摘要
采用GARCH簇模型对欧洲气候交易所核证减排交易(CER)期货价格数据进行特征分析,发现虽然仅仅经过了三年多的发展CER期货价格收益率的波动与其他较为成熟的表现出了相似的特征,并从法规、市场构成、制度等方面对中国碳排放交易中心的建设提出建议。
This paper anatysises the characters of CERs in European Climate Exchange market,find that the characters of CERs future yields is famliar with the other muture markets by the development in the past three years, in the end, this paper proposes some suggestiongs in laws and regulations, market structure and the system for the domestic carbon trade center.
出处
《经济研究导刊》
2012年第1期58-60,共3页
Economic Research Guide
