期刊文献+

国际石油价格波动对碳市场溢出效应研究 被引量:5

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摘要 利用Johansen检验和状态空间模型,研究国际石油价格波动对碳市场价格变动及收益率的溢出效应。结果表明,在样本区间内,国际石油价格与碳价存在长期均衡关系,且国际石油价格对碳市场及收益率存在溢出,说明石油价格可以作为导致碳价变化的一个原因。但由于欧盟能源消费结构的变化及碳交易机制的不断完善,溢出效力呈现下降趋势。这种变化趋势对于我国建立完善碳交易机制提供了经验启示。
作者 王俊丽
出处 《经济研究导刊》 2012年第5期70-72,共3页 Economic Research Guide
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