基于GM(1,1)模型的市场碳交易价格预测——以北京、广东、湖北为例

Prediction of Market Carbon Trading Price Based on GM(1,1)Model——Taking Beijing,Guangdong and Hubei as Examples

社会各界对大气环境问题高度重视,使得国家和企业的低碳绿色环保意识不断增强,而碳交易价格属于国内新兴碳市场中的一项关键性因素,故论文利用GM(1,1)模型,选取北京、广东、湖北三个市场2015-2019年的年平均碳交易价格为研究对象进行短期预测。研究发现:GM(1,1)模型可较好地预测碳交易价格,拟合结果有较高的精度;未来三年,广东、湖北的碳价呈稳步性增长,北京的碳价每年均保持约20%的增长趋势,且2020-2022年的碳交易价格预测具有一定的可信度。

All sectors of the society attach great importance to atmospheric environmental problems,which makes the state and enterprises'awareness of low-carbon,green and environmental protection constantly strengthen.Carbon trading price is a key factor in the domestic emerging carbon market.Therefore,using the GM(1,1)model,the paper selects the annual average carbon trading prices of three markets,namely Beijing,Guangdong and Hubei,from 2015 to 2019 as the research objects for short-term prediction.After the research,it is found that:the GM(1,1)model can predict the carbon trading price better,and the fitting results have high accuracy;the carbon prices in Guangdong and Hubei show steady growth in the next three years,and the carbon prices in Beijing maintain an annual growth trend of about 20%,and the carbon trading price prediction in 2020-2022 has a certain degree of credibility.