摘要
为应对全球气候的变化,《联合国气候变化框架公约》和《京都议定书》相继签订,国际碳排放权交易市场由此发展,碳金融衍生产品相继出现,碳排放权期货在碳金融市场中占据重要地位。中国将在全国范围内形成碳排放权交易市场,碳排放权期货的推出对中国碳排放权交易市场的发展具有重大意义,其定价机制又是研究碳排放权期货的重点。根据碳排放权的特性,在期货定价模型的基础上构建了碳排放权期货定价的三类模型,为中国碳排放权期货市场定价提供理论支持。
In order to mitigate global climate change, countries signed the United Nations Convention on Cli-mate Change （UNFCCC） and ＂Kyoto Protocol＂. The international carbon finance market which based carbon emis-sions rights has developed rapidly, and carbon emissions futures occupy an important position in the carbon financemarket. China will soon form a nationwide carbon emissions trading market, and the pricing mechanism of carbon e-missions futures has great significance for the development of China＇ s carbon emissions trading market. Based onthe characteristics of carbon emissions, this paper build three types of carbon emissions futures pricing model whichprovides theoretical support for the pricing of China＇ s carbon emissions futures market.
出处
《经济问题》
CSSCI
北大核心
2014年第5期21-25,共5页
On Economic Problems
