基于B-S定价模型的碳排放权交易定价研究  

Application of B-S Pricing Model on Emission Permits Pricing of Carbon

作　　者：朱跃钊[1] 陈红喜[1] 赵智敏[2] 

机构地区：[1]南京工业大学机械与动力工程学院,江苏南京210009 [2]南京工业大学土木学院,江苏南京211816

出　　处：《科技进步与对策》2013年第5期27-30,共4页Science & Technology Progress and Policy

基　　金：国家自然科学基金资助项目(50806032);教育部人文社科一般研究项目(09YJC630119)

摘　　要：碳排放权交易已成为欧美等国实现低成本减排的市场化手段之一。我国碳减排潜力巨大,但是目前还缺乏完善的碳排放交易市场及其相应的定价机制。在全球碳交易背景下,我国定价话语权的缺失带来了严峻挑战,构建与国际接轨的多层次一体化的碳交易定价机制,是建立健全碳市场,提高碳排放权交易及减排效率,扭转我国在国际碳交易中不利地位的一个重要而紧迫的议题。Emission permits trade industry of carbon has become the method to implement low-cost emission in Europe and the United States and other countries. Our country has tremendous potentiality on emission, but at the present time, it has not a perfect carbon market and the pricing mechanisms. Faced with the challenges of global carbon trade trend and the absence of our pricing right, it is an important and immediate issue on establishing a perfect carbon market, increasing transaction and reduction efficiency, reversing our disadvantageous position in international trade for us to construct a inte- grated and multi-laver oricin~： mechanism in line with the international practice.

关 键 词：碳排放权交易 实物期权理论 定价机制 B-S定价模型 

分 类 号：F205[经济管理—国民经济]