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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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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Textbook 2012a 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.

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https://doi.org/10.1007/978-3-030-69621-4se is proposed by using mean-variance optimization in a broadly diversified portfolio composed of stocks, bonds, weather, energy and carbon assets. The Appendix details how to compute implied volatility series from options, which can then be used to represent the risk-neutral probability distribution of carbon prices.

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CO2 Price Fundamentals,c rationale behind the influence of extreme weather events on carbon prices, based on unanticipated temperatures changes. The Appendix presents an extension of the econometric framework on the basis of multivariate GARCH modelling between energy and CO. prices.

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