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Titlebook: Econometric Analysis of Carbon Markets; The European Union E Julien Chevallier Textbook 2012 Springer Science+Business Media B.V. 2012 Carb

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书目名称Econometric Analysis of Carbon Markets
副标题The European Union E
编辑Julien Chevallier
视频video
概述Provides comprehensive coverage and quantitative treatment of carbon markets, with economic content.Offers online access with hyperlinks to data and R computer codes to develop programming skills.Suit
图书封面Titlebook: Econometric Analysis of Carbon Markets; The European Union E Julien Chevallier Textbook 2012 Springer Science+Business Media B.V. 2012 Carb
描述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.
出版日期Textbook 2012
关键词Carbon Market; Clean Development Mechanism; Econometrics; Energy Economics; European Union Emissions Tra
版次1
doihttps://doi.org/10.1007/978-94-007-2412-9
isbn_softcover978-94-007-9666-9
isbn_ebook978-94-007-2412-9
copyrightSpringer Science+Business Media B.V. 2012
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978-94-007-9666-9Springer Science+Business Media B.V. 2012
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Biotransformation/Bioconversion,ions. Second, we introduce the main characteristics of emissions trading, be it in terms of spatial and temporal limits, initial allocation rules or price caps and price floors. Third, we provide a descriptive analysis of the price development of EU CO. allowances.
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https://doi.org/10.1007/978-94-007-6337-1ew the econometric techniques based on dummy variables and structural breaks which may be useful to detect how institutional news announcements affect the price path of carbon. Second, we detail how energy prices related to fuel use (brent, natural gas, coal) and power producers’ fuel-switching beha
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Robert Martin,Jean-Pierre Buissoninstitutional variables studied in previous chapters. Several variables from the stock and bond markets are first studied, along with their influence on the carbon market. Second, macroeconomic, financial and commodity indicators are introduced by the means of factor models. Third, the relationship
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