Pricing and Forecasting Carbon Markets Models and Empirical Analyses /

• Main Authors: Zhu, Bangzhu (Author), Chevallier, Julien (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Subjects: Climate change.; Statistics.; Engineering economics.; Engineering economy.; Energy industries.; Econometrics.; Environmental economics.; Economics.; Environmental Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Energy Economics.; Engineering Economics, Organization, Logistics, Marketing.; Climate Change Management and Policy.

This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for pricing and forecasting the carbon market in the context of managerial issues. It explores the related issues of pricing and forecasting the carbon market using theoretical models...

Table of Contents:

• Chapter 1. (Introduction) On the forecasting ability of carbon prices
• Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets
• Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market
• Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis
• Chapter 5. Zipf analysis for analyzing speculators’ behavior on the carbon market
• Chapter 6. Linear and non-linear combinatory models for carbon price forecasting
• Chapter 7. Hybrid models for carbon price forecasting
• Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization
• Chapter 9. Multiscale prediction models for carbon prices
• Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing.