文章基本信息

标题：The Broker Simulation Model in the Emission Allowances Trading Area
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作者：Petr Cermak ; Jarmila Zimmermannova ; Jan Lavrincik 等
期刊名称：International Journal of Energy Economics and Policy
电子版ISSN：2146-4553
出版年度：2015
卷号：5
期号：1
页码：80-95
语种：English
出版社：EconJournals
摘要：This paper is focused on possibilities of simulations of emission allowances trading within the EU emission trading system using new designed broker simulation model which integrates different original soft computing and decision making methods. Firstly, the paper presents the background of the EU emissions trading system and an overview of different methods used in current research connected with CO 2 emission allowances trading. The key part of the paper focuses on the broker simulation model creation and application. The results are based on expert systems with fuzzy rule bases, nonlinear fuzzy rule based predictors and fuzzy rule based behavior modelling. The application part of the results has been performed in Matlab. The broker simulation model is able to make decisions connected with the traded amount, price of allowances and buy/sell actions within the time on the market. Keywords: EU ETS; Fuzzy modelling; Broker JEL Classifications: C44; Q48; Q58
其他摘要：This paper is focused on possibilities of simulations of emission allowances trading within the EU emission trading system using new designed broker simulation model which integrates different original soft computing and decision making methods. Firstly, the paper presents the background of the EU emissions trading system and an overview of different methods used in current research connected with CO 2 emission allowances trading. The key part of the paper focuses on the broker simulation model creation and application. The results are based on expert systems with fuzzy rule bases, nonlinear fuzzy rule based predictors and fuzzy rule based behavior modelling. The application part of the results has been performed in Matlab. The broker simulation model is able to make decisions connected with the traded amount, price of allowances and buy/sell actions within the time on the market. Keywords: EU ETS; Fuzzy modelling; Broker JEL Classifications: C44; Q48; Q58