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.For developing R packages used in this book, I wish to thank Achim Zeileis, Friedrich Leisch, Bruce Hansen, Kurt ... Problem sets (with solutions manual) are presented at the end of the relevant chapters, and presentation slides for eachanbsp;...

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


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