技术创新推动了碳价格,并改变了欧洲各地的环境管理
Mehmet Balcilar1, Ahmed H Elsayed2, Rabeh Khalfaoui3
1University of New Haven, Department of Economics & Business Analytics, West Haven, 06516, CT, USA; Department of Economics, OSTIM Technical University, 06374 Ankara, Türkiye.
Journal of environmental management
|December 18, 2024
概括
人工智能 (AI) 股价显著影响碳价格,特别是在极端市场事件期间. 信息从AI市场流向碳市场,影响能源价格和投资策略.
科学领域:
- 环境经济学环境经济学
- 金融市场 金融市场
- 技术创新技术创新技术创新
背景情况:
- 人工智能 (AI) 在全球市场上的影响越来越大.
- 碳定价机制对于减缓气候变化的重要性日益增加.
- 需要了解技术进步和环境市场之间的相互联系.
研究的目的:
- 调查AI股价对欧洲碳排放价格的影响.
- 量化人工智能市场和碳市场之间的信息流.
- 分析这些跨不同价格量度和时间尺度的关系.
主要方法:
- 量子对量子回归分析.
- 波形分析用于时间频域分析.
- 转移 (雷尼和香农) 用于测量信息流.
主要成果:
- 人工智能回报显示,它对碳价格有很大的影响,在各种量级上有很大的波动.
- 短期碳价格变化显著影响AI股票回报率,特别是在极端量的情况下.
- 人工智能价格冲击导致碳价格发生实质性变化,特别是在接近长期平均水平的地方;长期反应较小.
结论:
- 从统计学上显著的信息流存在,从AI价格到碳价格.
- 调查结果为投资者和政策制定者提供了关键的见解,了解AI在碳市场动态中的作用.
- 了解这些联系对于有效的气候政策和金融战略至关重要.
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