本文選題：碳金融產(chǎn)品價(jià)格　切入點(diǎn)：影響因素　出處：《華北電力大學(xué)》2017年碩士論文

【摘要】：全球氣候變暖正嚴(yán)重威脅人類的生存和發(fā)展,給全球經(jīng)濟(jì)帶來不可估量的損害。如何減少溫室氣體排放以抑制全球氣候變暖已經(jīng)成為國(guó)際社會(huì)關(guān)注的焦點(diǎn)并得到了幾乎所有國(guó)家的高度重視。國(guó)際社會(huì)通過氣候談判初步對(duì)全球變暖問題達(dá)成共識(shí)并建立了解決溫室氣體排放的國(guó)際制度框架。為進(jìn)一步推進(jìn)全球氣候治理工作,2015年12月,全球近200個(gè)國(guó)家出席了巴黎氣候大會(huì),我國(guó)以積極的態(tài)度投入談判并承諾在2030年之前達(dá)到碳排放峰值,單位GDP碳排放在2005年的基礎(chǔ)上下降60%-65%。為實(shí)現(xiàn)該項(xiàng)承諾,我國(guó)統(tǒng)一碳金融市場(chǎng)的建立刻不容緩。目前我國(guó)正處于碳金融的試點(diǎn)階段,2017年即將啟動(dòng)全國(guó)統(tǒng)一碳金融市場(chǎng),此時(shí)針對(duì)全國(guó)統(tǒng)一碳金融市場(chǎng)相關(guān)問題的研究變得十分必要。其中如何對(duì)碳金融產(chǎn)品進(jìn)行合理定價(jià),又是整個(gè)市場(chǎng)正常運(yùn)行的關(guān)鍵所在,因此,對(duì)我國(guó)碳金融產(chǎn)品價(jià)格影響因素及定價(jià)機(jī)制進(jìn)行研究,探索其中的價(jià)格規(guī)律,意義重大。本文運(yùn)用理論與實(shí)證相結(jié)合的研究方法來研究我國(guó)碳金融產(chǎn)品價(jià)格的影響因素及定價(jià)機(jī)制問題。論文主體首先對(duì)碳金融及碳金融產(chǎn)品進(jìn)行概念界定,概述碳金融市場(chǎng)的相關(guān)情況;對(duì)碳金融產(chǎn)品定價(jià)機(jī)制進(jìn)行分析,嘗試建立一個(gè)碳金融產(chǎn)品定價(jià)機(jī)制的理想框架;介紹碳金融產(chǎn)品交易所遵循的相關(guān)經(jīng)濟(jì)學(xué)理論。進(jìn)而從國(guó)外碳價(jià)、經(jīng)濟(jì)環(huán)境、能源價(jià)格及匯率變動(dòng)四個(gè)角度構(gòu)建我國(guó)碳金融產(chǎn)品的價(jià)格模型,并分別分析這些影響因素對(duì)我國(guó)碳金融產(chǎn)品價(jià)格的影響機(jī)理。接下來以我國(guó)碳金融產(chǎn)品價(jià)格為研究對(duì)象,從國(guó)外碳價(jià)、經(jīng)濟(jì)環(huán)境、能源價(jià)格及匯率變動(dòng)四個(gè)層面,構(gòu)建我國(guó)碳金融產(chǎn)品價(jià)格影響因素指標(biāo)體系,運(yùn)用VAR模型、脈沖響應(yīng)函數(shù)和方差分解方法對(duì)我國(guó)碳金融產(chǎn)品價(jià)格影響因素進(jìn)行實(shí)證分析,求出并運(yùn)用價(jià)格預(yù)測(cè)檢驗(yàn)基于影響因素的我國(guó)碳金融產(chǎn)品價(jià)格模型,同時(shí)了解各影響因素對(duì)我國(guó)碳金融產(chǎn)品價(jià)格的影響情況,包括影響過程和影響程度。最后根據(jù)我國(guó)碳金融產(chǎn)品定價(jià)機(jī)制的現(xiàn)狀,分析我國(guó)目前存在的主要問題,并結(jié)合前文的理論分析及實(shí)證研究結(jié)果,對(duì)我國(guó)碳金融產(chǎn)品定價(jià)機(jī)制進(jìn)行設(shè)計(jì)。
[Abstract]:Global warming is seriously threatening the survival and development of mankind. How to reduce greenhouse gas emissions to curb global warming has become the focus of attention of the international community and has been highly valued by almost all countries. The international community through gas. Pending the initial consensus on global warming and the establishment of an international institutional framework to address greenhouse gas emissions... in order to further advance global climate governance, in December 2015, Nearly 200 countries from around the world attended the Paris Climate Conference, and our country entered into the negotiations in a positive manner and promised to reach its peak carbon emissions by 2030, and the carbon emissions per unit of GDP fell by 60 to 65 percent from 2005. The establishment of a unified carbon finance market in China is urgent. At present, China is in the pilot stage of carbon finance, and the national unified carbon finance market will be launched in 2017. At this time, it is necessary to study the relevant problems of the national unified carbon financial market. How to price carbon finance products reasonably is the key to the normal operation of the whole market. This paper studies the influencing factors and pricing mechanism of carbon financial products in China, and probes into the price law of carbon finance products in China. This paper uses the theoretical and empirical research methods to study the influence factors and pricing mechanism of carbon finance products in China. Firstly, the paper defines the concept of carbon finance and carbon finance products. This paper summarizes the relevant situation of carbon finance market, analyzes the pricing mechanism of carbon finance products, and tries to establish an ideal framework of carbon finance product pricing mechanism. This paper introduces the relevant economic theories followed by carbon finance product exchanges, and then constructs the price model of carbon finance products in China from four angles of carbon price, economic environment, energy price and exchange rate change. And analyze the influence mechanism of these factors on the carbon finance product price of our country separately. Then take the carbon finance product price of our country as the research object, from four aspects of foreign carbon price, economic environment, energy price and exchange rate change. This paper constructs the index system of influencing factors of carbon finance product price in China, and makes an empirical analysis on the influencing factors of carbon finance product price in China by using VAR model, impulse response function and variance decomposition method. The price model of China's carbon financial products based on influencing factors is obtained and tested by price prediction, and the influence of each factor on the price of carbon finance products in China is also understood. Finally, according to the current situation of pricing mechanism of carbon financial products in China, the main problems existing in our country are analyzed, and combined with the theoretical analysis and empirical research results, The pricing mechanism of carbon finance products in China is designed.
【學(xué)位授予單位】：華北電力大學(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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