重雾霾污染的溢出效应研究——来自京津冀地区的证据  

Severe Haze Pollution Spillover Effect:Evidence from Beijing-Tianjin-Hebei Region

作　　者：潘慧峰[1] 王鑫[1] 张书宇[1] 

机构地区：[1]对外经济贸易大学金融学院

出　　处：《科学决策》2015年第2期1-15,共15页Scientific Decision Making

基　　金：北京市哲学社科项目(项目编号:12JGC094);对外经济贸易大学中央高校基本科研业务费专项资金项目(项目编号:CXTD4-03)

摘　　要：论文选取2013年12月到2014年11月的PM2.5日数据,估计了京津冀地区七个城市PM2.5的GARCH模型,采用时变VaR来刻画重雾霾污染事件,基于风险Granger因果检验法考察了80%和90%置信水平下北京与周边城市间的重雾霾的污染溢出效应。实证结果表明:(1)京津冀地区七个城市的PM2.5指数均表现出为可持续性和波动聚类效应;(2)北京和周边城市之间存在重雾霾的污染溢出效应,在置信水平为80%时,北京重雾霾污染有助于预测其他周边城市的重污染,反之则不然。在置信水平为90%时,北京对其他城市的预测能力降低,而周边城市对北京的预测能力增强。论文的政策建议是单个城市的治理并不能解决京津冀地区的雾霾污染问题,必须通过优化能源结构、引入清洁能源、区域综合治理等手段来从根本上治理京津冀地区的雾霾污染。Using data ranging from 2013,December to 2014,November,the article estimates the GARCH model of PM2. 5 index of cities in Beijing-tianjin-hebei region, and then adopts VaR to model severe haze pol ution, investigating severe haze pol ution spil over effect between Beijing and adjacent cities at 80% and 90% confidence level based on Granger causality test in risk. The empirical result shows that：（ 1 ） The haze pol ution has strong duration and significant volatility clustering effect;（2）There exists severe haze pol ution spil over effect between Beijing and adja-cent cities. Further,severe haze pol ution in Beijing help to predict severe pol ution in other cities and not vice versa at 80% confidence level. Besides,the predictive ability is weakened in Beijing, but strengthened in other cities at 90% confidence level. Final y, we propose the policy recom-mendation that pol ution control in a single city can’t solve the problem of severe haze pol ution in Beijing-tianjin-hebei region,thus only the optimization of energy structure,the introduction of clean technology,regional y comprehensive control can solve the problem fundamentaly.

关 键 词：雾霾 重污染溢出效应 风险Granger因果检验 VAR 

分 类 号：X51[环境科学与工程—环境工程] F121.3[经济管理—世界经济]