国外碳市场研究的新进展
发布时间：2018-12-19 11:06
【摘要】：正一、碳市场的功效多数学者确信碳市场具有价格发现功能。Milunovich和Joyeux利用Granger因果检验和线性协整方法实证研究得出:在欧盟碳市场第一阶段,EUA的期货价格与现货价格之间存在长期关联。①Uhrig-Homburg和Wagner进一步研究得出:欧盟第一阶段的EUA期货价格和理论期货价格之间存在长期关联,而期货价格主导了长期价格发现过程。②Mizrach也持同样观点。③Chevalier以欧盟第二阶段碳市场数据为研究基础,利用协整和向
[Abstract]:Milunovich and Joyeux make use of Granger causality test and linear cointegration empirical research: in the first stage of the European Union carbon market, There is a long-term relationship between the futures price of EUA and the spot price. Further study by 1Uhrig-Homburg and Wagner shows that there is a long-term relationship between the price of EUA futures and the theoretical futures price in the first phase of the European Union. The futures price dominates the long-term price discovery process. 2Mizrach holds the same view. The 3Chevalier is based on the European Union's second stage carbon market data, using cointegration and integration.
【作者单位】： 长春理工大学经济管理学院;
【基金】：教育部人文社科青年基金项目(11YJC790285) 吉林省社会科学基金一般项目(2011B205) 吉林省科技厅软科学项目(20120682)
【分类号】：X196
[Abstract]:Milunovich and Joyeux make use of Granger causality test and linear cointegration empirical research: in the first stage of the European Union carbon market, There is a long-term relationship between the futures price of EUA and the spot price. Further study by 1Uhrig-Homburg and Wagner shows that there is a long-term relationship between the price of EUA futures and the theoretical futures price in the first phase of the European Union. The futures price dominates the long-term price discovery process. 2Mizrach holds the same view. The 3Chevalier is based on the European Union's second stage carbon market data, using cointegration and integration.
【作者单位】： 长春理工大学经济管理学院;
【基金】：教育部人文社科青年基金项目(11YJC790285) 吉林省社会科学基金一般项目(2011B205) 吉林省科技厅软科学项目(20120682)
【分类号】：X196
【共引文献】
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