Replication code and Supplementary Material: Pricing geopolitical risk into delivered green hydrogen costs (Algeria-EU, 2026 Strait of Hormuz closure)
Bousbia Laiche, Rabia, Letaim, Fethi, Cuce, Erdem
🤖 gxceed AI 要約
日本語
アルジェリアからEU向けのグリーン水素について、パイプラインとアンモニアの経路別配送コストを決定論的モデルで推計。国別WACCやデフォルトスプレッド、海運・運河 toll・戦争保険・迂回を組み込み、モンテカルロ1万回、Shapley分解、ES95セキュリティプレミアム、損益分岐GPR、Sobol指数で分析。2026年ホルムズ海峡閉鎖の実例で事後検証した複製コードと補足資料。
English
A route-explicit deterministic delivered-cost model for green hydrogen from Algeria to the EU (pipeline and ammonia) versus five competitors, incorporating country WACC, shipping, canal tolls, war-risk insurance and rerouting. Uses 10,000-draw Monte Carlo, Shapley decomposition, ES95 security premium, break-even GPR and Sobol indices, with an ex-post test on the 2026 Strait of Hormuz closure. This is the replication code and supplementary material (v2.0.0).
Unofficial AI-generated summary based on the public title and abstract. Not an official translation.
📝 gxceed 編集解説 — Why this matters
日本のGX文脈において
日本は水素・アンモニアの輸入国であり、中東依存の調達リスクを定量化する本手法は、日本の水素サプライチェーン戦略やGX推進における調達先分散・コスト評価に示唆を与える。SSBJ開示でのシナリオ分析にも応用可能。
In the global GX context
As global hydrogen trade scales, pricing geopolitical and route-security risk into delivered costs is directly relevant to transition-finance underwriting and ISSB/TCFD scenario analysis for hard-to-abate sectors. It offers a replicable method for quantifying security premiums in cross-border clean-energy supply chains.
👥 読者別の含意
🔬研究者:Provides an open, replicable framework combining Monte Carlo, Shapley and Sobol methods for geopolitical risk in hydrogen cost modeling.
🏢実務担当者:Useful for procurement and supply-chain teams assessing route risk and security premiums when sourcing hydrogen/ammonia.
🏛政策担当者:Informs energy-security and import-diversification policy by quantifying the cost of route disruption.
📄 Abstract（原文）
Route-explicit deterministic delivered-cost model for green hydrogen supplied to the EU from Algeria (pipeline and ammonia) and five competitors (Morocco, Egypt, Oman, Australia, Chile), with country WACC and default-spread betas, bottom-up shipping, canal tolls and war-risk insurance with rerouting; Monte Carlo simulation (10,000 draws), Shapley decomposition, ES95 security premium, break-even GPR, Sobol indices, and an ex-post scenario tested on the observed 2026 Strait of Hormuz closure. All inputs are documented with their sources in params/; outputs are regenerated by src/run_model.py. Version 2.0.0 supersedes v1.0.0, whose econometric design was not estimated.
🔗 Provenance — このレコードを発見したソース
- Zenodo https://zenodo.org/records/24210196first seen 2026-11-14 04:14:02
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