Econometric Analysis of Carbon Markets The European Union Emissions Trading Scheme and the Clean Development Mechanism /

• Main Author: Chevallier, Julien (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Dordrecht : Springer Netherlands : Imprint: Springer, 2012.
• Subjects: Statistics.; Environment.; Industrial organization.; Macroeconomics.; Environmental economics.; Economics.; Industrial Organization.; Environmental Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Statistics, general.; Statistics and Computing/Statistics Programs.; Environment, general.

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...

Table of Contents:

• 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.