Chevallier Econometric Analysis of Carbon Markets
1. Auflage 2011
ISBN: 978-94-007-2412-9
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
The European Union Emissions Trading Scheme and the Clean Development Mechanism
E-Book, Englisch, 247 Seiten, eBook
ISBN: 978-94-007-2412-9
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Upper undergraduate
Autoren/Hrsg.
Weitere Infos & Material
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.