基于信息熵模糊层次分析模型的绿色投资风险评价指标体系构建与分析

Yuqi Huang
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引用次数: 7

摘要

本文采用信息熵模糊层次分析模型对绿色投资风险评价体系进行深入研究分析,并对其指标进行处理分析。采用熵法-模糊层次分析法对绿色金融资本运营风险进行评价。首先,指出研究趋势和不足,界定基金运作、操作风险、风险评价、绿色金融等概念,阐述相关基础理论,为后续研究奠定理论基础;其次,通过描述绿色金融的发展规划、总体运作和具体运作方案,识别资金运营的外部风险和内部风险;然后,根据现有的资金操作风险,对商业银行的风险进行整合。然后,在现有基金操作风险的基础上,整合商业银行的风险类型,结合绿色金融业务特点,设计绿色金融基金操作风险评价指标体系,通过层次分析法初步确定指标权重,引入熵值法对指标权重进行改进,采用模糊综合评价法得到最终评价结果:在绿色金融基金运作过程中,内部风险是最主要的风险,其中信用风险和金融创新风险的影响最为显著;外部风险是第二重要的风险,其中最重要的是经济风险和政治风险。外部风险是第二重要的风险,其中经济风险和政治风险更为明显。从单因素方面对风险进行判断,利用评分值确定人为因素造成进度风险的可能性较高,最终通过综合评价确定水库工程的进度风险等级为中等。计算结果的合理性表明,熵理论和模糊综合评价法仍然适用于绿色投资风险的评价。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Construction and Analysis of Green Investment Risk Evaluation Index System Based on Information Entropy Fuzzy Hierarchical Analysis Model
This paper adopts the information entropy fuzzy hierarchical analysis model to conduct an in-depth study and analysis of the green investment risk evaluation system and to process and analyze its indicators. The entropy method-fuzzy hierarchical analysis is used to evaluate the green financial capital operation risk. Firstly, I point out the research trends and shortcomings, define the concepts of fund operation, operation risk, risk evaluation, and green finance, and elaborate the relevant basic theories to lay the theoretical foundation for the later research; secondly, I identify the external and internal fund operation risks by describing the development plan, overall operation, and specific operation plan of green finance; then, according to the existing fund operation risks, I integrate commercial banks’ risk. Then, based on the existing fund operation risks, I integrate the risk types of commercial banks, combine the characteristics of green finance business, design the green finance fund operation risk evaluation index system, initially determine the index weights through hierarchical analysis method, introduce the entropy value method to improve the index weights, and use the fuzzy comprehensive evaluation method to obtain the final evaluation results: in the process of green finance fund operation, internal risk is the most important risk, among which credit risk and financial innovation risk have the most significant impact; external risk is the second most important risk, among which economic risk and political risk are the most important. External risks are the second most important risks, among which economic risks and political risks are more obvious. The risks are judged from single-factor aspects, and the scoring values are used to determine the higher possibility of schedule risks caused by human factors, and finally, the schedule risk level of the reservoir project is determined to be medium through a comprehensive evaluation. The reasonableness of the calculation results shows that the entropy theory and the fuzzy comprehensive evaluation method are still applicable to the assessment of green investment risks.
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