Risk Value Analysis Of Low Carbon Theme Investment Tools

The extensive economic development has caused damage to the environment,causing the world to experience an ecological upheaval with the theme of climate warming.The greenhouse effect caused by the increase of carbon dioxide concentration in the air will cause serious consequences such as sea level rise and land desertification,and hinder the sustainable development of economy and society.Therefore,it has become the consensus of the whole society to control carbon dioxide emissions and develop a low-carbon economic model based on low emissions,low energy consumption and low pollution.The development of green and low-carbon economy will lead the new trend of economic development.Ordinary investors participate in the investment of low-carbon economy themed investment vehicles,they can buy and sell related stocks,or they can buy fund products that focus on investing in low-carbon economy themed stocks.But any investment is risky,and characterization of financial market risks will help investors make rational decisions.In order to analyze the risk value of low-carbon economy themed investment tools,this paper summarizes domestic and foreign research on financial risk measurement methods and models,and the current status of my country’s low-carbon economy development.Securities Investment Fund,Lion’s Low-Carbon Economy Equity Securities Investment Fund,China AMC CSI 300 ETF Securities Investment Fund Linking Fund,and Penghua CSI Mainland Low-Carbon Economy Themed ETF Securities Investment Portfolio Positions The top ten low-carbon economy themed stocks are the research objects,and appropriate VaR and Copula models are established with the help of tools such as Eviews and Matlab,and descriptive statistics of their return distribution characteristics are used to measure the risk value of low-carbon economy themed investment tools.Investors provide reference.Based on VaR and Copula models,the empirical research on the risk value of low-carbon economy theme investment tools in this paper shows that the risk value of low-carbon economy theme investment tools is ranked from large to small: low-carbon economy theme stocks > lowcarbon economy theme index funds > low-carbon economy theme mixed funds > whole market index funds,and low-carbon economy theme stocks > traditional industry stocks,The correlation between the low-carbon economy theme funds is higher than that between the lowcarbon economy theme funds and the whole market index funds,and the correlation between the low-carbon economy theme funds and the stocks they hold is lower.This shows that the low-carbon economy is a new development concept,and the relevant investment tools are facing greater industry risks and enterprise operation risks.As a decentralized investment tool,the fund can effectively avoid industry risks and individual stock specific risks.When investing in low-carbon economy themed investment tools,investors need to pay attention to small probability events,strengthen technical research,select appropriate investment tools according to their own risk tolerance,reduce the specific risks of stocks through decentralized investment,reduce their relevance,and obtain capital dividends brought by the development of low-carbon economy industry on the premise of controlling risks.