The broker simulation model in the emission allowances trading area

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F15%3A%230005545" target="_blank" >RIV/47813059:19240/15:#0005545 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/26867184:_____/15:#0000216

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

The broker simulation model in the emission allowances trading area

Popis výsledku v původním jazyce

This paper is focused on possibilities of simulations of emission allowances trading within the EU emission trading system using new designed broker simulation model which integrates different original soft computing and decision making methods. Firstly,the paper presents the background of the EU emissions trading system and an overview of different methods used in current research connected with CO2 emission allowances trading. The key part of the paper focuses on the broker simulation model creationand application. The results are based on expert systems with fuzzy rule bases, nonlinear fuzzy rule based predictors and fuzzy rule based behavior modelling. The application part of the results has been performed in Matlab. The broker simulation model is able to make decisions connected with the traded amount, price of allowances and buy/sell actions within the time on the market.

Název v anglickém jazyce

The broker simulation model in the emission allowances trading area

Popis výsledku anglicky

This paper is focused on possibilities of simulations of emission allowances trading within the EU emission trading system using new designed broker simulation model which integrates different original soft computing and decision making methods. Firstly,the paper presents the background of the EU emissions trading system and an overview of different methods used in current research connected with CO2 emission allowances trading. The key part of the paper focuses on the broker simulation model creationand application. The results are based on expert systems with fuzzy rule bases, nonlinear fuzzy rule based predictors and fuzzy rule based behavior modelling. The application part of the results has been performed in Matlab. The broker simulation model is able to make decisions connected with the traded amount, price of allowances and buy/sell actions within the time on the market.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GAP403%2F12%2F1811" target="_blank" >GAP403/12/1811: Vývoj nekonvenčních metod manažerského rozhodování v oblasti podnikové ekonomiky a veřejné ekonomie</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

International Journal of Energy Economics and Policy

ISSN

2146-4553

e-ISSN

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Svazek periodika

5

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

TR - Turecká republika

Počet stran výsledku

16

Strana od-do

80-95

Kód UT WoS článku

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EID výsledku v databázi Scopus

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