基于AHP-GRA模型的我国碳配额成交价影响因素研究
Research on the influencing factors of China's carbon quota transaction price based on AHP-GRA modeling
董庆来 1孙一嘉2
作者信息
- 1. 延安大学数学与计算机科学学院,陕西延安 716000
- 2. 延安大学经济与管理学院,陕西延安 716000
- 折叠
摘要
随着全球对气候变化的关注加深,碳交易市场作为减少温室气体排放的有效工具逐渐受到重视.中国自启动全国碳排放权交易市场以来,碳配额价格波动较大,市场机制尚未完全成熟.因此,研究影响我国碳配额交易价格的因素对完善市场机制、稳定碳价具有重要意义.通过构建灰色加权关联度评价模型,选取5个一级指标、10个二级指标,定量分析影响因素与碳配额交易价格的关联程度.研究结果显示,所选取指标与碳配额交易价格的关联程度排名前5位为欧元兑换人民币即期汇率、欧盟碳排放权配额期货收盘价、动力煤期货日结算价格、布伦特原油期货日结算价格、沪深300指数,由此表明当前国际因素和能源价格是影响我国碳配额价格的主要因素.基于此,提出加强国际碳市场的监测与应对机制、推进能源结构优化、加强宏观经济与碳市场的联动机制、增强政策法规的执行力、提升市场信息透明度等建议,旨在促进全国碳市场的稳健发展,加速中国"双碳"目标的实现.
Abstract
With the increasing global focus on climate change,carbon trading markets have gradually gained recognition as an effective tool for reducing greenhouse gas emissions.Since the launch of China's national carbon emissions trading market,carbon quota prices have fluctuated significantly,and the market mechanisms have yet to fully mature.Therefore,studying the factors influencing China's carbon quota transaction prices is of great significance for improving market mechanisms and stabilizing carbon prices.By constructing a grey relational weighted evaluation model,five primary indicators and ten secondary indicators were selected to quantitatively analyze the correlation between these factors and carbon quota transaction prices.The research results indicate that the top five factors influencing carbon quota prices are:the EUR/CNY spot exchange rate,the closing price of the European Union Emissions Trading Scheme(EU-ETS)futures,the daily settlement price of thermal coal futures,the daily settlement price of Brent crude oil futures,and the CSI 300 index.This demonstrates that international factors and energy prices are the main determinants of China's carbon quota prices at present.Based on these findings,this paper proposes recommendations to strengthen the monitoring and response mechanisms for international carbon markets,optimize the energy structure,enhance the linkage between macroeconomic factors and the carbon market,improve the enforcement of policies and regulations,and increase market information transparency.These recommendations aim to promote the stable development of the national carbon market and accelerate the achievement of China's"dual carbon"goals.
关键词
碳配额交易价格/灰色加权关联度模型/影响因素/关联程度/日结算价格/应对机制Key words
carbon quota trading price/gray-weighted correlation model/influencing factors/degree of correlation/settlement price/response mechanisms引用本文复制引用
出版年
2024
NETL
NSTL
万方数据