长三角地区重雾霾污染的溢出效应

Spillover Effect of Severe Haze Pollution in the Yangtze River Delta Region

选取了2013年11月—2015年10月长三角7个城市的PM2.5日数据,首先得到这7个城市的格兰杰模型,然后采用时变VaR来刻画雾霾污染事件,最后运用基于协相关函数(CCF)的风险格兰杰(GARCH)因果检验法考察了80%和90%置信水平下上海市与其他6个城市之间雾霾污染的溢出效应。实证结果表明:1)长三角地区7个城市的PM2.5浓度均呈现出可持续性及波动聚类现象;2)上海市与长三角其他六市之间存在雾霾污染风险溢出效应,且随着置信水平的变化而变化;在置信度为80%时,上海市重雾霾污染的发生有助于预测其他城市雾霾发生的可能性;当置信度上升为90%时,长三角周边城市对上海市雾霾发生的预测能力增强。研究结果表明:长三角地区雾霾污染治理必须通过区域联防联控治理等手段。

Using the data from November 2013 to October 2015, the GARCH model of PM2.5 index of seven cities in the Yangtze River Delta region was firstly estimated, and then the VaR was adopted to describe a model of severe haze pollution. The spillover effect of severe haze pollution was investigated between Shanghai and other adjacent cities at the 80% and 90% confidence levels based on the Granger causality test in risk. The empirical results showed that the PMz5 concentrations had a strong duration and significant volatility clustering effect; the effect of haze pollution risk spillover existed between Shanghai and other six adjacent cities and changed with different confidence levels. At the 80% confidence level, the severe haze pollution in Shanghai was useful to predict the occurrence of haze in other six cities. Besides, the predictive ability to Shanghai was improved in the other six cities at the 90% confidence level. The research indicated that the pollution control in a single city was impossible to solve the severe haze pollution in the Yangtze River Delta Region, thus regional joint prevention and control governance were necessary to solve the problem fundamentally.