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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.   Aimed at those with a basic understanding of time series econometrics, this book will be extremely useful for researchers and working professionals (trading managers, energy and commodity traders, quantitative analysts, consultants, utilities), and especially those in econometrics and carbon finance. The material is also appropriate for students (advanced undergraduates, MSc, MBA) in the field of econometrics, energy and environmental economics. Readers are supplied with hyperlinks to data and R computer codes, while instructors receive problem sets, a solutions manual, and presentation slides.

Emissions trading --- Business & Economics --- Economic Theory --- Economic History --- Econometric models --- Economic aspects --- Air --- Emissions credit trading --- Emissions rights trading --- Marketable permits for carbon dioxide emissions --- Tradeable emission permits --- Trading emissions credits --- Pollution --- Statistics. --- Environment. --- Industrial organization. --- Macroeconomics. --- Environmental economics. --- Economics. --- Industrial Organization. --- Environmental Economics. --- Macroeconomics/Monetary Economics//Financial Economics. --- Statistics, general. --- Statistics and Computing/Statistics Programs. --- Environment, general. --- Environmental policy --- Carbon offsetting --- Carbon taxes --- Mathematical statistics. --- Environmental sciences. --- Environmental science --- Science --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Economics --- Environmental quality --- Industries --- Organization --- Industrial concentration --- Industrial management --- Industrial sociology --- Environmental aspects --- Econometric models. --- Statistics . --- Balance of nature --- Biology --- Bionomics --- Ecological processes --- Ecological science --- Ecological sciences --- Environment --- Environmental biology --- Oecology --- Environmental sciences --- Population biology --- Ecology --- Ecology.

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This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.

Finance --- Mathematical models.

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This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for pricing and forecasting the carbon market in the context of managerial issues. It explores the related issues of pricing and forecasting the carbon market using theoretical models and empirical analyses, demonstrating how the carbon market, as a policy-based artificial market, is complex and influenced by both the market mechanisms and the external heterogeneous environments. By integrating the features of analytical systems, it offers insights to further our scientific understanding of the pricing mechanism and the variable laws governing the carbon market. Moreover, it lays a foundation for dealing with climate change in China and constructing a national carbon market there. Ultimately, it actively contributes to the energy saving and CO2 emission reduction promoted by the carbon market. The carbon market, represented by the European Union Emissions Trading System (EU ETS), is a cost-effective measure for tackling climate change. Furthermore, pricing and forecasting carbon market has been one of the research focuses in the fields of energy and climate change. As a policy tool of the trading mechanism, the carbon market offers a great institutional innovation for coping with climate change. Due to its multiple advantages including saving costs and environment protection, and political feasibility, more and more countries including China have applied the carbon market for carbon dioxide (CO2) emission reduction. Accurately understanding the pricing mechanism and mastering the fluctuating law of carbon market is essential to build a national carbon market for China.

Climate change. --- Statistics. --- Engineering economics. --- Engineering economy. --- Energy industries. --- Econometrics. --- Environmental economics. --- Economics. --- Environmental Economics. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Energy Economics. --- Engineering Economics, Organization, Logistics, Marketing. --- Climate Change Management and Policy. --- Economic forecasting --- Capital market --- Econometric models. --- Capital markets --- Market, Capital --- Finance --- Financial institutions --- Loans --- Money market --- Securities --- Crowding out (Economics) --- Efficient market theory --- Statistics for Business, Management, Economics, Finance, Insurance. --- Energy Policy, Economics and Management. --- Economy, Engineering --- Engineering economics --- Industrial engineering --- Economics, Mathematical --- Statistics --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Economics --- Environmental quality --- Environmental aspects --- Economic aspects --- Statistics . --- Energy policy. --- Energy and state. --- Changes, Climatic --- Changes in climate --- Climate change --- Climate change science --- Climate changes --- Climate variations --- Climatic change --- Climatic changes --- Climatic fluctuations --- Climatic variations --- Global climate changes --- Global climatic changes --- Climatology --- Climate change mitigation --- Teleconnections (Climatology) --- Energy and state --- Power resources --- State and energy --- Industrial policy --- Energy conservation --- Government policy --- Global environmental change --- Climatic changes.

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• Reference Manager
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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.   Aimed at those with a basic understanding of time series econometrics, this book will be extremely useful for researchers and working professionals (trading managers, energy and commodity traders, quantitative analysts, consultants, utilities), and especially those in econometrics and carbon finance. The material is also appropriate for students (advanced undergraduates, MSc, MBA) in the field of econometrics, energy and environmental economics. Readers are supplied with hyperlinks to data and R computer codes, while instructors receive problem sets, a solutions manual, and presentation slides.

Statistical science --- Economics --- Environmental protection. Environmental technology --- Computer. Automation --- economie --- informatica --- statistiek --- milieuzorg --- milieubeheer