论文标题
带有支持向量回归和巴黎协定目标的宏观碳价格预测
Macro carbon price prediction with support vector regression and Paris accord targets
论文作者
论文摘要
由于全球变暖的威胁，碳中和是社会上的紧急任务。碳交易是解决减少碳目标的重要市场机制。宏观碳价格预测对于碳市场的有用管理和决策至关重要。我们专注于欧盟碳市场，我们选择石油价格，煤炭价格，天然气价格和DAX指数是预测碳价格的四个市场因素，并且我们从巴黎协定中选择了碳排放目标，作为碳价格预测的宏观观点。因此，我们将这五个因素用作输入，以通过支持向量回归模型来预测2030年未来的碳年价格。我们使用网格搜索和交叉验证来保证模型的预测性能。我们认为，该模型将在宏观碳价格预测中具有很好的应用。
Carbon neutralization is an urgent task in society because of the global warming threat. And carbon trading is an essential market mechanics to solve carbon reduction targets. Macro carbon price prediction is vital in the useful management and decision-making of the carbon market. We focus on the EU carbon market and we choose oil price, coal price, gas price, and DAX index to be the four market factors in predicting carbon price, and also we select carbon emission targets from Paris Accord as the political factor in the carbon market in terms of the macro view of the carbon price prediction. Thus we use these five factors as inputs to predict the future carbon yearly price in 2030 with the support vector regression models. We use grid search and cross validation to guarantee the prediction performance of our models. We believe this model will have great applications in the macro carbon price prediction.
