報告書番号

R03022

タイトル（和文）

電力市場とCO2排出権市場の取引シミュレータの開発

タイトル（英文）

Trading Simulator for Electricity and Emission Permits

概要 （図表や脚注は「報告書全文」に掲載しております）

仮に国内にもCO2 の排出権市場が創設された場合、電気事業をはじめとする電力市場への参加者には、より複雑な意思決定が求められる。一般に電力の生産にはCO2 の排出がともなうことから、CO2 排出権市場でとる行動は、電力市場での行動と密接に関連する。また新規の発電設備の建設によっても、2つの市場でとる行動は変化する。取引実験はこうした複雑な意思決定を体験・訓練する有効な手段であるが、既開発システム[1]を用いて取引実験を行うには、取引に参加する企業の数だけの実験参加者を集める必要があった。そこで、参加企業の

概要 （英文）

The establishment of two markets, intimately tied to the electric power industry, is under consideration in Japan. The first one is an electricity market; the second is an emission permits market. Because thermal power stations emit co2 as a byproduct of electricity generation, there is a close relationship between the trading behaviors of utilities in the electricity market and in the co2 emission permits market. Thus, we have developed two tools, which analyze the two markets with interdependency, to help set the correct rules for trading in these markets. The one is a human-based trading experiments system and the other is a multi-agent simulation system. However, the existing tools require as many human players as market participants in order to conduct human-based trading experiments and it is hard to carry out repeated experiments. Thus, we developed a trading simulator, in which human players make deal with computer agents. We conducted the trading experiments using the developed simulator. In the experiments, players decreased cost in proportion to the increase in the experiment number and human-players seem to learn the optimal action in the two markets.

報告者

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