碳排放权价格与传统能源价格的关联性研究  

Research on the correlation between carbon emission rights price and traditional energy price

作　　者：胡倩 Hu Qian(School of Economics and Management,Qinghai Minzu University,Xining,Qinghai,810000)

机构地区：[1]青海民族大学经济与管理学院,青海西宁810000

出　　处：《市场周刊》2023年第2期14-18,共5页Market Weekly

基　　金：青海民族大学研究生创新项目“我国碳排放权价格与传统能源价格的关联性研究”(项目编号:65M2022130)。

摘　　要：传统能源消费导致的气候变暖问题日渐突出,碳排放权交易作为控制温室气体排放的手段也应运而生。我国自2013年启动区域性碳市场建设以来,碳市场愈发成熟,其与传统能源市场的联系愈发紧密。文章选取国内四个市场的加权平均碳价和上海原油市场的主力连续合约价格进行了实证研究,发现我国碳价格与传统能源价格之间存在着关联性,主要是原油价格对碳价存在着负向影响,但碳价对原油价格的影响并不显著,同时据此给出了相关的建议。The problem of climate warming caused by traditional energy consumption is becoming increasingly prominent,and carbon emission trading,as a means of controlling greenhouse gas emissions,has also emerged.Since China started the construction of regional carbon market in 2013,the carbon market has become more mature,and its connection with the traditional energy market has become more and more close.This paper selects the weighted average carbon price of four domestic markets and the main continuous contract price of Shanghai crude oil market for empirical research,and finds that there is a correlation between China's carbon price and traditional energy price,mainly because the crude oil price has a negative impact on the carbon price,but the carbon price does not have a significant impact on the crude oil price,and gives relevant suggestions accordingly.

关 键 词：碳排放权交易价格 传统能源价格 VAR模型 碳市场 原油期货市场 

分 类 号：F832.5[经济管理—金融学] F426.2