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

by Julien Chevallier

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

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Year of publication:	2012
Authors:	Chevallier, Julien
Publisher:	Dordrecht : Springer Science+Business Media B.V
Subject:	Emissionshandel \| Emissions trading \| Clean Development Mechanism \| Clean development mechanism \| Hedging \| Portfolio-Management \| Portfolio selection \| ARCH-Modell \| ARCH model \| EU-Staaten \| EU countries \| Kohlendioxidemission \| Umweltzertifikathandel \| Ökonometrie \| Marktanalyse
Description of contents:	Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

Extent:	Online-Ressource (XXX, 217p. 74 illus., 29 illus. in color, digital)
Series:	SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index
ISBN:	978-94-007-2412-9 ; 978-94-007-2411-2
Other identifiers:	10.1007/978-94-007-2412-9 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014015531