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Econometric analysis of carbon markets : the European Union emissions trading scheme and the clean development mechanism / Julien Chevallier.
Lippincott Library HC240.9.P55 C44 2012
Available
- Format:
- Book
- Author/Creator:
- Chevallier, Julien.
- Language:
- English
- Subjects (All):
- Emissions trading--European Union countries--Econometric models.
- Emissions trading.
- Emissions trading--Economic aspects--European Union countries--Econometric models.
- Emissions trading--Economic aspects.
- Econometric models.
- European Union countries.
- Physical Description:
- xxx, 217 pages : illustrations (some color) ; 24 cm
- Place of Publication:
- Dordrecht ; New York : Springer, [2012]
- Contents:
- Introduction to emissions trading
- CO₂ price fundamentals
- Link with the macroeconomy
- The clean development mechanism
- Risk-hedging strategies and portfolio management
- Advanced topics: time-to-maturity and modeling the volatility of carbon prices
- Solutions.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9789400724112
- 940072411X
- OCLC:
- 741541144
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