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Econometric Analysis of Carbon Markets

The European Union Emissions Trading Scheme and the Clean Development Mechanism

Julien Chevallier (Autor)

Buch | Hardcover

217 Seiten

2011 | 2012
Springer (Verlag)
978-94-007-2411-2 (ISBN)

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Through analysis of the European Union Emissions Trading Scheme (EU ETS) and the Clean Development Mechanism (CDM), this book demonstrates how to use a variety of econometric techniques to analyze the evolving and expanding carbon markets sphere, techniques that can be extrapolated to the worldwide marketplace. It features stylized facts about carbon markets from an economics perspective, as well as covering key aspects of pricing strategies, risk and portfolio management.

1. Introduction to Emissions Trading.- 2. CO2 Price Fundamentals.- 3. Link With The Macroeconomy.- 4. The Clean Development Mechanism.- 5. Risk-Hedging Strategies And Portfolio Management.- 6. Advanced Topics: Time-To-Maturity and Modeling the Volatility of Carbon Prices.- Solutions.- Index.

Zusatzinfo	XXX, 217 p.
Verlagsort	Dordrecht
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
	Naturwissenschaften ► Biologie ► Ökologie / Naturschutz
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	94-007-2411-X / 940072411X
ISBN-13	978-94-007-2411-2 / 9789400724112
Zustand	Neuware