000 03169nam a22005175i 4500
001 978-94-007-2412-9
003 DE-He213
005 20140220083341.0
007 cr nn 008mamaa
008 110920s2012 ne | s |||| 0|eng d
020 _a9789400724129
_9978-94-007-2412-9
024 7 _a10.1007/978-94-007-2412-9
_2doi
050 4 _aHB71-74
072 7 _aK
_2bicssc
072 7 _aBUS000000
_2bisacsh
082 0 4 _a330
_223
100 1 _aChevallier, Julien.
_eauthor.
245 1 0 _aEconometric Analysis of Carbon Markets
_h[electronic resource] :
_bThe European Union Emissions Trading Scheme and the Clean Development Mechanism /
_cby Julien Chevallier.
264 1 _aDordrecht :
_bSpringer Netherlands :
_bImprint: Springer,
_c2012.
300 _aXXX, 217p. 74 illus., 29 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _a1. 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.
520 _aThrough 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.
650 0 _aEconomics.
650 0 _aStatistics.
650 0 _aMathematical statistics.
650 0 _aEnvironmental sciences.
650 0 _aEnvironmental economics.
650 0 _aFinance.
650 1 4 _aEconomics/Management Science.
650 2 4 _aEconomics/Management Science, general.
650 2 4 _aEnvironmental Economics.
650 2 4 _aFinancial Economics.
650 2 4 _aStatistics, general.
650 2 4 _aStatistics and Computing/Statistics Programs.
650 2 4 _aEnvironment, general.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9789400724112
856 4 0 _uhttp://dx.doi.org/10.1007/978-94-007-2412-9
912 _aZDB-2-SBE
999 _c104473
_d104473