基于复合实物期权的燃煤电厂碳捕获封存技术投资评价

摘要

从理论上假定煤价格、碳排放价格、碳捕获封存成本为随机变量,燃煤电厂在示范和商业化阶段内实施碳捕获封存项目投资所创造期权价值的投资组合,评价碳捕获封存技术投资决策的可行性和合理性.%It is theoretically supposed that the price of coal, carbon emission and the cost of carbon capture and storage ( CSS) are random variable, and coal — fired power plant will create investment portfolio of options value in demonstration and commercialization stage of CSS, which evaluates the feasibility and rationality of investment decisions of carbon capture and sequestration technology.