基于双滑动窗口的动态权重混合模型在碳价格预测中的应用

IF 3 4区 工程技术 Q3 ENERGY & FUELS Energies Pub Date : 2024-07-25 DOI:10.3390/en17153662
Rujie Liu, Wei He, Hongwei Dong, Tao Han, Yuting Yang, Hongwei Yu, Zhu Li
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引用次数: 0

摘要

随着全球气候变化的加剧,世界各国都在实施旨在减少排放的政策,而碳交易机制正在成为一种重要的市场工具。中国已在多个城市启动了碳交易市场,并取得了可观的交易量。碳交易机制包括上限交易市场和自愿市场,受政策变化、经济状况、能源价格和气候波动等各种因素的影响。这些因素错综复杂,再加上碳价格的非线性和非平稳性,使得预测工作面临巨大挑战。本文提出了一种基于双滑动窗口方法的动态权重混合预测模型,有效整合了 LSTM、随机森林和 LASSO 等多种预测模型。该模型有助于全面分析政策、市场动态、技术进步和气候条件对碳定价的影响。它是预测碳市场价格波动的有力工具,为碳市场的利益相关者提供了宝贵的决策支持,最终有助于全球减排和实现可持续发展目标。
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Application of Dynamic Weight Mixture Model Based on Dual Sliding Windows in Carbon Price Forecasting
As global climate change intensifies, nations around the world are implementing policies aimed at reducing emissions, with carbon-trading mechanisms emerging as a key market-based tool. China has launched carbon-trading markets in several cities, achieving significant trading volumes. Carbon-trading mechanisms encompass cap-and-trade markets and voluntary markets, influenced by various factors, including policy changes, economic conditions, energy prices, and climate fluctuations. The complexity of these factors, coupled with the nonlinear and non-stationary nature of carbon prices, makes forecasting a substantial challenge. This paper proposes a dynamic weight hybrid forecasting model based on a dual sliding window approach, effectively integrating multiple forecasting models such as LSTM, Random Forests, and LASSO. This model facilitates a thorough analysis of the influences of policy, market dynamics, technological advancements, and climatic conditions on carbon pricing. It serves as a potent tool for predicting carbon market price fluctuations and offers valuable decision support to stakeholders in the carbon market, ultimately aiding in the global efforts towards emission reduction and achieving sustainable development goals.
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来源期刊
Energies
Energies ENERGY & FUELS-
CiteScore
6.20
自引率
21.90%
发文量
8045
审稿时长
1.9 months
期刊介绍: Energies (ISSN 1996-1073) is an open access journal of related scientific research, technology development and policy and management studies. It publishes reviews, regular research papers, and communications. Our aim is to encourage scientists to publish their experimental and theoretical results in as much detail as possible. There is no restriction on the length of the papers. The full experimental details must be provided so that the results can be reproduced.
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