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市场价格的收益率特征是研究市场特点的出发点.从各类常见分布入手,检验了欧盟碳市场的真实分布特性,最终发现稳态分布最适宜于描述碳市场的收益率分布.据此,讨论了欧盟碳市场的信息传递与风险评价特点.
The characteristics of the return rate of the market price are the starting points for the study of the market characteristics.From the common distribution, we test the true distribution characteristics of the EU carbon market and finally find that the steady-state distribution is most suitable for describing the return distribution of the carbon market. The EU carbon market information transmission and risk assessment features.