To effectively decrease the negative effects of climate change, the most effective measures from your list would be:
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Transition from power plants that burn natural gas to those that do not use fossil fuels - This measure directly addresses the reduction of greenhouse gas emissions by moving away from fossil fuels altogether, promoting renewable energy sources.
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Give tax incentives for energy conservation in homes and businesses - This encourages energy efficiency, which can lead to reduced energy consumption and lower emissions.
The other options, like converting electric power plants from natural gas to coal or making gasoline and diesel cheaper, would likely exacerbate climate issues by increasing emissions or encouraging fossil fuel use.