电-碳-绿电市场关联视角下的时变特征效应OA
Time-varying Characteristic Effects from the Perspective of Electricity-carbon-green Electricity Market Linkage
随着"碳达峰、碳中和"目标的提出,电力系统的脱碳需求催生了相应的政策机制,中国逐步建立了碳排放权交易市场与绿色电力交易市场,以推动减少碳排放和促进可再生能源的利用.通过构建TVP-SV-VAR模型,从实证角度,结合中国碳市场和电力市场数据,对电力市场、碳市场和绿电市场之间的传导机制进行动态分析.研究结果表明:电力市场、碳市场与绿电市场之间具有明显的时变特征效应;碳市场中碳价上涨并不一定推动电价上涨;由于绿电在碳市场中的抵扣行为,绿电价格的上涨会进一步刺激企业购买碳配额,以弥补绿电抵扣后的不足,从而推升碳市场中碳配额的价格.
With the strategic goal of"carbon peak and carbon neutrality",the decarbonization demand of the power system has spawned corresponding policy mechanisms.my country has successively launched carbon trading markets and green electricity trading markets to promote carbon emission reduction and the development of renewable energy.This paper constructs a TVP-SV-VAR model,and from an empirical perspective,combines my country's carbon market and power market data to dynamically analyze the transmission mechanism between the power market,carbon market and green electricity market.The research results show that there are obvious time-varying characteristic effects between the power market,carbon market and green electricity market are obvious;the rise of carbon price in carbon market does not necessarily promote the increase of electricity price;due to the deduction behavior of green electricity in the carbon market,the price of green electricity can push up carbon prices.
王翼飞;郭凯
东北财经大学金融学院,辽宁省 大连市 114400东北财经大学金融学院,辽宁省 大连市 114400||东北财经大学青岛金融研究院,山东省 青岛市 266105
信息技术与安全科学
电力市场碳市场绿电市场时变效应
electricity marketcarbon marketgreen electricity markettime-varying effect
《全球能源互联网》 2026 (2)
251-261,11
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