摘要
碳交易是实现双碳目标的重要金融工具,准确预测碳价可以帮助政策制定者建立稳定有效的碳定价机制。本文提出基于动态多元网络的预测模型,考虑响应变量网络的动态性、内生性和多元性,具有更广的适用性。利用百度搜索指数、资讯指数、能源价格、经济政策不确定性指数、汇率、环境意识和人均GDP等不同类型的变量,对我国8个碳交易试点的碳价进行预测。实证结果显示,本文构建的DMNP模型具有较好的预测效果,明显优于对比模型,并能够达到降维的目的,为我国碳交易提供了更科学合理的碳价预测新方法及实证基础。
Carbon trading is an important financial tool to achieve the targets of carbon peak and carbon neutrality.Accurate prediction of carbon price can help policy makers establish a stable and effective carbon pricing mechanism.In this paper,a prediction model based on dynamic multivariate network is proposed,which considers the dynamics,endogeneity and multivariate of response variable network,and has wider applicability.Using different types of variables such as Baidu search index,information index,energy prices,economic policy uncertainty index,exchange rates,environmental awareness and GDP per capita,we predict the carbon price of China’s eight carbon trading pilots.The empirical results show that the DMNP model constructed in this paper has an obviously better prediction effect than the comparison model,and can achieve the purpose of dimension reduction.It provides a more scientific and reasonable new method and empirical basis for carbon price prediction in China’s carbon trading.
出处
《统计研究》
北大核心
2023年第1期49-61,共13页
Statistical Research
关键词
碳价预测
动态网络
内生网络
多元网络
高维
Carbon Price Prediction
Dynamic Network
Endogenous Network
Multivariate Network
High Dimension