本文關(guān)鍵詞： 碳交易市場(chǎng) 演化博弈 向量自回歸模型　出處：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：開(kāi)展碳排放權(quán)交易不僅順應(yīng)國(guó)家深化經(jīng)濟(jì)體制改革總體要求,也是我國(guó)實(shí)現(xiàn)溫室氣體排放總量控制和峰值目標(biāo)的主要手段。在對(duì)我國(guó)目前的試點(diǎn)交易情況進(jìn)行系統(tǒng)分析的基礎(chǔ)上,本文發(fā)現(xiàn)我國(guó)碳市場(chǎng)存在市場(chǎng)活躍度不高、履約率仍有提升空間,以及交易價(jià)格普遍較低、波動(dòng)較大的問(wèn)題。一方面,完善的履約監(jiān)管機(jī)制有利于提高碳交易履約率,增強(qiáng)碳市場(chǎng)活躍度,有效發(fā)揮市場(chǎng)機(jī)制的價(jià)格形成功能,從而使碳交易價(jià)格維持于一個(gè)較為合理而穩(wěn)定的水平;另一方面,碳交易價(jià)格的平穩(wěn),將降低碳排放權(quán)交易的風(fēng)險(xiǎn),有利于提高企業(yè)交易參與度,從而提高履約率。所以,本文將碳交易履約監(jiān)管機(jī)制與價(jià)格機(jī)制結(jié)合起來(lái)研究,通過(guò)分析提出相應(yīng)改善建議,具有理論與現(xiàn)實(shí)意義。本文主要圍繞以下內(nèi)容展開(kāi):第一,通過(guò)對(duì)相應(yīng)數(shù)據(jù)的收集與處理,對(duì)2016年度我國(guó)各碳試點(diǎn)的交易情況進(jìn)行系統(tǒng)分析,從中發(fā)現(xiàn)我國(guó)碳市場(chǎng)存在履約率不高、履約期交易集中、價(jià)格較為低迷且波動(dòng)較大的問(wèn)題,并且履約與價(jià)格兩方面相互關(guān)聯(lián)、相互影響。第二,本文對(duì)碳市場(chǎng)進(jìn)行履約監(jiān)管演化博弈分析,針對(duì)我國(guó)碳市場(chǎng)未達(dá)到完全履約、監(jiān)管機(jī)制不完善的問(wèn)題,通過(guò)建立復(fù)制動(dòng)態(tài)方程進(jìn)行分析,可得知若加大對(duì)控排企業(yè)違約行為的懲罰,與此同時(shí)增大其履約所收獲的福利補(bǔ)貼,并加大對(duì)交易所監(jiān)管不力的懲罰,在長(zhǎng)期的演化中,最終將得到履約率提高、履約機(jī)制向完善的穩(wěn)定狀態(tài)演化的均衡結(jié)果。第三,本文建立向量自回歸模型用于探討碳市場(chǎng)價(jià)格機(jī)制的問(wèn)題,對(duì)我國(guó)碳交易價(jià)格的影響因素進(jìn)行計(jì)量分析。以深圳碳試點(diǎn)為例,探討我國(guó)碳交易價(jià)格與國(guó)外碳交易價(jià)格、國(guó)內(nèi)外經(jīng)濟(jì)形勢(shì)等因素之間的關(guān)系,分析這些因素對(duì)我國(guó)碳交易價(jià)格的影響過(guò)程及程度,得出我國(guó)碳交易價(jià)格與歐盟碳市場(chǎng)的聯(lián)系相對(duì)緊密但尚未與之接軌的結(jié)論。最后,本文對(duì)我國(guó)碳市場(chǎng)現(xiàn)存問(wèn)題提出相應(yīng)的政策建議,力求為建立全國(guó)統(tǒng)一碳市場(chǎng)起到一定借鑒意義。
[Abstract]:The development of carbon emissions trading not only conforms to the overall requirements of deepening the economic system reform of the country, It is also the main means to achieve the goal of total greenhouse gas emission control and peak value in China. Based on the systematic analysis of the current pilot trading situation in China, this paper finds that there is a low market activity in China's carbon market. There is still room for improvement in compliance rates, as well as the problem of generally low and volatile transaction prices. On the one hand, a sound performance supervision mechanism is conducive to increasing the compliance rate of carbon trading and increasing the activity of the carbon market. To give full play to the price-forming function of the market mechanism, so that the price of carbon trading can be maintained at a more reasonable and stable level; on the other hand, the stable price of carbon trading will reduce the risk of carbon emissions trading. Therefore, this paper studies the mechanism of carbon trading performance supervision and price mechanism, and puts forward corresponding improvement suggestions through analysis. This paper mainly focuses on the following contents: first, through the collection and processing of the corresponding data, the trading situation of each carbon pilot in China in 2016 is analyzed systematically. It is found that in our country's carbon market, the performance rate is not high, the transaction period is concentrated, the price is low and fluctuating, and the two aspects of performance and price are interrelated and influence each other. Second, In this paper, the evolution game analysis of carbon market performance supervision is carried out. Aiming at the problem that China's carbon market is not in full compliance and the regulatory mechanism is not perfect, the dynamic equation of reproduction is established to analyze the problem. It can be seen that if the penalty for breaching the contract is increased, at the same time increasing the welfare subsidy for the performance of the enterprise, and increasing the penalty for the lack of supervision of the exchange, the compliance rate will eventually increase in the long run. Third, this paper establishes a vector autoregressive model to discuss the price mechanism of the carbon market. This paper makes an econometric analysis on the influencing factors of carbon trading price in China. Taking the carbon experiment in Shenzhen as an example, the paper discusses the relationship between the carbon trading price in China and the foreign carbon trading price, the economic situation at home and abroad, and so on. By analyzing the influence process and degree of these factors on the carbon trading price of our country, the conclusion is drawn that the carbon trading price of our country is relatively close to the carbon market of the European Union but has not yet been connected with it. This paper puts forward the corresponding policy suggestions to the existing problems of China's carbon market, and tries to play a certain reference for the establishment of the national unified carbon market.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：X196;F832.5

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