| 基于ARIMA模型的福建碳排放权市场价格分析 |
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| 作者单位： | 南京林业大学经济管理学院 |
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| 基金项目： | 南京林业大学大学生创新训练计划项目“基于深度学习的我国碳金融市场波动评估和预警机制构建”(2020NFUSPITP0166)。 |
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| 摘 要： | 使用Eviews10与SPSS26软件,选取福建碳排放权市场的日收盘价作为研究对象,采用ARIMA模型,对福建碳排放权市场价格进行分析。结果表明:ARIMA(2,1,1)的拟合效果较好,并且能够有效刻画福建碳排放权市场价格的变动趋势。
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| 关 键 词： | 碳排放权市场 时间序列分析 ARIMA模型 碳金融 |
Analysis of Fujian Carbon Emission MarketPrice Based on ARIMA Model |
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| Institution: | (College of Economics and Management,Nanjing Forestry University,Nanjing 210037,China) |
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| Abstract: | The study used Eviews10 and SPSS26 to analyze the price of Fujian carbon emission market by using ARIMA model, selecting the daily closing price of Fujian carbon emission market as the research object. The results showed that ARIMA(2,1,1) had a good fitting effect and could effectively describe the variation trend of Fujian carbon emission market price, providing certain reference for the subsequent studies on the volatility analysis and construction of early warning mechanism of China’s carbon finance market. |
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| Keywords: | carbon emission market time series analysis ARIMA model carbon finance |
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