绿色股票还是灰色股票? 碳市场的动态效应基于中国的做法
1School of Humanities and Social Science (School of Public Administration), Beihang University, Beijing, China.
概括
这项研究使用频率溢出分析揭示了中国碳和能源市场的复杂联系. 灰色能源主导短期冲击,而绿色能源影响长期动态,影响碳减排战略.
科学领域:
- 环境经济学环境经济学
- 金融市场分析 金融市场分析
- 能源系统 能源系统
背景情况:
- 碳交易和新能源市场对于减少碳排放至关重要.
- 理论分析努力捕捉碳,绿色和灰色能源市场之间的复杂关系.
- 了解市场的相互联系对于有效的政策和投资至关重要.
研究的目的:
- 研究中国碳能源系统的动态联系.
- 分析跨碳,绿色和灰色能源市场的信息传输.
- 在时间和频率领域量化溢出效应.
主要方法:
- 应用频率溢出指数来分析动态溢出效应.
- 检查碳能源系统中的定向和整体连接.
- 区分短期,中期和长期影响.
主要成果:
- 灰色能源是高频率的主要信息传输器,而绿色能源则在中低频率占主导地位.
- 总体而言,灰色能源对碳市场的溢出效应比绿色能源的溢出效应更强大.
- 碳市场显著影响绿色和灰色能源库存,特别是在特定时期.
结论:
- 该研究强调了灰色和绿色能源在碳能源系统中的信息传播中的重要作用.
- 碳市场是关键的,它会影响其他能源市场,并为减少碳排放做出贡献.
- 研究结果为碳市场管理和投资组合优化提供了关键的见解.
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