“一带一路”倡议秉承"共商、共建、共享"的原则，以适应全球多极化，经济国际化的时代潮流。积极推动了经济要素有序自主流转，社会资源有效合理配置和国际市场深化融入社会，并为促进可持续发展创造了全新模式。
论文根据中国地区非均衡发展理论、能源经济学理论以及技术差距理论，对中国国内及“一带一路”沿线城市绿色金融比例及差异化问题展开了理论分析，从而形成了本文的基本研究架构；并根据城市绿色金融与时间、空间、政策之间的差异，给出了研究假设。通过描述性统计分析及相关性分析和“一带一路”倡议下城市绿色金融影响的回归分析，结果表明：外商投资对一带一路倡议下城市绿色金融产生重要影响，人均GDP和绿色专利申请对城市绿色金融的影响较弱。
关键词：城市绿色金融；一带一路倡议；双重差分
Abstract
At present, Chinese fund industry is developing rapidly and rapidly, but compared with the world's advanced funds, it is still a relatively weak field, and it is relatively backward in theory and practice. Fund companies invest and raise funds with dozens of times their registered capital, which leads to the risk challenges they face and requires more rigorous risk management.
This paper takes the above investment Morgan Fund as an example, when fund company faces some risk measurement and control problems,discuss them, and systematically sorts it out, integrating different kinds of risk assessment in domestic and foreign situations.Such as market risk, liquidity risk, and so on, for these kind of the ubiquitous measurable risks, an analysis method which is based on the GARCH-VaR model is planned to be used.
Through the analysis of the products developed and the risks faced by the Shanghai Investment Morgan Investment Company, it can be found that the market risk is the most important. This article analyzes the market risk of Shanghai Investment JPMorgan Fund in general. Select 10 open-end funds and use the GARCH-VaR model to measure the daily rate of return from December 31, 2018 to December 31, 2020.
The GARCH model has good fitting ability and can better reflect the peak back-end characteristics of financial data. At the same time, by combining the VaR model with market risk, a more accurate risk measurement can be obtained. Through the research on the above problems, it can provide reference for the application of Shanghai Investment Morgan Fund Company in risk management, and the future development of the fund industry has certain reference significance.
Keywords: Fund company; Market risk; GARCH VAR model
一、绪论 1
（一）研究背景 1
（二）研究意义 1
二、相关理论基础 1
（一）文献综述 1
（二）绿色金融 3
三、绿色金融对一带一路可持续发展的分析 4
（一）理论基础 4
（二）作用分析 5
（三）研究假设 6
四、中国城市绿色金融对“一带一路”的影响实证 8
（一）检验方法和指标选取 8
（二）数据来源和变量设置 9
（三）模型构建及分析 10
（四）假设检验 12
五、结论与展望 15
（一）结论 15
（二）展望 15
参考文献 17
致 谢 20
参考文献
[1]王状,李效顺,张琦,倪衡,蒋冬梅.西部资源型城市经济增长与绿色金融关系计量研究[J].中国矿业,2019,28(12):6-10.
[2]Luo Fengji,Zhao Zehua,Rashidi Taha Hossein. Mobile energy‐to‐home integration: An adaption of mobility as a service in urban energy systems[J]. IET Energy Systems Integration,2020,4(2).
[3]GrossMan,Krueger. Spatial Quantitative Analysis of Urban Energy Consumption Based on POI and Night-Time Remote Sensing Data[J]. International Journal of Economy, Energy and Environment,2021,6(6).
[4]Tsai MengTing,Lin WeiTing. Efficiency of Energy Consumption between Reinforced Concrete Structure and Cross-Laminated Timber Based Hybrid Structure in East Asian Cities[J]. Energies,2018,15(1).
[5]Tleuken Aidana,Tokazhanov Galym,Serikbay ArayBibi,Zhalgasbayev Kuanysh,Guney Mert,Turkyilmaz Ali,Karaca Ferhat. Household Water and Energy Consumption Changes during COVID-19 Pandemic Lockdowns: Cases of the Kazakhstani Cities of Almaty, Shymkent, and Atyrau[J]. Buildings,2021,11(12).
[6]Baranov L. A.,Sidorenko V. G.,Balakina E. P.,Safronov A. I.. Minimization of Energy Consumption for Urban Rapid-Transit Traction[J]. Russian Electrical Engineering,2019,92(9).
[7]徐玉高.城市绿色金融与环境污染的实证分析——以广东省为例[J].能源与节能,2019(08):75-78.
如需定做或者获取更多资料，请联系QQ：375279829
客服QQ