基于多元时间序列模型对碳交易风险的管理与控制  

Management and Control of Carbon Trading Risk Based on Multivariate Time Series Model

作　　者：刘家保[1] 刘梦雅[2] 包启鹏 汪田田[3] 刘一同 

机构地区：[1]安徽建筑大学数理学院,合肥230601 [2]安徽大学计算机科学与技术学院,合肥230601 [3]安徽建筑大学材料与化学工程学院,合肥230601 [4]安徽建筑大学土木工程学院,合肥230601

出　　处：《嘉应学院学报》2017年第5期5-8,共4页Journal of Jiaying University

基　　金：安徽省重点自然科学基金项目(KJ2015A331)

摘　　要：首先建立以购买力风险等为度量指标的基于一次指数平滑法和同期平均增长率方法的预测模型;其次,以北京地区为例,对比不同指标的真实数据和预测数据;再次利用模糊C均值聚类分析七个城市的碳交易类型计算风险识别的各个指标,得出碳交易的主要类别是B类:购买力风险中等,市场风险和流动性风险较低;最后提出了碳交易市场风险管控的措施.Firstly, a forecasting model based on the exponential smoothing method and the average growth rate of the same period is established to measure the purchasing power risk. Secondly, taking the Beijing area as an example, the real and forecast data of different indicators are compared. Then, the fuzzy C-means clustering algorithm was used to classify the carbon trading types of the seven cities. The main category of carbon trading is B, which has moderate purchasing risk and low market risk and liquidity risk. This paper can provide references and suggestions for carbon exchange and industrial enterprises to carry out carbon trading.

关 键 词：碳交易 一次指数平滑优化 同期平均增长率 模糊C均值聚类 

分 类 号：O175.12[理学—数学] O175.14[理学—基础数学]