Econometric Analysis of Carbon Markets

Econometric Analysis of Carbon Markets

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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.The socalled Samuelson hypothesis is tested in a regression framework, by accounting for seasonality and liquidity issues. ... this book may be appealing to courses in finance, such as principles of financial markets, financial economics and financial ... a new commodity, it will also be eligible to courses on commodity markets and risk management on these markets. ... Problem sets (with solutions manual) are presented at the end of the relevant chapters, and presentation slides foranbsp;...

Title:Econometric Analysis of Carbon Markets
Author:Julien Chevallier
Publisher:Springer Science & Business Media - 2011-09-21


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