簡易檢索 / 詳目顯示

研究生: 蘇永隆
Su, Yung-Lung
論文名稱: 以二階段隨機規劃模式探討隨機碳權價格下綠色生產規劃問題
The two-stage stochastic programming model for a green production planning with stochastic EUAs price
指導教授: 王泰裕
Wang, Tai-Yue
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系
Department of Industrial and Information Management
論文出版年: 2010
畢業學年度: 98
語文別: 中文
論文頁數: 82
中文關鍵詞: 減排計畫碳權交易二階段隨機規劃綠色生產
外文關鍵詞: emission reduction, emission trading, two-stage stochastic programming, green production
相關次數: 點閱:224下載:1
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 基於節約能源、永續發展以及溫室氣體減量等原因,衍生二氧化碳排放量之減排計劃及碳權交易等議題,未來國內可能推動能源價格合理化,反映燃料成本,將外部成本內生化,以及訂立溫室氣體排放限量管制與交易措施。當其超出政府法規限制標準,應設法取得足以抵換之排放量,否則,將依法受到懲罰。這將促使耗用能源來生產的製造商,在溫室氣體排放量限額的條件限制下,必須將生產成本納入環境成本考量。
    本研究引入環境成本概念,將經常性生產規劃決策問題納入環境限制因素,為了更符合實際狀況,考量碳權價格現實可能的變動性及不確定性,納入隨機碳權價格參數,將生產規劃決策問題與環境要素限制結合為二階段隨機規劃綠色生產規劃問題,建構隨機碳權價格下之生產決策模式,並以鋼鐵公司個案資料,使用代數建模軟體GAMS 23.2進行求解,求得最適生產配置,在追求經濟利益同時,符合環境保護限制,對於環境議題下的生產規劃問題,作出適當的決策,取得最大利潤,且在利用及轉讓排放額度間取得最佳解。最後,以EVPI及VSS指標衡量此隨機規劃決策模式之價值,並針對模式中參數進行敏感度分析,探討參數變動對於最適生產決策之影響。

    The issues on global CO2 emission reduction and emission trading related are derived from energy conservation and greenhouse effect. The government will probably impetus many policies, including the rationalization of the energy price, the reflection of the cost of fuel, internalized external costs, controlling the greenhouse gas emission and emission trading. When it exceeds the threshold value which is set by the law, manufacturers should take any measure to make it equal to the emission limitation. Otherwise, it will be punished according to the law. This will urge the manufacturers to take the environmental cost as part of production costs.
    This research introduces the concept of the environmental costs and includes environmental consideration into the regular production plans. In order to meet with practical environment, we will consider about the probable variation and uncertainty of the EUAs price with the random parameters, and combine the problems of the production planning and the factors of environmental consideration into a two-stage stochastic programming model for a green production planning with stochastic EUAs. Besides, we use the steel company as an example, with the use of the algebraic modeling languages software GAMS 23.2 to find the optimal solution. While seeking the economic profit to conform the restriction of environmental consideration, this research is to make the suitable plan and get the maximal profit from the production planning under the environment-friendly issues, and get the most out of the EUAs. In the final submission, we will evaluate the value of stochastic programming decision model with EVPI and VSS indexes, and make analyze the sensitivity on parameters to discuss their influence on optimal production plans.

    摘要 I Abstract II 誌謝 III 目錄 IV 圖目錄 VI 表目錄 VIII 第一章 緒論 1 第一節 研究動機 1 第二節 研究目的 2 第三節 研究範圍與限制 3 第四節 研究流程 4 第五節 論文大綱 5 第二章 文獻探討 6 第一節 綠色供應鏈管理 6 第二節 碳排放權交易 11 第三節 綠色生產規劃 19 第四節 隨機環境下之線性規劃 21 第五節 小結 29 第三章 隨機碳權價格下生產決策模式 30 第一節 問題定義 30 第二節 模式建構 36 第三節 模式求解 41 第四節 小結 45 第四章 實證分析與結果 46 第一節 產業背景簡介 46 第二節 資料估計與參數設定 49 第三節 碳權價格模擬 51 第四節 結果分析 55 第五節 敏感度分析 58 第六節 小結 75 第五章 結論與建議 76 第一節 結論 76 第二節 建議 78 參考文獻 80

    European Climate Exchange http://www.ecx.eu/
    World Resource Institute http://www.wri.org/
    台灣碳排放交易推廣協會 http://www.teta.org.tw/
    產業溫室氣體資訊網 http://iggic.estc.tw
    經濟部工業局 http://www.moeaidb.gov.tw/
    經濟部能源局 http://www.moeaboe.gov.tw/
    黃宗煌(2002),綠色財政改革,財團法人國家政策研究基金會。
    楊致行(2005),產業綠色供應鏈運作機制與案例彙編─管理篇,經濟部工業局。
    Averill, M. (2007). Simulation modeling and analysis, 4, pp.422-454 McGraw Hill, New York.
    Bloemhof-Ruwaard, J., Van Beek, P., Hordijk, L., & Van Wassenhove, L. (1995). Interactions between operational research and environmental management. European Journal of Operational Research, 85(2), 229-243.
    Charnes, A., & Cooper, W. (1959). Chance-constrained programming. Management Science, 6(1), 73-79.
    Climaco, J., Antunes, C., Martins, A., & Almeida, A. (1995). A multiple objective linear programming model for power generation expansion planning. International Journal of Energy Research, 19, 419-432.
    Coase, R. (1960). The problem of social cost. The journal of Law and Economics, 3(1), 1.
    Daniel, S., Diakoulaki, D., & Pappis, C. (1997). Operations research and environmental planning. European Journal of Operational Research, 102(2), 248-263.
    Gassmann, H., & Ireland, A. (1996). On the formulation of stochastic linear programs using algebraic modelling languages. Annals of Operations Research, 64(1), 83-112.
    Hall, J., Brorsen, W., & Irwin, S. (1989). The distribution of futures prices: A test of the stable Paretian and mixture of normals hypotheses. Journal of Financial and Quantitative Analysis, 24(1), 105-116.
    Itō, K. (1951). On stochastic differential equations. American Mathematical Society, 4, 1-51.
    Letmathe, P., & Balakrishnan, N. (2005). Environmental considerations on the optimal product mix. European Journal of Operational Research, 167(2), 398-412.
    Malueg, D. (1989). Emission credit trading and the incentive to adopt new pollution abatement technology. Journal of Environmental Management, 16(1), 52-57.
    Rădulescu, M., Rădulescu, S., & Rădulescu, C. (2009). Sustainable production technologies which take into account environmental constraints. European Journal of Operational Research, 193(3), 730-740.
    Rao, P. (2002). Greening the supply chain: a new initiative in South East Asia. International Journal of Operations and Production Management, 22(5/6), 632-655.
    Rubenstein, R. (1981). Simulation and the Monte Carlo method., 20, 23-29. Wiley, New York.
    Rubinstein, R., & Melamed, B. (1998). Modern simulation and modeling, pp.18-24, Wiley, New York.
    Ruszczynski, A., & Shapiro, A. (2003). Stochastic Programming, 10, Handbooks in Operations Research and Management Science: North-Holland.
    Samuelson, P. (1965). Proof that properly anticipated prices fluctuate randomly. Management Review, 6(2).
    So, J. (1987). The sub-Gaussian distribution of currency futures: Stable paretian or nonstationary? The Review of Economics and Statistics, 69(1), 100-107.
    Srivastava, S. (2007). Green supply-chain management: A state-of-the-art literature review. International Journal of Management Reviews, 9(1), 53-80.
    Stancu-Minasian, I. (1984). Stochastic programming with multiple objective functions. pp.1-6, D. Reidel Publishing Company.
    Ulhøi, J. (1995). Corporate environmental and resource management: In search of a new managerial paradigm. European Journal of Operational Research, 80(1), 2-15.
    Wirl, F. (1991). Evaluation of management strategies under environmental constraints. European Journal of Operational Research, 55(2), 191-200.
    Wu, C., & Chang, N. (2004). Corporate optimal production planning with varying environmental costs: A grey compromise programming approach. European Journal of Operational Research, 155(1), 68-95.
    Zhu, Q., & Sarkis, J. (2004). Relationships between operational practices and performance among early adopters of green supply chain management practices in Chinese manufacturing enterprises. Journal of Operations Management, 22(3), 265-289.

    無法下載圖示 校內:2013-07-05公開
    校外:不公開
    電子論文尚未授權公開,紙本請查館藏目錄
    QR CODE