能力作为确定电力价格的限制性条件。据此,本文在对价格传导理论及我国价格传导现状分析研究的基础上,引入复杂网络的研究思路,运用数学建模与计算机模拟的研究方法,着眼于煤炭和电力产业的利益相关者,经过大量试验,构建了拟合度较高的包含76个产业的价格传导网络。该网络是一个有向加权网,网络边权由完全消耗系数、利润率、市场供求及价格传导系数四个因素构成。该网络较好地模拟了我国价格传导现状。基于价格传导网络,本文研究得出电力价格传导强度和传导波及面都大于煤炭产业,并找出了煤电价格传导核心层和价格传导关键路径,为观察和控制煤电价格传导提供了依据。最后,本文运用价格传导网络模型和情景分析方法对我国煤电价格同比例联动和不同比例联动两种主要情景进行模拟。明确了煤电价格上涨特别是电力价格上涨会带动下游产业价格上升,其中核心传导层价格稳定上涨,而某些边缘产业价格出现异常大的波动,佐证了政府对电力价格实行规制的必要性。在研究和模拟的基础上,本文提出坚持放开煤炭市场,对电力价格进行规制,通过价格传导网络的模拟可基本确定规制水平,并借此时机加快电力产业市场化进程,改革影响煤电价格传导的因素,为煤电价格市场化联动为主奠定基础。更多还原

【Abstract】 With the national market economic development, especially the coal industry market advancement, the conflict between the Coal and the Electric Power industry, which are up and down stream industries conjoined tightly, gets more and more acute and focuses on how to define the electric-coal price. The government balanced the benefit and the harm of the Coal and the Electric Power industries and selected the Coal-Electricity Price Linkage policy. Although the policy solved the problem partly and presently, scholars evaluated the policy differently and it is urgent to consider how to solve the Coal and the Electric Power industry relationship in the future. The existing research analyze the problem in the view of the Coal or the Electric Power industry, which is difficult to integrate the Stakeholders’benefits and puts forth a full-scale, theory supported and practical strategy.Based on the academic research and practical analysis, the paper analyzed the Coal and Electric Power industry as a subsystem of the whole economic system. According to the theories of exhausted resource product price and the situation of China coal price and the importance of China coal market to international coal market and energy market, the paper put forth the objective of meeting China coal price with international market price. The electricity price is defined by price conduction between the Coal and Electric Power industry and suffering ability of down-stream industries. The paper analyzed systemically the factors influence the price conduction between the Coal and Electric Power and advanced to confirm the electricity price according to down-stream’s suffering ability due to many factors, such as coal transportation and electric power market structure, are unchangeable in short term.Based on price conduction theories and China price conduction situation, the paper introduced the Complexity Networks research thought and exercised the research methods of Mathematics Modeling and Computer Simulating and with a great deal of tests established Price Conduction Networks Model and Evolvement Model including 76 industries. The price conduction networks are a directed -weighted-network. The price conduction relationship between industries is decided by the total consume coefficient, profit ratio of down-stream industry, supply and demand situation of down-stream industry and price conduction coefficient.The Price Conduction Networks imitate the fact well. Based on the Price Conduction Networks the paper finds that the conduction intensity and the main conduction scale of the electricity price are bigger than the coal’s and finds the key route of the coal, electricity and coal-electricity price conduction, and locates the Core Conduction Layer, Second-degree Conduction Layer and the Brim Conduction Layer of coal and electricity industries, according to the price conduction intensity of coal and electric power industry to other industries, which are useful for observing and controlling coal-electricity price conduction.Finally, with the established model and Scene Analysis Methods the paper simulated and forecasted the two different linkage scenes that the coal and electricity price rise with the same proportion and with the different proportions that maybe occur in coal-electricity price linkage policy. It is definite that the rising in coal and electricity price, especially in the electricity price, can raise the down-stream industries’price and the price of the Core Conduction Layer rise stably while the price of the Brim Conduction Layer fluctuate abnormally, which prove the importance for the government to regulate the electricity price.According to the research and the simulating, the paper insists on opening the coal market and regulating the electricity price. The regulating price level can be defined with the price conduction networks simulating. The government should speed up the Electric Power Industry marketlization and reform the price conduction influence factors and establish the basement for the coal and electricity price’s market linkage.更多还原