Econometric Analysis of Carbon Markets

The European Union Emissions Trading Scheme and the Clean Development Mechanism

Julien Chevallier (Autor)

Buch | Softcover

217 Seiten

2014
Springer (Verlag)
978-94-007-9666-9 (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.

Erscheint lt. Verlag	28.11.2014
Zusatzinfo	XXX, 217 p.
Verlagsort	Dordrecht
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
	Naturwissenschaften ► Biologie ► Ökologie / Naturschutz
	Technik ► Umwelttechnik / Biotechnologie
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
ISBN-10	94-007-9666-8 / 9400796668
ISBN-13	978-94-007-9666-9 / 9789400796669
Zustand	Neuware