碳排放权交易价格影响因素实证研究--以湖北省温室气体排放配额为例  

Empirical Research on Price Impact Factor of Carbon Emission Exchange: Evidence from Hubei Greenhouse Gas Emission Allowance

作　　者：赵平飞 谭瑛[1] 杨易 ZHAO Ping-fei;TAN Ying;YANG Yi(Wuhan Institute of Shipbuilding Technology,WuHan 430050,China)

机构地区：[1]武汉船舶职业技术学院,湖北武汉430050

出　　处：《武汉船舶职业技术学院学报》2020年第1期118-123,共6页Journal of Wuhan Institute of Shipbuilding Technology

摘　　要：本文采用AR-GARCH回归模型分析了湖北省温室气体排放配额价格与国内经济、能源价格、欧盟排放权配额价格、汇率之间的关系。研究发现:对湖北省温室气体排放分配配额价格产生显著正向影响的解释变量为深成指数和欧盟排放权配额价格;对湖北省温室气体排放分配配额价格产生显著负向影响的解释变量为上证指数和美国天然气期货价格。This paper uses regression model to analyze the relationship between the greenhouse gas emission quota price of Hubei Province and the domestic economy, energy price, EU emission quota price and exchange rate. The results show that: the explanatory variables that have a significant positive impact on the price of GHG distribution quota in Hubei province are Shenzhen index and EU Emission Right quota price;the explanatory variables that have a significant negative impact on the price of GHG distribution quota in Hubei province are Shanghai index and us natural gas futures price.

关 键 词：温室气体排放配额 配额价格 影响因素 AR-GARCH模型 

分 类 号：X8[环境科学与工程—环境工程]