摘要
碳市场作为国内新兴市场,受到国家减排政策市场机制、国际市场等诸多因素的影响,而碳价格作为碳市场是否成熟的风向标,挖掘其规律特征尤为重要。本文将碳市场无法获得、不能度量的系统信息视作灰色系统,使用分数阶灰色预测模型预测碳价格的变化规律。分数阶灰色预测模型通过使平均相对误差最小,基于PSO粒子群算法理论,找出准确反映数据变化特征的模型,从而达到精准预测的效果。本文以深圳市为例,用分数阶灰色预测模型预测了平均碳价的变化趋势。研究表明当模型的阶数为1.76时为最优模型,通过该模型预测深圳市2018-2021年碳平均价格发现,深圳市碳价将稳定在30元/吨至38元/吨的区间中。这说明在目前监管形势下,碳价格基本平稳运行,不会出现碳价格的大涨大跌。
As a domestic emerging market, carbon market is affected by many factors such as the market mechanism of national emission reduction policy, international market and many other factors, it is particularly important to explore the characteristicsof the carbon price sincecarbon price isthe indicatorof carbon market. In this paper, the information that cannot be obtained and measured in carbon market is regarded as a grey system, and the fractional grey prediction model is employed to predict the carbon price,by minimizing the average relative error and based on the particle swarm optimization(PSO) theory, the fractional grey prediction model can reflect the characteristics of dataso as to achieve the accurateprediction.Shenzhen city is taken as an example to demonstrate the effectiveness of the fractional grey prediction mode, and the trend of average carbon price is predicted by fractional grey prediction model. The study shows thatthe optimal fractional grey model is the model when the order is 1.76,and by this model the carbon price of Shenzhen cityis forecasted in 2018-2021, the prediction indicates that the price will be stable in the range of 30 yuan/ton to 38 yuan/ton. This study shows that under the current regulatory situation, the carbon price is running smoothly and there will be no sharp rise or fall in the carbon price.
作者
赵领娣
王海霞
Zhao Lingdi;Wang Haixia
出处
《价格理论与实践》
北大核心
2019年第2期76-79,共4页
Price:Theory & Practice
基金
国家自然科学基金面上项目(71473233)
关键词
碳减排
碳交易价格
价格合理区间
预测方法
分数阶灰色预测模型
Carbon emission reduction
Carbon trading price
Reasonable price range
Prediction method
Fractional gray prediction model
