摘要
研究碳排放权交易价格的影响因素能够为建立和完善全国统一碳排放权交易市场提供决策支持。本文以2014年1月—2016年12月北京碳排放权交易价格为研究对象,运用协整分析及格兰杰因果检验等计量经济学方法对北京碳排放权交易价格的影响因素进行研究。研究结果表明:经济活动、煤炭价格、石油价格、股票指数及温度均与北京碳排放权交易价格正相关,其中,以经济活动及温度条件对北京碳排放权交易价格的影响较为显著。在本文的研究结论基础上,为全国统一碳排放权交易市场的定价机制提出政策建议。
Investigating the driving forces of carbon emission trading prices can provide decision support for establishing and improving the national unified carbon emission trading market. This paper takes the transaction price of Beijing carbon emission prices from January 2014 to December 2016 as the research object, and uses the econometric method such as Cointegration Analysis and Granger Causality Test to study the driving forces of Beijing carbon emission trading price. The results show that economic activity, coal price, oil price, stock index and temperature are all positively correlated with Beijing carbon emission trading price. Among them, economic activity and temperature conditions have a significant impact on Beijing carbon emission trading price. Based on the conclusions of this paper, we provide policy recommendations for the pricing mechanism of the national unified carbon emission trading market.
出处
《中国能源》
2018年第12期17-22,47,共7页
Energy of China
关键词
北京碳排放权交易价格
影响因素
协整分析
格兰杰因果检验
Beijing Carbon Trading Price
Driving Forces
Cointegration Analysis
Granger Causal Relation Test
作者简介
赵玉焕,副教授,博士,博士生导师。
