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題名 能源價格對於碳權價格之影響
The Effects of Energy Prices on the Price of EU Allowances作者 蕭伊婷 貢獻者 張興華
蕭伊婷關鍵詞 碳權
排放交易日期 2008 上傳時間 9-May-2016 11:50:20 (UTC+8) 摘要 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。 參考文獻 Alberola, E. and J. Chevallier (2007), “European Carbon Prices and Banking Restrtictions: Evidence from Phase I (2005-2007),” EconomiX Working Papers, 2007-32, University of Paris XAlberola, E., Chevallier, J. and B. Cheze (2008), “Price Drivers and Structural Breaks in European Carbon Prices 2005-2007,” Energy Policy, 36(2), pp. 787-797Coase, R. (1960), “The Problem of Social Coast,” Journal of Law and Economics, 3, pp. 1-44de Jong, C. and K. Walet (2004), “A Guide to Emissions Trading: Risk Management and Business Implications,” Risk Books, LondonHelm, D. (2005), “Economic Instruments and Environmental Policy,” The Economic and Social Review, 36(3), pp. 205-228Hepburn, C. (2006), “Regulation by Prices, Quantities, or Both: A Review of Instrument Choice,” Oxford Review of Economic Policy, 22(2), pp. 226-247Hepburn, C., Grubb, M., Neuhoff, K., Matthes, F., and M. Tse (2006), “Auctioning of EU ETS Phase II Allowances: How and Why?” Climate Policy, (6), pp. 147-160Hepburn, C. (2007), “Carbon Trading: A Review of the Kyoto Mechanisms,” The Annual Review of Environment and Resources, 32, pp. 375-393James, T. and P. Fusaro (2006), “Energy and Emissions Markets: Collision or Convergence?” John Wiley & Sons (Asia) Pte Ltd, SingaporeLabatt, S. and R. R. White (2007), “Carbon Finance: The Financial Implications of Climate Change,” John Wiley & Sons, Inc., the United States of AmericaMcKibbin, W. J. and P. J. Wilcoxen (2002), “The Role of Economics in Climate Change Policy,” Journal of Economic Perspectives, 16(2), pp. 107-129Pigou, A.C. (1920), “The Economics of Welfare,” Macmillan, LondonRickels, W., Duscha, V., Keller, A., and S. Peterson (2007), “The Determinants of Allowance Prices in the European Emissions Trading Scheme – Can We Expect an Efficient Allowance Market 2008?” Kiel Working Paper, No.1387, Kiel Institute for the World EconomyRickerson, W. and R. Grace (2007), “The Debate over Fixed Price Incentives for Renewable Electricity in Europe and US: Fallout and Future Directions,” A White Paper, Heinrich Böll FoundationStavins, R. N. (1996), “Correlated Uncertainty and Policy Instrument Choice,” Journal of Environmental Economics and Management, 30, pp. 218-232Stern, N. (2006), “Stern Review on the Economics of Climate Change,” Cambridge University Press, CambridgeWeitzman, M. (1974), “Prices versus Quantities,” Review of Economic Studies, 41(4), pp.477-491 描述 碩士
國立政治大學
金融研究所
95352020資料來源 http://thesis.lib.nccu.edu.tw/record/#G0953520201 資料類型 thesis dc.contributor.advisor 張興華 zh_TW dc.contributor.author (Authors) 蕭伊婷 zh_TW dc.creator (作者) 蕭伊婷 zh_TW dc.date (日期) 2008 en_US dc.date.accessioned 9-May-2016 11:50:20 (UTC+8) - dc.date.available 9-May-2016 11:50:20 (UTC+8) - dc.date.issued (上傳時間) 9-May-2016 11:50:20 (UTC+8) - dc.identifier (Other Identifiers) G0953520201 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/94770 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 金融研究所 zh_TW dc.description (描述) 95352020 zh_TW dc.description.abstract (摘要) 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。 zh_TW dc.description.tableofcontents 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 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0953520201 en_US dc.subject (關鍵詞) 碳權 zh_TW dc.subject (關鍵詞) 排放交易 zh_TW dc.title (題名) 能源價格對於碳權價格之影響 zh_TW dc.title (題名) The Effects of Energy Prices on the Price of EU Allowances en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Alberola, E. and J. Chevallier (2007), “European Carbon Prices and Banking Restrtictions: Evidence from Phase I (2005-2007),” EconomiX Working Papers, 2007-32, University of Paris XAlberola, E., Chevallier, J. and B. Cheze (2008), “Price Drivers and Structural Breaks in European Carbon Prices 2005-2007,” Energy Policy, 36(2), pp. 787-797Coase, R. (1960), “The Problem of Social Coast,” Journal of Law and Economics, 3, pp. 1-44de Jong, C. and K. Walet (2004), “A Guide to Emissions Trading: Risk Management and Business Implications,” Risk Books, LondonHelm, D. (2005), “Economic Instruments and Environmental Policy,” The Economic and Social Review, 36(3), pp. 205-228Hepburn, C. (2006), “Regulation by Prices, Quantities, or Both: A Review of Instrument Choice,” Oxford Review of Economic Policy, 22(2), pp. 226-247Hepburn, C., Grubb, M., Neuhoff, K., Matthes, F., and M. Tse (2006), “Auctioning of EU ETS Phase II Allowances: How and Why?” Climate Policy, (6), pp. 147-160Hepburn, C. (2007), “Carbon Trading: A Review of the Kyoto Mechanisms,” The Annual Review of Environment and Resources, 32, pp. 375-393James, T. and P. Fusaro (2006), “Energy and Emissions Markets: Collision or Convergence?” John Wiley & Sons (Asia) Pte Ltd, SingaporeLabatt, S. and R. R. White (2007), “Carbon Finance: The Financial Implications of Climate Change,” John Wiley & Sons, Inc., the United States of AmericaMcKibbin, W. J. and P. J. Wilcoxen (2002), “The Role of Economics in Climate Change Policy,” Journal of Economic Perspectives, 16(2), pp. 107-129Pigou, A.C. (1920), “The Economics of Welfare,” Macmillan, LondonRickels, W., Duscha, V., Keller, A., and S. Peterson (2007), “The Determinants of Allowance Prices in the European Emissions Trading Scheme – Can We Expect an Efficient Allowance Market 2008?” Kiel Working Paper, No.1387, Kiel Institute for the World EconomyRickerson, W. and R. Grace (2007), “The Debate over Fixed Price Incentives for Renewable Electricity in Europe and US: Fallout and Future Directions,” A White Paper, Heinrich Böll FoundationStavins, R. N. (1996), “Correlated Uncertainty and Policy Instrument Choice,” Journal of Environmental Economics and Management, 30, pp. 218-232Stern, N. (2006), “Stern Review on the Economics of Climate Change,” Cambridge University Press, CambridgeWeitzman, M. (1974), “Prices versus Quantities,” Review of Economic Studies, 41(4), pp.477-491 zh_TW
