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Econometric Analysis of Carbon Markets

The European Union Emissions Trading Scheme and the Clean Development Mechanism

  • Textbook
  • © 2012

Overview

  • 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
  • Suitable as a textbook in econometrics detailing the techniques used to analyze the CO2 markets (EU ETS, CDM)
  • Includes problem sets, a solutions manual, and presentation slides for instructors
  • Includes supplementary material: sn.pub/extras

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Table of contents (6 chapters)

Keywords

About this book

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.

Authors and Affiliations

  • University Paris Dauphine, Department of Economics, CGEMP/LEDa, Paris, France

    Julien Chevallier

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