for Journals by Title or ISSN for Articles by Keywords help

Publisher: Springer-Verlag   (Total: 2353 journals)

 Annals of Operations Research   [SJR: 1.186]   [H-I: 78]   [8 followers]  Follow         Hybrid journal (It can contain Open Access articles)    ISSN (Print) 1572-9338 - ISSN (Online) 0254-5330    Published by Springer-Verlag  [2353 journals]
• Energy economics and climate policy modeling
• Authors: Zhimin Huang; Yi-Ming Wei; Ke Wang; Hua Liao
Pages: 1 - 7
PubDate: 2017-08-01
DOI: 10.1007/s10479-017-2564-6
Issue No: Vol. 255, No. 1-2 (2017)

• Likelihood of environmental coalitions and the number of coalition
members: evidences from an IAM model
• Authors: Zili Yang
Pages: 9 - 28
Abstract: Abstract To hold the grand coalition voluntarily in an economy with detrimental externalities, the allocations should be in the core. Identifying the scope or ‘size’ of the core allocations is of vital importance for understanding such a coalition. Furthermore, the relationship between the number of agents and the ‘size’ of the core reveals some crucial characteristics of coalition formation. In this paper, a cooperative game of stock externality provision is constructed to study its core properties of an economy with detrimental externality. Particularly, methods and algorithms for testing the shrinking core hypothesis are developed in the RICE model, an integrated assessment model of climate change. The calculation results show that the size of the core shrinks as the number of regions increases in RICE. The paper also evaluates the policy implications of the shrinking core phenomenon with respect to the environmental coalitions.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1831-7
Issue No: Vol. 255, No. 1-2 (2017)

• Solution algorithms for regional interactions in large-scale integrated
assessment models of climate change
• Authors: Marian Leimbach; Anselm Schultes; Lavinia Baumstark; Anastasis Giannousakis; Gunnar Luderer
Pages: 29 - 45
Abstract: Abstract We present two solution algorithms for a large-scale integrated assessment model of climate change mitigation: the well known Negishi algorithm and a newly developed Nash algorithm. The algorithms are used to calculate the Pareto-optimum and competitive equilibrium, respectively, for the global model that includes trade in a number of goods as an interaction between regions. We demonstrate that in the absence of externalities both algorithms deliver the same solution. The Nash algorithm is computationally much more effective, and scales more favorably with the number of regions. In the presence of externalities between regions the two solutions differ, which we demonstrate by the inclusion of global spillovers from learning-by-doing in the energy sector. The non-cooperative treatment of the spillover externality in the Nash algorithm leads to a delay in the expansion of renewable energy installations compared to the cooperative solution derived using the Negishi algorithm.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2340-z
Issue No: Vol. 255, No. 1-2 (2017)

• An equilibrium model for the cement sector: EU-ETS analysis with power
contracts
• Authors: E. Allevi; G. Oggioni; R. Riccardi; M. Rocco
Pages: 63 - 93
Abstract: Abstract The gradual relocation of part of the energy-intensive industries (EIIs) outside of Europe is one of the possible consequences of the combination of emission charges and higher electricity prices entailed by the EU-Emission Trading System (EU-ETS). The geographical distribution of cement plants is a relevant factor in relocation decisions because cement sector is characterized by high transportation costs. In order to mitigate this effect, EIIs have asked for CO $$_2$$ allowance grandfathering and long-term power contracts whereby they would be supplied from dedicated power capacities at a lower price. We model this situation on a prototype cement international market calibrated on ETS regulated and unregulated countries, with a particular focus on the Italian market. The analysis is based on an oligopolistic partial equilibrium model with a detailed technological representation of the whole production process. The model is a Generalized Nash game that accounts for the interactions of cement companies. In particular, we investigate the role played by the transportation costs in the clinker/cement production relocation and evaluates the effectiveness of CO $$_2$$ allowance grandfathering and of the application of long-term power contracts in mitigating this phenomenon. To this aim, we conduct empirical experiments taking into account different transportation costs and progressively higher CO $$_2$$ allowance prices with and without long-term contracts. Our results show that the European and Italian cement markets are affected by the EU-ETS and react by importing clinker from unregulated regions. Both allowance grandfathering and long-term power contracts only partially mitigate this relocation phenomenon.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2200-x
Issue No: Vol. 255, No. 1-2 (2017)

• International carbon trade with constrained allowance choices: Results
from the STACO model
• Authors: S. Yu; H.-P. Weikard; X. Zhu; E. C. van Ierland
Pages: 95 - 116
Abstract: Abstract International carbon markets are advocated in order to involve more countries in an agreement for the mitigation of greenhouse gas emissions and to reduce the costs of mitigation. In this paper we develop a model where allowances are endogenously determined by each member of a carbon trade agreement, but with an exogenous constraint on the number of allowances per member. We use a global model to explore the incentives for regions to participate in such a carbon market and we examine its performance. To gain practical policy insights, we employ the STACO model, a numerically calibrated model with twelve world regions. Our results show that the stability and effectiveness of an international carbon market can be improved by imposing constraints on individual allowance choices compared to a carbon market without such constraints. Constraints on allowance choices reduce ‘hot air’ and increase global welfare and mitigation. When tightening the constraint ‘broad but shallow’ agreements are replaced by ‘narrow but deep’ ones. If the constraint is too tight, however, no stable carbon market exists.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2126-3
Issue No: Vol. 255, No. 1-2 (2017)

• Carbon emission quota allocation among China’s industrial sectors based
on the equity and efficiency principles
• Authors: Yue-Jun Zhang; Jun-Fang Hao
Pages: 117 - 140
Abstract: Abstract The carbon emission of China’s industry accounts for more than 70 % of the total in the nation, thus the implementation of carbon emission quota trading in industry is of great importance to realize China’s national carbon emission reduction targets. Meanwhile, the allocation of carbon emission quota among sectors or enterprises proves the first and critical step. For this reason, this paper constructs a comprehensive index combined with the subjective, objective and linear combination weighting methods to allocate carbon emission quotas among the 39 sectors of China’s industry in 2020 based on the level of 2015, and employs the input-oriented ZSG-DEA model to examine the efficiency of allocation solutions in 2020. The results indicate that, first, when carbon emission reduction capacity, responsibility and potential are considered for the comprehensive index of carbon emission quota allocation, the mitigation responsibility plays a relatively higher role than other two indicators. Second, all of the subjective, objective and linear combination weighting methods can be used for effective allocation of carbon emission quotas, and the former two methods have less advantage in light of efficiency. Third, six key industrial sectors are respectively allocated over 500 million tonnes of carbon emission quotas in 2020, which together account for 91.77 % of the total in the industry. Finally, the final carbon emission quota allocation solution reflects both the equity and efficiency principles and achieve the Pareto optimal state.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2232-2
Issue No: Vol. 255, No. 1-2 (2017)

• Simulating emissions intensity targets with energy economic models:
algorithm and application
• Authors: Yiyong Cai; Yingying Lu; Alison Stegman; David Newth
Pages: 141 - 155
Abstract: Abstract Pressure on developing economies to make quantifiable emissions reduction commitments has led to the introduction of intensity based emissions targets, where reductions in emissions are specified with reference to some measure of economic output. The Copenhagen commitments of China and India are two prominent examples. Intensity targets substantially increase the complexity of policy simulation and analysis, because a given emissions intensity target could be satisfied with a range of emissions and output combinations. Here, a simple algorithm, the Iterative Method, is proposed for an energy economic model to find a unique policy solution that achieves an emissions intensity target at minimum economic loss. We prove the mathematical properties of the algorithm, and compare its numerical performance with other methods’ in the existing literature.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1927-0
Issue No: Vol. 255, No. 1-2 (2017)

• Factors of carbon price volatility in a comparative analysis of the EUA
and sCER
• Authors: Bao-jun Tang; Pi-qin Gong; Cheng Shen
Pages: 157 - 168
Abstract: Abstract The paper proposes three hypotheses for the factors of carbon price volatility on the basis of the existing literature, and then uses ensemble empirical model decomposition and variance ratio to analyze the carbon price volatility of the European Union emission trading system (EU ETS) and clean development mechanisms (CDM). The results show that carbon price volatility is mainly affected by the market mechanism and external environment. The frequency of the market mechanism is high, with the duration being $$<$$ 2 months and amplitudes $$<$$ 1 euro; the external environment has an impact on carbon price at a low frequency, with the duration lasting 5 months or more and amplitudes of more than 2 euros. From the comparison of the two markets, not only in duration, but also in amplitude, the market mechanism and heterogeneity environment are shown to have a more significant impact on EU ETS than on CDM. Compared with its early stages, the carbon market is no longer temperature sensitive. The carbon price has a clear downward trend, with that of the CDM market being the more obvious.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1864-y
Issue No: Vol. 255, No. 1-2 (2017)

• Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to
modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching
• Authors: Julien Chevallier; Stéphane Goutte
Pages: 169 - 197
Abstract: Abstract This paper proposes an estimation methodology for Lévy-driven Ornstein–Uhlenbeck processes. The estimation unfolds in two steps, with a least-squares method for a subset of parameters in the first stage, and a constrained maximum likelihood for the remaining diffusion and Lévy distribution parameters. We develop this estimation procedure to demonstrate that the class of mean-reverting Lévy jump processes provides a better fit of the electricity and $$\hbox {CO}_2$$ (carbon) market prices. In particular, we describe the dynamics of the fuel-switching price (from coal to gas) when taking into account carbon costs. Several stochastic processes are considered to model the fuel-switching price: (1) the Brownian motion, and (2) Poisson and a panel of Lévy jump processes. The results unambiguously point out the need to resort to jump modeling techniques to model satisfactorily the fuel-switching price. The Gaussianity assumption is also clearly rejected in favor of jump models, especially for pure-jump processes such as Lévy processes.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1967-5
Issue No: Vol. 255, No. 1-2 (2017)

• Technical and environmental efficiency of a two-stage production and
abatement system
• Authors: Sebastián Lozano
Pages: 199 - 219
Abstract: Abstract In this paper, a network data envelopment analysis system that considers a production stage followed by an abatement stage is studied. Two DEA models are proposed for assessing, respectively, the technical and the environmental efficiency of the system. The technical efficiency model computes a network slacks-based inefficiency measure. In the case of the environmental efficiency model the reduction in the pollutants emissions can be weighted according to their environmental impact or to their allowance costs, thus allowing inputs as well as pollutants substitution. An allocative efficiency score can also be computed comparing the technical efficient projection with that of the environmental efficiency model. A key feature of the proposed approach is that it assumes that any inputs, outputs or intermediate products that contain the pollutants of interest are not freely disposable. Assuming otherwise would violate the materials balance principle. The proposed approach has been applied to a dataset involving 23 coal-fired power plants and a single pollutant. The results show that the technical efficiency model estimates maximum input reductions and output increases, which brings about significant emissions reductions. Those reductions are, however, smaller than those than can be achieved when environmental efficiency is the goal.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1933-2
Issue No: Vol. 255, No. 1-2 (2017)

• Eco-efficiency measurement and material balance principle: an application
in power plants Malmquist Luenberger Index
• Authors: Behrouz Arabi; Susila Munisamy Doraisamy; Ali Emrouznejad; Alireza Khoshroo
Pages: 221 - 239
Abstract: Abstract Incorporating Material Balance Principle (MBP) in industrial and agricultural performance measurement systems with pollutant factors has been on the rise in recent years. Many conventional methods of performance measurement have proven incompatible with the material flow conditions. This study will address the issue of eco-efficiency measurement adjusted for pollution, taking into account materials flow conditions and the MBP requirements, in order to provide ‘real’ measures of performance that can serve as guides when making policies. We develop a new approach by integrating slacks-based measure to enhance the Malmquist Luenberger Index by a material balance condition that reflects the conservation of matter. This model is compared with a similar model, which incorporates MBP using the trade-off approach to measure productivity and eco-efficiency trends of power plants. Results reveal similar findings for both models substantiating robustness and applicability of the proposed model in this paper.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1970-x
Issue No: Vol. 255, No. 1-2 (2017)

• Total-factor energy efficiency with congestion
• Authors: P. Zhou; F. Wu; D. Q. Zhou
Pages: 241 - 256
Abstract: Abstract Total-factor energy efficiency (TFEE) assessment has received increasing attention in both operations research and energy economics communities. Earlier TFEE studies implicitly assume that production activity lies in the economic area, which precludes the possibility that the production activity lies in the non-economic area and thus suffers from congestion. This paper contributes to develop TFEE index by taking into account congestion effect. It starts with the definition of congested production technology, based on which several data envelopment analysis models are proposed to construct TFEE index with congestion. The models for quantifying energy inefficiency caused by congestion effect are also developed. We apply the proposed index to evaluate the energy efficiency performance of Chinese industrial sectors at province level in 2010–2012. It is found that TFEE with congestion can yield useful insights about the choice of proper ways to achieve energy efficiency improvement. A comparison with the empirical results under congestion-free production technology indicates that ignoring congestion effect may lead to significantly different TFEE scores when congestion effect does exist.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-2053-8
Issue No: Vol. 255, No. 1-2 (2017)

• Total-factor energy efficiency evaluation of Chinese industry by using
two-stage DEA model with shared inputs
• Authors: Jie Wu; Beibei Xiong; Qingxian An; Jiasen Sun; Huaqing Wu
Pages: 257 - 276
Abstract: Abstract Chinese industry has developed greatly since China implemented its “reform and opening-up” policy in 1978. With the rapid development of industry, the problems of growing energy consumption and environmental pollution are drawing increasing attention from government managers and scholars. This paper divides industrial systems into two stages, an energy utilization stage and a pollution treatment stage, for accurately evaluating the total-factor energy efficiency as well as the overall efficiency. We build a new two-stage data envelopment analysis model with shared inputs to open the “black box” of efficiency measurement in traditional energy efficiency methods. Applying the model to data for Chinese regions, we can display the advantages and disadvantages of these two stages of industry. The results show that (1) the performance of Chinese industry improved during the years 2006–2010; (2) the energy utilization stage performance was better than that of the pollution treatment stage, but the gaps reduced year by year; and (3) energy efficiency increased during this period. Based on these results, some policy recommendations are given.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1938-x
Issue No: Vol. 255, No. 1-2 (2017)

• Units invariant DEA when weight restrictions are present: ecological
performance of US electricity industry
• Authors: Wade D. Cook; Juan Du; Joe Zhu
Pages: 323 - 346
Abstract: Abstract Electricity generation currently is the main industrial source of air emissions in the United States. Both researchers and practitioners are interested in conducting studies to evaluate the ecological performance of this industry, in order to propose solutions to curb emissions of air pollutants and to improve the efficiency of converting fossil resources into electric energy. In this paper, data envelopment analysis (DEA) is used to assess ecological efficiency where air emissions are used as undesirable outputs. Although conventional DEA does not require a priori information on the input and output weights, weight restrictions can be incorporated to reflect a user’s preference over the performance metrics, or to refine the DEA results. Adding weight restrictions voids the fact that DEA scores are independent of the units of measurement. To incorporate weight constraints in ecological efficiency assessment, this paper develops a DEA model that is units-invariant when weight restrictions are imposed. Moreover, the proposed model is equivalent to the standard units-invariant DEA model when weight restrictions are not present.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1881-x
Issue No: Vol. 255, No. 1-2 (2017)

• Bounded and discrete data and Likert scales in data envelopment analysis:
application to regional energy efficiency in China
• Authors: Ya Chen; Wade D. Cook; Juan Du; Hanhui Hu; Joe Zhu
Pages: 347 - 366
Abstract: Abstract In data envelopment analysis (DEA), it is usually assumed that all data are continuous and not restricted by upper and/or lower bounds. However, there are situations where data are discrete and/or bounded, and where projections arising from DEA models are required to fall within those bounds. Such situations can be found, for example, in cases where percentage data are present and where projected percentages must not exceed the requisite 100 % limit. Other examples include Likert scale data. Using existing integer DEA approaches as a backdrop, the current paper presents models for dealing with bounded and discrete data. Our proposed models address the issue of constraining DEA projections to fall within imposed bounds. It is shown that Likert scale data can be modeled using the proposed approach. The proposed DEA models are used to evaluate the energy efficiency of 29 provinces in China.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1827-3
Issue No: Vol. 255, No. 1-2 (2017)

• Optimal investment strategies for light duty vehicle and electricity
generation sectors in a carbon constrained world
• Authors: Boxiao Chen; Erica Klampfl; Margaret Strumolo; Yan Fu; Xiuli Chao; Michael A. Tamor
Pages: 391 - 420
Abstract: Abstract Greenhouse gas emission targets are becoming more stringent for both automakers and electricity generators. Meeting those targets will require technology and capacity planning strategies that are both cost efficient and environmentally conscious. With the introduction of plug-in hybrid and electric vehicles, the light duty vehicle and electricity generation sectors become linked. To estimate the prospective advantage of cooperation in meeting those goals and enhance government policies to encourage their cooperation, we present a mathematical model that enables trade-off analysis between the sectors if they work independently with separate emission constraints or together with a joint constraint. Under the assumption that the automakers and electricity generators can build the selected vehicle or generator capacity as needed, high level insights of cost efficient capacity planning strategies for automakers and electricity generators are provided. A key finding is that although potential savings are a small fraction (3 %) of the discounted total societal cost incurred in both sectors, cooperation can significantly reduce the incremental cost of CO $$_2$$ reduction (50 %). Additionally, if the low natural gas (NG) price observed recently continues, it will be favorable to build NG generators rather than renewable generation capacity in the early years and abandon them later to switch to renewable energy in the time horizon from 2011 to 2050.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2119-2
Issue No: Vol. 255, No. 1-2 (2017)

• Multi-stage goal programming models for production optimization in the
middle and later periods of oilfield development
• Authors: Shiwei Yu; Shuwen Zhang; Lawrence Agbemabiese; Fukun Zhang
Pages: 421 - 437
Abstract: Abstract The present paper proposes two weighted goal-programming models for optimizing crude oil production in the middle and later periods of oilfield development. These models divide the oil yield optimization problem into two stages according to the characteristics of Chinese oil companies’ yield compositions. In the first stage, the total planned crude oil yield will be optimized by four sub-yields, while each sub-yield will be allocated optimally among different oil extract plants in the later stage. A case study is conducted to validate the proposed models. The results show that the model can address the annual crude oil yield planning subjectively. Moreover, the proposed model can rationally allocate resources among various extract oil plants and effectively reduce production costs in the context of ensuring planned oil yields.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1866-9
Issue No: Vol. 255, No. 1-2 (2017)

• An empirical examination of energy consumption, behavioral intention, and
situational factors: evidence from Beijing
• Authors: Guo Li; Wenling Liu; Zhaohua Wang; Mengqi Liu
Pages: 507 - 524
Abstract: Abstract With the increase in energy consumption and carbon dioxide emissions, promoting an energy-saving lifestyle among residents has become an urgent environmental and social need. Studying factors that influence household daily energy-saving behaviors may help the government draft policies for reducing the energy consumption and promoting the sustainable development of the human economic society. In this study, we investigate the features of energy-related situational factors, individual/household energy consumption behavioral norms, and energy-saving behavioral intentions by performing a questionnaire survey in Beijing. We examine the relationships among the mentioned aspects by applying factor analysis and structural equation modeling. Results show that among the three aspects assessed, situational factors most significantly and effectively influence the residents to assume energy-saving behaviors. Energy-saving behavioral norms partly mediate the relationship between situational factors and behavioral intention. We propose practice policy implications on the basis of the results. In particular, the positive influences of situational factors should be strengthened, and relevant policy measures should be emphasized to establish a situational background beneficial for accelerating the formation or transformation of energy-saving behaviors.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2202-8
Issue No: Vol. 255, No. 1-2 (2017)

• Rebound effects for residential electricity use in urban China: an
aggregation analysis based E-I-O and scenario simulation
• Authors: Milin Lu; Zhaohua Wang
Pages: 525 - 546
Abstract: Abstract Technological progress is considered an important means of decreasing energy consumption. However, rebound effects caused by energy efficiency improvements directly affect the realization of energy savings and emission reduction. This paper focuses on the main theory and methodology of direct and indirect rebound effects. Using 30 sets of provincial panel data and national input–output data for China from 2007, this paper builds a co-integrating equation, a panel error correction model, and an 8-sector energy-input–output model. We subsequently estimate the direct and indirect rebound effects of urban residential electricity use. The results indicate that in the long term the direct plus indirect partial rebound effect is 0.79; in the short term it is 0.78. Thus, the majority of the expected electricity reduction in Chinese urban residential energy consumption arising from efficiency improvement may be offset. These rebound effects impair the functioning of energy efficiency policies. Therefore, the Chinese government should not improve energy efficiency alone—they must also take into consideration the relevant energy-pricing reforms when formulating energy policies.
PubDate: 2017-08-01
DOI: 10.1007/s10479-016-2153-0
Issue No: Vol. 255, No. 1-2 (2017)

• Simulating Indonesian fuel subsidy reform: a social accounting matrix
analysis
• Authors: Fahman Fathurrahman; Bora Kat; Uğur Soytaṣ
Pages: 591 - 615
Abstract: Abstract The debate over phasing out fuel subsidies in Indonesia is quite intense. Recent studies pointed out an unfair distribution of subsidies. Besides this, the burden of fuel subsidies to Indonesian government is expected to increasingly continue in parallel with rising fuel consumption as well as international oil prices. However, recent experiences indicated that phasing out the fuel subsidy could potentially result in adverse effects in the economy. Then, the need for comprehensive economy-wide analyses in order to reveal diverse impacts of these subsidies, has emerged. The main objective of this study is to estimate the impacts of fuel subsidies from the economic, social, and environmental perspective, and to propose policy options for a subsidy reform. For this purpose, a social accounting matrix model is employed to simulate the impact analysis. Scenarios including reallocation of subsidy to either other sectors (sectoral subsidy) or income groups (target subsidy) are simulated and the social, economic and environmental impacts of these scenarios are presented. The results show that reallocation of fuel subsidy to other sectors will be able to positively increase the overall economic development, while compromising environmental aspects. The direct reallocation of subsidy to the low income households, on the other hand, will slow down overall economic development but show a positive result for social welfare.
PubDate: 2017-08-01
DOI: 10.1007/s10479-015-1954-x
Issue No: Vol. 255, No. 1-2 (2017)

JournalTOCs
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
Email: journaltocs@hw.ac.uk
Tel: +00 44 (0)131 4513762
Fax: +00 44 (0)131 4513327

Home (Search)
Subjects A-Z
Publishers A-Z
Customise
APIs