000 | 03169nam a22005175i 4500 | ||
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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 |
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024 | 7 |
_a10.1007/978-94-007-2412-9 _2doi |
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050 | 4 | _aHB71-74 | |
072 | 7 |
_aK _2bicssc |
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072 | 7 |
_aBUS000000 _2bisacsh |
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082 | 0 | 4 |
_a330 _223 |
100 | 1 |
_aChevallier, Julien. _eauthor. |
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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. |
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300 |
_aXXX, 217p. 74 illus., 29 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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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 |