TWI629657B - Carbon asset risk management approach - Google Patents

Abstract

A carbon asset risk management method is based on a plurality of carbon emission credits each having a first attribute and a second attribute, and is implemented by a computing device. The method includes the following steps. Step (a): selecting at least one first candidate mode from the carbon emission credit increasing manner according to the first attribute, wherein the first attribute of each first candidate mode is the same; and step (b): when there are multiple In a candidate mode, a carbon emission credit increase mode is selected from the first candidate modes according to the second attribute, and when there is only a single first candidate mode, the single first candidate mode is the selected carbon emission The method of increasing the amount of the credit; the step (c): repeating the steps (a) and (b) until a predetermined stop condition is satisfied. The present invention can provide a highly efficient carbon asset risk management solution.

Description

Carbon asset risk management approach

The invention relates to a method for risk management of carbon assets, in particular to a method for achieving carbon asset risk management by selecting and combining multiple carbon credits.

To promote global greenhouse gas emissions reductions, governments or international organizations allocate legal carbon credits to individual firms based on carbon emissions limits for different industries. If the legal carbon credits allocated to the enterprise cannot meet the needs of the enterprise, in general, there are currently three ways to increase the legal carbon emission measurement: (1) carbon trading: through carbon trading markets, such as exchanges or auction platforms, Purchase carbon credits to meet the company's own carbon credits; (2) In-plant reduction: reduce carbon emissions by improving the efficiency of the company's own equipment, for example, if the plant's carbon emissions before the reduction is 500 Tons, after the reduction of carbon emissions in the plant is 400 tons, the company can reduce the carbon credit limit of 100 tons through the reduction in the plant; (3) Off-site reduction: reinforcement outside the control area can reduce greenhouse gases The emission improvement plan, referred to here as the reduction plan, must be in line with government or global standards for the exchange of carbon credits.

Each carbon credit increase method has various attributes, such as regulatory restrictions, deadlines, and corresponding unit costs. Therefore, how to select and combine the carbon credits required by the multiple carbon emission increase methods is one. important topic.

Accordingly, it is an object of the present invention to provide a method for risk management of carbon assets with high efficiency.

Therefore, the carbon asset risk management method of the present invention is based on a plurality of carbon emission credit increasing modes each having a first attribute and a second attribute, and is implemented by a computing device. The carbon asset risk management method includes a step (a), a step (b), and a step (c).

The step (a) is that the computing device selects at least one first candidate mode from the carbon emission credit increasing manner according to the first attribute, wherein the first attribute of each first candidate mode is the same.

The step (b) is: when there are multiple first candidate modes, selecting a carbon emission credit increase manner from the first candidate modes according to the second attribute, and when there is only a single first candidate mode, the single The first candidate is the way in which the selected carbon credits are increased.

This step (c) is to repeat the step (a) and the step (b) until a predetermined stop condition is satisfied.

The effect of the present invention is to provide a cost-effective carbon asset risk management solution.

The computing device 1 includes a processing unit 11 and a memory unit 12, and the memory unit 12 stores an expert system module 13 for computing. The device 1 is a method for implementing the carbon asset risk management of the present invention by executing the expert system program module 13.

An embodiment of the method for risk management of carbon assets of the present invention selects and combines a plurality of first and second attributes, a third attribute, and a carbon credit amount that can provide a quota. The amount of carbon credit required by the business.

Here, the first attribute is "unit cost", the second attribute is "type", and the third attribute is "term". The second attribute corresponds to one of the first type, the second type, and the third type, wherein the types respectively correspond to a priority order, and the first type has the highest priority, and the second type The priority is second, and the third type has the lowest priority.

The second type corresponds to a first limit upper limit and the third type corresponds to a second limit upper limit, and the first type has no limit of the limit. In addition, the “term” of the way in which the carbon credits are increased means that the carbon credits must be implemented during the period; for example, if the carbon credits increase for a period of three years, they must be completed within three years. The way carbon credits are increased.

Referring to FIG. 2, in an embodiment, the computing device repeatedly performs steps 21-28 until the sum of the carbon credits obtained from the selected carbon credit increase mode is equal to a predetermined target totality, wherein the selected The sum of the carbon credits obtained in the second type of carbon credit increase method is not greater than the first credit limit, and the carbon credits obtained from the selected carbon credits belonging to the third type are increased. The sum of the sum is not greater than the upper limit of the second amount.

In detail, the steps for selecting a carbon credit increase method are as follows. First, at least one first candidate mode is selected from the carbon emission credit increasing manners according to the first attribute, wherein the first attribute of each first candidate mode is the same (step 21). Next, it is determined whether there are multiple first candidate modes (step 22); when there is only a single first candidate mode, the single first candidate mode is a carbon emission credit increase mode (step 23); When there are multiple first candidate modes, at least one second candidate mode is selected from the first candidate modes according to the second attribute (step 24). Next, it is determined whether there are multiple second candidate modes (step 25); when there is only a single second candidate mode, then the single second candidate mode is the carbon emission credit increase mode that should be selected (step 26); And when there are multiple second candidate modes, the carbon emission credit increase mode that should be selected is selected from the second candidate modes according to the third attribute (step 27).

For example, Table 1 shows the ten ways to increase the carbon credits. The first type of carbon credits is increased through the plant. The second type of carbon credits is increased by the factory. For domestic carbon trading, the third type of carbon credit is increased by foreign carbon trading, and the first type has the highest priority, the second type has the second priority, and the third type has the lowest priority. Assume that the total deficiencies of the company's carbon credits are 130 tons, and due to regulatory restrictions, the sum of the carbon credits obtained from the increase in the carbon credits of the second type may not exceed 20 tons, and is subordinate to the third. The sum of the carbon credits obtained in the type of carbon credit increase can not exceed 10 tons.

Referring to Table 1 and Table 2 at the end of the paper, the following describes the increase in the carbon credits selected in each round.

Round one: Because the unit cost of mode 5 is the lowest, firstly, mode 5 is selected in round one, and mode 5 belongs to the third type and the available amount (6 tons) is less than the current limit of the third type (10 tons). ), so the amount of selection here is the available amount (6 tons), after which the current limit of the third type is reduced to 4 tons, and the current total deficiency is reduced from 130 tons to 124 tons.

Round 2: Mode 1 and Mode 6 are the lowest carbon cost credits that have not been selected, so the unit cost is further compared. Mode 1 and Mode 6 belong to the third type and the second type respectively. And the second type has a higher priority than the third type, so then the method 6 is selected in the round 2, and the available quota (3 tons) is less than the current limit of the second type (20 tons). Therefore, the amount of selection here is the available amount (3 tons), after which the current limit of the second type is reduced to 17 tons, and the current total deficiency is reduced to 121 tons.

Round 3: Mode 1 is the lowest unit cost in the carbon credit increase method that has not yet been selected, so then choose Mode 1 in Round 3, and Mode 1 belongs to the third type and it can provide the amount (18 tons). The current limit upper limit (4 tons) corresponding to the third type, so the selected amount is the current limit upper limit (4 tons), after which the current limit upper limit corresponding to the third type is reduced to 0 tons, and the current total deficiency Reduced to 117 tons.

Round 4: Mode 2 and Mode 7 are the lowest carbon emission credits that have not been selected, so the unit cost is the lowest, so the second and the seventh are respectively corresponding to the second type and the first type. And the first type of priority is higher than the second type, so then the method 7 is selected in the round four, and the available amount (16 tons) is less than the current total deficiency (117 tons), so the amount is selected here. For this amount (16 tons), the current total shortfall after this is reduced to 101 tons.

Round 5: Mode 2 is the lowest unit cost in the carbon credit increase method that has not been selected, so then choose Mode 2 in Round 5, and Mode 2 belongs to the second type and it can provide a minimum amount (4 tons). The current limit (17 tons) corresponding to the second type, so the selected amount is the available amount (4 tons), after which the current limit of the second type is reduced to 13 tons, and the current total deficiency Reduced to 97 tons.

Round 6: Mode 4 is the lowest unit cost in the carbon credit increase method that has not yet been selected, so then the method 4 is selected in Round 6, and Mode 4 belongs to the second type and the available amount (3 tons) is less. The current limit upper limit (13 tons) corresponding to the second type, so the selected amount is the available amount (3 tons), after which the current limit upper limit corresponding to the second type is reduced to 10 tons, and the current total deficiency Reduced to 94 tons.

Round 7: Mode 3 and Mode 10 are the lowest carbon emission credits that have not yet been selected. Therefore, the unit cost is the lowest. Therefore, the third and ten methods belong to the first type, so the two are compared. The duration of the method and the third method is longer than the tenth method. Therefore, the third method is selected in the round seven, and the available amount (50 tons) is less than the current total deficiency (94 tons), so the selection amount is available here. The amount (50 tons), after this, the current total deficiency is reduced to 44 tons.

Round 8: Mode 10 is the lowest unit cost in the carbon credit increase method that has not yet been selected, so then the method 10 is selected in the round eight, and the tenth method belongs to the first type and the available amount (60 tons) is more. The current total deficiency (44 tons), so the selection here is the current total deficiency (44 tons), after which the current total deficiency is reduced to 0 tons.

In particular, through the above-mentioned round one to round eight selection, a highly efficient carbon asset risk management solution can be combined. In addition, it is apparent from the above that although there are three attributes for each carbon emission credit increase method as an embodiment, the number of types of attributes may be limited to three, or two or more, and the implementation thereof is A simple change of the above embodiment.

In addition, in an embodiment, the continuation condition for repeating the selection from the carbon emission credit increase manner may not be the aforementioned “the sum of the carbon emission credits obtained from the selected carbon emission credit increase method is equal to a predetermined one. The target total amount can be "the sum of the costs of the carbon credits obtained from the selected carbon credit increase method does not exceed a predetermined target total cost, and if it is exceeded, it stops." For example, referring to Table 2, if the total target cost is 300 yuan, the carbon asset risk management solution can be combined only by the carbon credits selected by Round 1 to Round 6. Table 1: Ten ways to increase carbon credits  <TABLE border="1" borderColor="#000000" width="85%"><TBODY><tr><td> How carbon credits are increased</td><td> Unit cost (yuan/ton) </ Td><td> Type</td><td> Term (Year) </td><td> Available (T) </td></tr><tr><td> Method 1 </td> <td> 5 </td><td> Third</td><td> 3 </td><td> 18 </td></tr><tr><td> Mode 2</td>< Td> 6 </td><td> second</td><td> 3 </td><td> 4 </td></tr><tr><td> mode three</td><td > 12 </td><td> first</td><td> 4 </td><td> 50 </td></tr><tr><td> way four</td><td> 7 </td><td> second</td><td> 2 </td><td> 3 </td></tr><tr><td> mode five</td><td> 4 </td><td> third</td><td> 2 </td><td> 6 </td></tr><tr><td> mode six</td><td> 5 < /td><td> Second</td><td> 1 </td><td> 3 </td></tr><tr><td> Mode 7</td><td> 6 </ Td><td> first</td><td> 1 </td><td> 16 </td></tr><tr><td> mode eight</td><td> 15 </td ><td> Second</td><td> 7 </td><td> 3 </td></tr><tr><td> Mode 9</td><td> 13 </td> <td> second</td><td> 5 </td><td> 2 </td></tr><tr><td> mode ten</td><td> 12 </td>< Td> first </td><td> 3 </td><td> 60 </td></tr></TBODY></TABLE> Table 2: Selected carbon credits increase  <TABLE border="1" borderColor="#000000" width="85%"><TBODY><tr><td> Round</td><td> How the selected carbon credits are increased</td>< Td> Selection quantity (ton) </td><td> Current total deficiency (ton) </td><td> After the second type corresponds to the current limit (ton) </td><td> The current limit of the three types corresponds to the upper limit (tons) </td><td> Cost and (meta) </td></tr><tr><td> one </td><td> way five </td> <td> 6 </td><td> 124 </td><td> 20 </td><td> 4 </td><td> 24 </td></tr><tr><td> Two</td><td> mode six</td><td> 3 </td><td> 121 </td><td> 17 </td><td> 4 </td><td> 39 </td></tr><tr><td> three</td><td> way one </td><td> 4 </td><td> 117 </td><td> 17 </ Td><td> 0 </td><td> 59 </td></tr><tr><td> four</td><td> mode seven</td><td> 16 </td> <td> 101 </td><td> 17 </td><td> 0 </td><td> 155 </td></tr><tr><td> five</td><td> Mode 2</td><td> 4 </td><td> 97 </td><td> 13 </td><td> 0 </td><td> 179 </td></tr> <tr><td> six</td><td> way four</td><td> 3 </td><td> 94 </td><td> 10 </td><td> 0 </ Td><td> 200 </td></tr><tr><td> Seven</td><td> mode three</td><td> 50 </td><td> 44 </td><td> 10 </td><td> 0 </td><td> 800 </td></tr><tr><td> eight</td><td> way ten</td><td> 44 </td><td> 0 </td><td> 10 </ Td><td> 0 </td><td> 1328 </td></tr></TBODY></TABLE>

In summary, the carbon asset risk management method of the present invention determines the prioritized order by selecting a plurality of attributes of the carbon credit increase mode, and selects and combines the priorities according to the set priorities. Many of the ways in which the carbon credits are increased can provide a highly efficient carbon asset risk management solution, so the object of the present invention can be achieved.

However, the above is only the embodiment of the present invention, and the scope of the invention is not limited thereto, and all the simple equivalent changes and modifications according to the scope of the patent application and the patent specification of the present invention are still Within the scope of the invention patent.

<TABLE border="1" borderColor="#000000" width="85%"><TBODY><tr><td> 1·········· Computing Device 11······· · Processing unit 12········ Memory unit 13········ Expert system program module 21~28·· Steps</td></tr></TBODY></TABLE>

Other features and advantages of the present invention will be apparent from the embodiments of the present invention, wherein: Figure 1 is a block diagram illustrating a computing device for implementing the method of carbon asset risk management of the present invention; 2 is a flow chart illustrating the steps involved in an embodiment of the method for managing carbon asset risk of the present invention.

Claims (7)

A carbon asset risk management method is based on a plurality of carbon emission credits each having a first attribute and a second attribute, and is implemented by a computing device. The carbon asset risk management method comprises the following steps: (a) The computing device selects at least one first candidate mode from the carbon emission credit increasing manner according to the first attribute, wherein the first attribute of each first candidate mode is the same; (b) when there are multiple first candidate modes And selecting, according to the second attribute, a carbon emission credit increase manner from the first candidate modes, and when there is only a single first candidate mode, the single first candidate mode is increasing the selected carbon emission credit amount. And (c) repeating the step (a) and the step (b) until a predetermined stop condition is satisfied. The method for managing carbon asset risk according to claim 1, wherein the first attribute is “unit cost”, the second attribute is “type” and corresponds to a priority order, and in the step (a), the at least one The candidate unit has the lowest unit cost in the manner of increasing the carbon credit amount. In the step (b), when there are multiple first candidate modes, the second attribute of the selected carbon emission credit increase mode corresponds to The priority order is the highest among the first candidate modes. The carbon asset risk management method according to claim 1, wherein each carbon credit amount increase manner further has a third attribute, wherein in the step (b), when there are multiple first candidate modes, according to the first The second attribute selects at least one second candidate mode having the same second attribute from the first candidate modes, and when there are multiple second candidate modes, selects the second candidate mode according to the third attribute The selected carbon emission credit increase mode, when there is only a single second candidate mode, the single second candidate mode is the selected carbon emission credit increase mode. The method for managing carbon asset risk according to claim 3, wherein the first attribute is “unit cost”, the second attribute is “type” and corresponds to a priority order, and the third attribute is “term”, and the In step (a), the unit cost of the at least one first candidate mode is the lowest in the manner of increasing the carbon credit amount, and in the step (b), when there are multiple first candidate modes, the at least one second candidate The priority order corresponding to the second attribute of the mode is the highest among the first candidate modes, and when there are multiple second candidate modes, the deadline corresponding to the third attribute of the selected carbon emission credit increase mode is The second candidate is the largest. The carbon asset risk management method of claim 2, wherein the second attribute is one of a first type and a second type, and the first type corresponds to a higher priority than the second type. The priority order and the second type corresponds to a limit upper limit, and each carbon credit amount increase manner corresponds to a supplyable limit, wherein in the step (b), a non-existence is obtained from the selected carbon emission credit increase mode The corresponding amount of carbon credits can be provided, and in this step (c), the sum of the carbon credits obtained from the selected carbon emission credits belonging to the second type is not greater than the upper limit. For the carbon asset risk management method described in claim 1, each carbon emission credit increase method corresponds to a supplyable amount, wherein in the step (b), a non-acquisition is obtained from the selected carbon emission credit increase mode. a carbon credit amount greater than the credit amount to which it corresponds, and in the step (c), the stop condition is that the sum of the carbon credits obtained from the selected carbon credit increase mode is substantially equal to a predetermined target total amount. degree. For the carbon asset risk management method described in claim 1, each carbon emission credit increase method corresponds to a supplyable amount, wherein in the step (b), a non-acquisition is obtained from the selected carbon emission credit increase mode. a carbon credit amount greater than the credit amount to which it corresponds, and in the step (c), the stop condition is that the sum of the costs of the carbon credit amount obtained from the selected carbon credit increase mode does not exceed a predetermined target The total cost, if it is exceeded, stops.