摘要
绿色能源行业是我国实现可持续发展的重要支柱行业之一,在金融市场上有一定的关注度,但目前对于绿色能源类债券运用进行定价分析较少。以我国发行的绿色可交换债券G三峡EB1为例,运用二叉树模型对选定的30个交易日内该债券的数据进行加工处理得出理论价格与实际价格对比,并选取同属于绿色能源行业的数支可转债运用模型进行价值分析,针对所得到结果提出了对我国绿色能源行业发展的建议。
China has clearly proposed the“dual carbon”goals of carbon neutrality and carbon peaking in order to achieve green and low-carbon development.At present,as one of the important part to achieve this goal,the green energy industry has caught much attention in the bond market,but there is relatively little analysis on the pricing of bonds issued by this industry.This article used binary tree model to process the data of the green exchangeable bond G Three Gorges EB1 over a selected 30 trading day period to obtain a theoretical price and compare it with market prices.It also used the model to process other green energy convertible bonds to achieve the value analysis result.Finally,it provided some suggestions for the development of China s green energy industry based on the results.
作者
仇杰
张皓颖
李佳秀
贾昕然
丁胜
QIU Jie;ZHANG Hao-ying;LI Jia-xiu;JIA Xin-ran;DING Sheng(College of Economics and Management,Nanjing Forestry University,Nanjing 210037,China)
出处
《中国林业经济》
2023年第6期132-136,共5页
China Forestry Economics
基金
2023年南京林业大学大学生创新实践项目(2023NFUSPITP0139)。
