本文選題：煤炭市場交易 + 運行機理��； 參考：《中國礦業(yè)大學》2014年碩士論文

【摘要】：煤炭是我國的主體能源，煤炭市場的平穩(wěn)運行是國家能源安全和經濟健康發(fā)展的重要保障。隨著我國煤炭市場化改革的不斷深入，政府和企業(yè)都需要一個能夠為他們提供決策依據(jù)的仿真平臺。但目前針對煤炭交易仿真的研究較少，因此本文從煤炭價格運行機理、煤炭市場交易仿真模型設計與實現(xiàn)及調控政策設計三個方面展開相關研究。 在運行機理方面，本文首先對煤炭交易市場的涵義和構成進行了界定，然后，進一步對交易主體的報價行為進行分析，最后，從煤炭交易買方市場和賣方市場兩種狀態(tài)下的博弈分析入手，探討煤炭交易市場價格運行機理。 在仿真模型設計與實現(xiàn)研究方面，本文基于運行機理，首先引入EMD-ARMA構建短期預測模型，，并以環(huán)渤海動力煤價格指數(shù)為對象進行實證研究，研究表明該模型預測精度較高，比較適用于煤炭價格的短期預測。同時，引入復雜網(wǎng)絡的建模思路，構建煤炭交易市場的仿真模型，該模型可實現(xiàn)對煤炭交易量、價、通道改變等多種情況的仿真。為了讓研究結果更具實際應用性，本文基于對煤炭市場交易仿真模型的研究，利用地理信息系統(tǒng)（GIS）、數(shù)據(jù)庫和決策支持系統(tǒng)等現(xiàn)代信息技術，研發(fā)煤炭交易市場可視化信息系統(tǒng)，實現(xiàn)對煤炭市場交易的實時發(fā)布、預測和仿真等功能。 在調控政策設計研究方面，本文主要研究什么何時需要調控以及怎么調控。在確定何時調控時，通過研究煤炭價格指數(shù)與宏觀經濟運行參照指標的關系，確定煤炭價格指數(shù)的預警區(qū)間，以此作為政府進行煤炭價格宏觀調控的參照指標。在怎么調控方面，基于構建的仿真模型，提出了煤炭價格調控政策的設計思路和方法，為政府進行調控政策選擇提供決策依據(jù)。
[Abstract]:Coal is the main source of energy in China, and the smooth operation of coal market is an important guarantee for national energy security and healthy economic development. With the deepening of China's coal market reform, the government and enterprises need a simulation platform that can provide them with the basis of decision-making. However, there are few researches on coal trade simulation, so this paper studies the mechanism of coal price, the design and realization of coal market trade simulation model and the design of regulation policy. In terms of operation mechanism, this paper first defines the meaning and composition of coal trading market, then further analyzes the bidding behavior of the trading body, finally, Based on the game analysis of buyer's market and seller's market in coal trading, the operating mechanism of price in coal trading market is discussed. In the aspect of simulation model design and implementation, based on the running mechanism, this paper first introduces EMD-ARMA to construct short-term prediction model, and takes the thermal coal price index around Bohai Sea as an example. The research shows that the prediction accuracy of the model is high. It is suitable for short-term forecast of coal price. At the same time, the modeling idea of complex network is introduced to construct the simulation model of coal trading market. This model can realize the simulation of coal trading volume, price, channel change and so on. In order to make the research results more practical, based on the study of the coal market transaction simulation model, this paper develops the coal trading market visual information system using modern information technology, such as GIS, database and decision support system, etc. Realize the real-time release, prediction and simulation of the coal market transactions. In the aspect of regulatory policy design, this paper mainly studies when and how to regulate and control. When determining when to adjust and control, the early warning interval of coal price index is determined by studying the relation between the coal price index and the reference index of macro-economic operation, so as to serve as the reference index for the government to carry out the macro-control of coal price. In the aspect of how to adjust and control, based on the simulation model, this paper puts forward the design thought and method of coal price regulation policy, which provides the decision basis for the government to choose the regulation policy.
【學位授予單位】：中國礦業(yè)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：TP391.9;F426.21

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