摘要
与传统金融市场不同,全国碳排放权交易市场推动着全国降碳减排工作的进行,其中碳排放权定价是碳交易市场中十分重要的一环,与市场的流动性、有效性密切相关。以全国碳排放权交易市场为例,运用PCC-BP神经网络模型进行变量间的相关分析和碳价预测。研究表明,宏观经济指数、国内煤炭价格与全国碳排放权价格之间显著负相关,国际天然气、原油、EUA期货价格与全国碳排放权价格具有显著正向关系,与欧元汇率之间则是显著负相关关系;基于此构建了BP神经网络模型,结合Kolmogorov定理和交叉验证后发现,其能够较为有效地预测全国碳交易市场的短期价格。
Compared to traditional financial markets,the national carbon emission trading market promotes efforts to reduce carbon emissions on a national level.The pricing of emission rights plays a crucial role in the market's liquidity and effectiveness.In this paper,we use the national carbon emission trading market as an example and apply the PCC-BP neural network model to conduct a correlation analysis among variables and predict carbon prices.Our study reveals a significant negative correlation between macroeconomic indices,domestic coal prices,and national carbon emission rights prices,a significant positive correlation between international natural gas,crude oil,and EUA futures prices,and national carbon emission rights prices,as well as a significant negative correlation with the Euro exchange rate.Based on these findings,we constructed a BP neural network model that,when combined with Kolmogorov's theorem and cross-validation,effectively predicts the short-term price of the national carbon trading market.
作者
罗雨晴
张舒娟
Luo Yuqing;Zhang Shujuan(Business College,Tongda College of Nanjing University of Posts and Telecommunications,Yangzhou 225127,China)
出处
《科技创业月刊》
2023年第S01期76-80,共5页
Journal of Entrepreneurship in Science & Technology
基金
江苏省大学生创新创业训练计划项目(202213989017Y)
关键词
全国碳排放权价格影响因素
皮尔逊相关分析
BP神经网络
价格预测
Influencing Factors of National Carbon Emission Rights Price
Pearson Correlation Analysis
Bp Neural Network
Price Prediction
