碳中和指数构建与指数波动研究

Carbon Neutral Index Construction and Index Volatility Research

以碳中和概念股为样本,选取30支流通市值靠前的股票,构建碳中和30指数并分析其在2020.9.1-2021.10.31期间的指数波动情况,同时与中证碳中和100指数比较分析。结果显示:碳中和30、100指数均呈上涨走势,资金积极进入碳中和概念股市场,有利地促进了碳金融市场的发展。

Taking the carbon neutral concept stocks as a sample,this paper selected 30 stocks with the highest circulating market value to construct the carbon neutral 30 index and analyzed its index fluctuations during the period fromSeptember 1,2020 to October 31,2021.The results showed that both the carbon neutral 30 and 100 indexes were on the rise,and funds had actively entered the carbon neutral concept stock market,which had beneficially promoted the development of the carbon financial market.