Econometric Analysis of Carbon Markets
The European Union Emissions Trading Scheme and the Clean Development Mechanism
Published on 28. November 2014
Book
Paperback/Softback
XXX, 217 pages
978-94-007-9666-9 (ISBN)
Description
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.
More details
Edition
2012 ed.
Language
English
Place of publication
Dordrecht
Netherlands
Target group
Upper undergraduate
Illustrations
XXX, 217 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 14 mm
Weight
382 gr
ISBN-13
978-94-007-9666-9 (9789400796669)
DOI
10.1007/978-94-007-2412-9
Schweitzer Classification
Other editions
Additional editions
Julien Chevallier
Econometric Analysis of Carbon Markets
The European Union Emissions Trading Scheme and the Clean Development Mechanism
Book
09/2011
Springer
€53.49
Shipment within 15-20 days
Content
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.