Tác động lan truyền của A.I và sự bất ổn trên thị trường năng lượng: Một phân tích bằng mô hình vectơ tự hồi quy phân vị (QVAR)
DOI:
https://doi.org/10.33301/JED.VI.2672Từ khóa:
Trí tuệ nhân tạo, biến động thị trường năng lượng tái tạo, biến động toàn cầu, QVARTóm tắt
Nghiên cứu sử dụng mô hình QVAR để đánh giá mức độ lan truyền rủi ro giữa bất ổn năng lượng và các chỉ số AI với dữ liệu theo tháng từ tháng 6/2018 tới tháng 10/2022. Nghiên cứu chứng minh sự thay đổi theo thời gian của mức độ lan truyền rủi ro khi bùng phát COVID-19 và khủng hoảng Nga-Ukraine. Bất ổn trên thị trường năng lượng chủ yếu nhận cú sốc ròng trong năm 2020 ở tất cả phân vị và ở phân vị dưới 20% và trên 80% trong năm 2022. Kết nối theo cặp cho thấy bất ổn năng lượng đa phần bị chi phối bởi các chỉ số AI như BOTZ, IRBO, ROBT từ 2020 tới đầu năm 2021 và từ cuối 2021 tới cuối 2022. Nói cách khác, AI đóng vai trò quan trọng trong việc ổn định biến động năng lượng trong cả ngắn hạn và dài hạn. Sự mở rộng của AI yêu cầu các chính sách thúc đẩy việc ứng dụng AI một cách có đạo đức, cũng như các can thiệp thị trường dựa trên AI nhằm tăng cường an ninh năng lượng.
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