中国电力2024，Vol.57Issue(5)：79-87,9.DOI:10.11930/j.issn.1004-9649.202308084
考虑电力行业碳排放的全国碳价预测
National Carbon Price Prediction Considering Carbon Emissions from the Power Industry
摘要
Abstract
In order to better predict the trend of national carbon prices,a national carbon price prediction model is constructed based on the autoregressive integrated moving average with exogenous variable model(ARIMAX),using different exogenous variables during the fulfillment and non-fulfillment period.Firstly,based on research on the institutional rules of the national carbon market and analysis of trading characteristics,it is found that the national carbon price is mainly influenced by the expectations of participants during the non-fulfillment period,and is mainly driven by the fulfillment demand of enterprises during the fulfillment period.Secondly,in terms of model training,an autoregressive differential moving average model is adopted to introduce different exogenous variables at different stages to improve the effectiveness of carbon price prediction.Finally,the real price data of the first compliance period in the national carbon market are used for verification,and the results show that the proposed national carbon price prediction model in this article is superior to the benchmark model in terms of accuracy.关键词
电力行业/碳排放/碳配额/价格预测/全国碳市场/ARIMAX模型Key words
power industry/carbon emission/carbon allowances/price forecast/national carbon market/ARIMAX model引用本文复制引用
王一蓉,陈浩林,林立身,唐进..考虑电力行业碳排放的全国碳价预测[J].中国电力,2024,57(5):79-87,9.基金项目
国家电网有限公司大数据中心科技项目(SGSJ 0000KFJS2200034). This work is supported by Science and Technology Project of the Big Data Center of State Grid Corporation of China(No.SGSJ 0000KFJS2200034). （SGSJ 0000KFJS2200034）
