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| 研究生： |
蕭伊婷 |
|---|---|
| 論文名稱： |
能源價格對於碳權價格之影響 The Effects of Energy Prices on the Price of EU Allowances |
| 指導教授： | 張興華 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 金融學系 Department of Money and Banking |
| 論文出版年： | 2008 |
| 畢業學年度： | 96 |
| 語文別： | 中文 |
| 論文頁數： | 50 |
| 中文關鍵詞： | 碳權 、排放交易 |
| 相關次數： | 點閱：351 下載：364 |
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本文主要探討能源價格對於碳權價格的影響。前半部份以歸納文獻的方式，整理出溫室氣體的管制政策及影響碳權價格的因素。後半部份以歐洲氣候交易所的碳權期貨價格作為研究樣本，首先探討碳權價格與能源價格的關聯性，再者為碳權價格與能源間價格消長之關係。除了以價格走勢圖來比對觀察之外，並以實證分析佐證。結果指出能源價格的改變對於碳權價格有顯著的影響，而能源間價格的消長對於碳權價格則有落後影響的現象。
第一章 緒論............................ 1
第一節 研究背景......................... 1
第二節 研究目的......................... 3
第三節 研究方法......................... 5
第二章 溫室氣體管制政策.................. 6
第一節 溫室氣體管制政策之分類............. 6
第二節 數量與價格管制之比較............... 8
第三節 京都議定書之彈性減量機制........... 10
第四節 其他減量政策...................... 18
第三章 碳權交易......................... 20
第一節 全球碳權交易市場.................. 20
第二節 影響碳權價格之因素................ 23
第四章 能源價格對於碳權價格之影響......... 30
第一節 研究樣本......................... 30
第二節 碳權價格與能源價格之關係........... 32
第三節 碳權價格與能源間價格消長之關係...... 41
第四節 實證分析......................... 45
第五章 結論與建議 ....................... 50
參考文獻................................ 51
附錄.................................... 53
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