基于eviews软件度量石油价格对碳排放的影响

Based on eviews software to measure the effect of oil price on carbon emissions

采用计量经济学常用软件eviews度量了石油价格对碳排放量的影响。石油价格对碳排放的影响体现在两方面,一是石油价格作为影响因子对碳排放的直接影响;二是石油价格通过作用碳价对碳排放的间接影响。采用协整检验、状态空间模型分别考察了石油价格对碳排放的直接和间接影响。研究发现,石油价格对碳排放的直接影响效果不佳且具有一定滞后;当碳市场有效,石油价格对碳价的影响超过0.118时,石油价格对碳排放的间接影响力会高于直接影响力。

Using common econometric software eviews to measure the impact of oil price on carbon emissions.The impact of the oil price on the carbon emissions can be embodied in two aspects,one is the oil prices as a factor influencing the carbon emissions directly; another is the oil price through its effecting on the carbon price to influence the carbon emissions indirectly.This paper uses cointegration test,state space model to analyze the direct and indirect effects of the oil prices on the carbon emissions.Research shows that：the oil prices have a direct impact on the carbon emissions,but the impact is ineffective and has a certain lag; when the carbon market is effective,and the impact of the oil prices on the carbon price exceeds 0.118,the indirect impact of oil price on carbon emissions would be greater than its direct impact.