碳汇交易市场风险的时间点和规模测量,基于灾难和潜在函数
Xing Yang1,2,3, Zhihua Yang1, Junlong Mi4,5
1College of Economics of Jinan University, Guangzhou, 510630, China.
Environmental science and pollution research international
|November 25, 2023
概括
本研究应用消散结构和灾难理论来分析碳交易市场作为一个复杂的系统. 一个新型模型准确地识别和量化风险,显示62.5%的欧盟碳市场风险是高或极高的.
科学领域:
- 环境经济学环境经济学
- 金融风险管理 金融风险管理
- 复杂系统理论 复杂系统理论
背景情况:
- 碳交易市场是一个复杂的,非线性系统,容易受到风险的影响.
- 现有的风险评估方法可能无法完全捕捉这些系统的突然变化.
研究的目的:
- 通过消散结构原则来定义碳交易市场并分析其风险.
- 开发和验证一种用于测量和预测风险突变点和尺度的模型.
主要方法:
- 消散结构理论和灾难理论的应用.
- 利用突然变化理论的潜在函数用于风险点和规模分析.
- 使用信息和潜在函数表面方程来计算风险指数.
主要成果:
- 开发的模型有效地在各种危机中确定了16个主要风险突变点.
- 经验测试证实了该模型在捕捉突然变化和预测准确性方面的强大能力.
- 对欧盟碳交易市场 (2008-2021) 的分析显示,62.5%的风险是高风险或极高风险.
结论:
- 分散结构和灾难理论为碳金融市场风险研究提供了坚实的基础.
- 风险突变点测量模型提供了有效的风险检测和预测能力.
- 风险尺度测量技术允许对市场风险进行有效的分级和评估.
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