本文關(guān)鍵詞： 區(qū)域碳排放權(quán)交易 SZA 預(yù)測(cè) ccGM( )-markov GARCH( )　出處：《統(tǒng)計(jì)與決策》2016年09期 　論文類型：期刊論文

【摘要】：文章采用灰色預(yù)測(cè)法刻畫碳價(jià)的發(fā)展趨勢(shì),運(yùn)用馬爾科夫(Markov)理論刻畫碳價(jià)的隨機(jī)波動(dòng)特性,使用并改進(jìn)Grey-Markov模型預(yù)測(cè)碳價(jià)波動(dòng)。通過比較其與傳統(tǒng)金融時(shí)間序列預(yù)測(cè)模型GARCH的結(jié)果,發(fā)現(xiàn)改進(jìn)的Grey-Markov模型能夠提高預(yù)測(cè)的精度。
[Abstract]:In this paper, grey prediction method is used to describe the development trend of carbon price, and Markov Markov theory is used to describe the stochastic fluctuation of carbon price. The Grey-Markov model is used to predict carbon price fluctuation. By comparing the results with the traditional financial time series forecasting model GARCH, it is found that the improved Grey-Markov model can improve the accuracy of the prediction.
【作者單位】： 合肥工業(yè)大學(xué)管理學(xué)院;
【基金】：國家自然科學(xué)基金資助項(xiàng)目(71373065)
【分類號(hào)】：X196;F224
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本文編號(hào)：1494580