CSW-DEA 모형 기반의 중앙집중식 배출권 할당에 관한 연구

Abstract

Many countries, including the Republic of Korea, utilize the Emissions Trading System (ETS) as a policy to abate carbon emissions. To apply the ETS, an initial allocation of emissions permits must take place. There are currently two common methods used for allocating permits: the Grandfathering (GF) model and the Benchmarking (BM) model. The GF model has been used in Korea and is based on historical emissions. The disadvantage of this method is that the initial emissions cap is set by historical emissions levels. The BM model, on the other hand, is based on the number of final products a company produces; thus, it is a fairer way to allocate permits than the GF rule. Nevertheless, Korea is not prepared to use the BM rule, because of a lack of information. That being said, it is difficult to reflect fairness or technical traits among companies in either model, despite their ease of use. To compensate for the drawbacks of the GF method, the Data Envelopment Analysis (DEA) model can be applied. The DEA considers inputs and outputs, including carbon emissions for production. The DEA model is a non-parametric frontier analysis used to measure the efficiency of all Decision Making Units (DMUs). The DEA model calculates the efficiency through historical data, without the process of a parametric estimation. Unlike other models, the standard DEA model measures efficiency, even though DMUs have distinct outputs or are in a different environmental situation. If non-economic factors are not changed into economic factors or factors with different units are not integrated into a particular unit, the standard DEA model can still estimate the efficiency. The standard DEA model has the disadvantage of providing excessive coefficient flexibility to maximize the efficiency. To make up for the weakness of the standard DEA model, this study uses the Common Set of Weights (CSW)-DEA model. The CSW-DEA model is the modified DEA model that provides equal weight to each input and output for every DMU. This study suggests the two-stage centralized allocation model of an emissions reduction, based on the CSW-DEA model. During the first stage of the model, the current energy efficiency level for every company in the same industry is evaluated. In particular, the proposed model maximizes the efficiency of all corporations, using the multi-objective optimization function. In the next step, the proposed model guarantees the current energy efficiency measured during the beginning stage. At the same time, the proposed model distributes a Carbon Emissions Abatement (CEA) to all of the firms by defining the emissions reduction as a decision-making variable. An empirical study was conducted for a sample of 36 firms in the Korean steel industry. The number of permits in the steel industry have been allotting using the GF method. Thus, this study illustrates the results of the proposed model, compared to that of the GF method. Following the recommendations in the existing studies, this study determines the input and output variables needed to measure the energy efficiency. More specifically, the inputs include: labor force, capital stock and energy consumption. The outputs include desirable inputs (i.e., sales) and undesirable outputs (i.e., GHG emissions). This study compared the results between the proposed model and the GF rule. The results reveal different CEA standard deviations for each company. This suggests that the proposed model would be a fairer method to use to distribute CEA, than the GF rule. In addition, the proposed model allocated less CEA to efficient firms than the GF rule. On the other hand, the proposed model allotted more CEA to inefficient companies than the GF, since the remaining CEA would move from an efficient to an inefficient enterprise. Data was analyzed for 33 out of the 36 firms, disregarding data for three companies that were evaluated as outliers. The analysis involved determining the change in the GHG emissions influence on inputs and outputs. The inputs and the desirable output were considered the independent variables. The undesirable output, GHG emissions, was the dependent variable. The results of a correlation analysis reveal that energy consumption and GHG emissions have a high correlation. Thus, this study formulated a stable regression model, regarding energy consumption as an independent variable. Through the estimation of the change in energy consumption, based on the regression model, the results revealed that efficient corporates experienced a value of 0 or a decrease in the reduction of energy consumption. This is because the proposed model distributed more of a decrease in the CEA than the GF. On the contrary, inefficient firms acquired more of a reduction in energy consumption, since the proposed model allocated less of a reduction of CEA than the GF method. Furthermore, cooperative game theory in Economics suggested the bankruptcy problems to divide remaining resource to agents after a group of agents go bankrupt. Proportional and CEA, CEL rules were designed to allot resource in the bankruptcy issues and several properties considered commonly were presented to make use of those rules. This study proved that the proposed model cannot gratify equal treatment and equals and composition, consistency properties unlike CEA or CEL rules. Accordingly, it is shown that, compared to CEA and CEL rules, the proposed model in this study can guarantee the fairness between companies since the rules allocate emissions abatement after calculating demands of all agents on the basis of historic emissions. Concern is being voiced about the significant decline in firm efficiency (or yield), since the GF model might allocate an excessive reduction to enterprises. This study involved constructing the proposed model and guaranteeing current efficiency for every firm to consider the backlash against the GF rule. Furthermore, few studies have conducted empirical research on CEA allocation models for Korean companies. Therefore, this study makes a significant contribution to the field by improving CEA allocation models through the CSW-DEA and providing a new perspective for researchers to explore and consider in their experiments.;전 세계적으로 온실가스 감축을 위하여 온실가스 배출권거래제도를 채택 및 시행하고 있으며 이런 변화에 발맞춰 우리나라 또한 2015년부터 온실가스 배출권 거래제를 시행하고 있다. 일반적으로 온실가스 배출권 초기 배분·할당을 위해 그랜드파더링과 벤치마킹 방식을 사용하는데 두 방법론은 적용이 편리하지만 과거 실적을 기준으로 배출량 할당과 감축 목표를 결정하여 기업의 기술적 특성이나 기업 간 형평성을 반영하지 못한다는 문제점이 있다. 따라서 본 연구에서는 CSW DEA 방식을 활용한 2단계 할당 모형을 통해 배출량 감축에 따른 기업별 효율성 개선을 담보하는 온실가스 감축량 할당을 도출하였다. 본 연구에서는 효율성을 기준으로 기업들에 온실가스 감축량을 할당하기 위하여 DEA 방식을 활용하였는데, 표준 DEA 모형은 의사결정단위에 따라 가중치를 변화시킬 수 있다. 따라서 모든 의사결정단위를 함께 고려하는 중앙집중식 자원 할당 문제를 해결하기 위하여 모든 의사결정단위를 동시에 고려하여 효율성을 평가하고 자원할당을 결정하는 CSW DEA 기반의 2단계 연구모형을 확장하여 중앙집중식 온실가스 감축량 할당 모형을 제안하였다. 첫 번째 단계에서는 동일 산업 내 모든 기업들에게 공통의 가중치를 적용하여 에너지 효율성을 평가한다. 두 번째 단계에서는 첫 번째 단계에서 평가한 현재 에너지 효율성을 개선하는 동시에 온실가스 감축량을 의사결정변수로 정의함으로써 온실가스 감축량을 각 업체에 배분한다. 연구모형의 적정성을 검토하기 위하여 우리나라 철강 산업의 36개 기업을 대상으로 온실가스 감축량을 할당하는 실증연구를 진행하였으며 그에 따른 결과는 다음과 같다. 첫째, 효율적인 기업일수록 그랜드파더링 방식보다 제안 모형을 기준으로 온실가스 감축량을 할당했을 때 적은 온실가스 감축량을 할당 받는 반면에 효율성이 낮은 기업들에게 더 많은 온실가스 감축량이 할당되었다. 제안 모형은 효율성을 기준으로 온실가스 감축량을 배분하였기 때문에 보다 형평성 있는 할당이 가능하다는 것을 시사한다. 둘째, 이상치를 제외한 회귀 분석 결과 기업의 효율성에 상응하여 에너지 감축량이 변화됨을 알 수 있다. 온실가스 배출량과 에너지 사용량 간에 높은 상관관계가 존재하며 이를 통해 에너지 감축 역시 추후 연구의 고려사항이 될 수 있음을 보여준다. 또한 경제학의 협조적 게임 이론에서는 하나의 조직이 파산한 이후 남아 있는 자원을 내부자들에게 할당하기 위하여 파산 문제를 제안하였다. 파산 문제에서의 자원 할당을 위해 proportional, CEA 및 CEL 규칙이 고안되었으며 이들의 활용을 위해 공통적으로 고려되어야 하는 특성들을 제시하였다. 본 연구에서는 효율성을 기준으로 온실가스 감축량을 할당하는 경우 CEA 및 CEL 규칙과는 다르게 equal treatment of equals, composition과 consistency의 특성을 만족하지 못함을 증명하였다. 이를 통해 CEA 및 CEL 규칙이 기존의 온실가스 배출 실적을 기준으로 기업의 요구량을 산출하여 온실가스 감축량을 할당하기 때문에 본 연구에서 제안한 모형이 CEA 및 CEL 규칙에 비해 기업 간 형평성을 담보할 수 있음을 보여준다.