本文選題：人民幣匯率 + 碳價　； 參考：《吉林大學社會科學學報》2017年06期

【摘要】：匯率可通過影響能源價格和對外貿易,進而沖擊碳交易價格。在匯率、能源和碳市場動態(tài)聯(lián)動的框架下,構建匯率沖擊碳價的理論框架,基于馬爾科夫轉換模型的分析表明:匯率波動對碳價的正向和負向沖擊存在區(qū)域差異,但各區(qū)域低波動和高波動狀態(tài)下的沖擊方向一致,而且人民幣匯率升貶值對各碳市場的碳價均呈現(xiàn)出顯著的非對稱效應,且非對稱性存在著區(qū)域差異。人民幣升值對北京、上海和深圳碳價的傳遞效應更大;而人民幣貶值對天津、湖北和廣東碳價的傳遞效應更大。因此,政府在制定政策時應考慮匯率對碳價的非對稱沖擊效應,全國統(tǒng)一碳市場的構建應充分考慮到區(qū)域差異,探索提高中國的碳定價權,進而提高在國際氣候談判中的話語權。
[Abstract]:Exchange rates can impact carbon trading prices by influencing energy prices and foreign trade. In the framework of dynamic linkage of exchange rate, energy and carbon market, the theoretical framework of exchange rate shock carbon price is constructed. The analysis of Markov transformation model shows that there are regional differences between positive and negative impact of exchange rate fluctuations on carbon price. However, the impact direction of each region is the same under low volatility and high volatility, and the rise and depreciation of RMB exchange rate show significant asymmetric effect on carbon price in each carbon market, and there are regional differences in asymmetry. A stronger yuan would have a greater transmission effect on carbon prices in Beijing, Shanghai and Shenzhen, while a weaker yuan would have a greater transmission effect on carbon prices in Tianjin, Hubei and Guangdong. Therefore, the government should consider the asymmetric impact of exchange rate on carbon price, and the construction of national unified carbon market should fully take into account regional differences, and explore how to improve China's carbon pricing power. And then improve the right to speak in the international climate negotiations.
【作者單位】： 吉林大學中國國有經濟研究中心;吉林大學經濟學院;
【基金】：國家社會科學基金重大項目(2015ZDA017) 吉林大學研究生創(chuàng)新研究計劃項目(2016051)
【分類號】：F832.6;X196
，

本文編號：1982997