基于GA-RS的中国碳排放权价格影响因素的分解研究

Research on Decomposition of Influencing Factors of Carbon Price Based on GA-Rough Set in China

碳排放权价格波动作为衡量二氧化碳排放市场运行是否稳定的一个重要指标,受到多方因素的影响。从宏观政策、能源价格、行业指数以及自然环境方面考虑,选取变量在粗糙集(rough set)理论依据下进行遗传算法属性约简,剔除对碳排放权价格影响较小的变量,随后通过方差分解并进行深层次研究。方差分解结果表明在不同碳市场各变量对碳价波动的影响程度不同。基于实证结果,从适度把握政府宏观调控、有效利用能源价格变动以及合理利用自然环境变化等因素提出相关对策建议,以期能够促进全国统一碳市场的顺利建立及可持续发展。

Carbon price fluctuation,as an important index to measure the stability of carbon dioxide emission market,is affected by many factors.Considering macro-policy,energy price,industry index and natural environment,the variables are selected to reduce the attributes under genetic algorithm,and the variables that are less dependent on carbon price are eliminated.Then the variance decomposition is carried out for further research.The results of variance decomposition show that in different carbon markets,the impact of various variables on carbon price volatility is different.Based on the empirical results,this paper puts forward relevant countermeasures and suggestions from the aspects of appropriate grasp of government macro-control,effective use of energy price changes and rational use of natural environment changes,in order to promote the smooth establishment and sustainable development of the national unified carbon market.