一种新的绿色激励指标构建方法及其应用
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张逸飞, 池文豪, 魏云捷, 孙少龙, 王珏
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A Novel Approach of Green Incentive Index Construction and Its Application
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Yifei ZHANG, Wenhao CHI, Yunjie WEI, Shaolong SUN, Jue WANG
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表1 多元线性回归结果
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| 组别 | 对照类型 | 解释变量(系数) | RMSE | MAE | MAPE(%) | Dstat(%) | | 第一组 | 无GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.28 | 27.95 | 1.52 | 45.05 | | 含GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.31 | 27.86 | 1.51 | 55.42 | | ($\tau=0.95$) | ${\rm GI}_t$ | (86.12$^{***}$) | | | | | | ${\rm GI}_{t-100}$ | ($-$63.63$^{**}$) | | | | | | 第二组 | 无GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.41 | 28.00 | 1.51 | 52.59 | | $c$ | (6.12$^{*}$) | | | | | | 含GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.12 | 27.71 | 1.50 | 53.54 | | ($\tau=0.90$) | ${\rm GI}_t$ | (99.84$^{**}$) | | | | | | 第三组 | 无GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.40 | 28.00 | 1.51 | 51.65 | | $c$ | (6.23$^{*}$) | | | | | | 含GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.15 | 27.74 | 1.50 | 55.19 | | ($\tau=0.85$) | ${\rm GI}_t$ | (151.87$^{**}$) | | | | | | 第四组 | 无GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.40 | 28.00 | 1.51 | 51.65 | | $c$ | (6.23$^{*}$) | | | | | | 含GI变量 | ${\rm close}_{t-1}$ | (0.99$^{***}$) | 38.29 | 27.88 | 1.51 | 50.00 | | ($\tau=0.80$) | ${\rm GI}_{t-45}$ | (181.18$^{**}$) | | | | |
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