基于GRU-GCN模型的碳排放权价格预测及影响因素分析研究

Research on Carbon Emission Rights Price Prediction and Influencing Factors Analysis Based on GRU-GCN Model

中国作为世界第一大碳排放国,先后成立了深圳、北京、上海等8个碳排放权交易试点,相较于国际上成熟的碳市场,中国的碳排放权交易市场尚处在探索阶段,研究全国碳市场交易价格的波动特征,有助于企业规避交易价格风险、制定绿色创新及节能减排的战略,也对政府完善碳排放权交易市场机制、建设全国碳交易市场具有一定意义,本文以上海交易所为例,探究不同因素对碳排放权交易价格的影响程度,并且使用StemGNN模型,即基于GRU和GCN具有联合捕获序列间相关性和时间依赖性功能的新型预测模型对碳排放权交易价格进行预测,以期为我国碳交易市场的参与者及政府相关管理部门提供更加科学、精准的决策工具。

As the world’s largest carbon emitter,China has established eight carbon emission trading pilot projects,including Shenzhen,Beijing,and Shanghai.Compared to mature international carbon markets,China’s carbon emission trading market is still in the exploratory stage.Studying the fluctuation characteristics of national carbon market trading prices can help enterprises avoid trading price risks,formulate strategies for green innovation,energy conservation and emission reduction,and also improve the government’s carbon emission trading market mechanism The construction of a national carbon trading market has certain significance.This article takes the Shanghai Stock Exchange as an example to explore the degree of influence of different factors on carbon emission trading prices,and uses the StemGNN model,which is a new prediction model based on GRU and GCN with joint capture of inter sequence correlation and time dependence functions,to predict carbon emission trading prices,In order to provide more scientific and accurate decision-making tools for participants in China’s carbon trading market and relevant government management departments.