首页|碳排放权交易价格的关键影响因素及预测研究——基于MIV-LSTM等模型的比较分析

碳排放权交易价格的关键影响因素及预测研究——基于MIV-LSTM等模型的比较分析

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碳排放权交易作为应对气候变化问题的有效经济工具,引起了社会各界的广泛关注.本文基于全国碳排放交易所碳排放权交易价格数据,采用GA-BP-MIV模型,研究了国外碳价、国内外能源价格、宏观经济指标、汇率四大类共 9 个因素对碳排放权交易价格的影响.结果表明:影响碳排放权交易价格的关键因素为WTI原油价格、碳排放权期货(ICE)和沪深 300 指数.此外,还采用了ARMA模型、LSTM单因素和MIV-LSTM多因素模型分别对全国碳价进行预测,结果表明,MIV-LSTM多因素模型精度最高,预测效果最好.基于此,应加强顶层设计,推动区域协调发展;建立并开发碳价预测系统及其相应工具;充分发挥能源价格调节作用,加快能源转型.
Exploration of Prediction Methods for Carbon Emission Trading Prices and Study on Key Influencing Factors——Analysis based on MIV-LSTM model
Carbon emissions trading,as an effective economic tool for addressing climate change issues,has attracted widespread attention from all sectors of society.This article is based on carbon emission trading price data from the National Carbon Emission Exchange,and uses the GA-BP-MIV model to study the impact of nine factors,including foreign carbon prices,domestic and foreign energy prices,macroeconomic indicators,and exchange rates,on carbon emission trading prices.The results indicate that the key factors affecting carbon emission trading prices are WTI crude oil prices,carbon emission fu-tures(ICE),and the Shanghai and Shenzhen 300 Index.In addition,ARMA model,LSTM single factor model,and MIV-LSTM multi factor model were used to predict the national carbon price.The results showed that the MIV-LSTM multi factor model had the highest accuracy and the best prediction performance.Based on the above research results,this article pro-poses policy recommendations for the development of the national carbon market,such as moderately grasping government macroeconomic regulation and predicting carbon prices in combination with key factors affecting carbon prices.

carbon price predictionMIV algorithmLSTM algorithmARMA modelGA-BP neural network

乔宁、张超、张吉生、陈海东、张静、田宏杰

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国网宁夏电力有限公司

全国统一碳市场 碳价预测 MIV算法 LSTM算法 ARMA模型 GA-BP神经网络

国网宁夏电力有限公司科技项目

5229NX220006

2024

价格理论与实践
中国价格协会

价格理论与实践

CSTPCDCHSSCD北大核心
影响因子:0.54
ISSN:1003-3971
年,卷(期):2024.(9)