EconPapers    
Economics at your fingertips  
 

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

Julien Chevallier

Post-Print from HAL

Abstract: 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. Aimed at those with a basic understanding of time series econometrics, this book will be extremely useful for researchers and working professionals (trading managers, energy and commodity traders, quantitative analysts, consultants, utilities), and especially those in econometrics and carbon finance. The material is also appropriate for students (advanced undergraduates, MSc, MBA) in the field of econometrics, energy and environmental economics. Readers are supplied with hyperlinks to data and R computer codes, while instructors receive problem sets, a solutions manual, and presentation slides.

Keywords: Carbon Market; Clean Development Mechanism; Econometrics; Energy Economics; European Union Emissions Trading Scheme (search for similar items in EconPapers)
Date: 2012
Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00642336
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Published in Springer, pp.226, 2012

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism (2011) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00642336

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().

 
Page updated 2019-11-24
Handle: RePEc:hal:journl:halshs-00642336