Bøger af Julien Chevallier

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.

As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds of participating firms, including asset managers, brokers, consultants, verification agencies and a myriad of other institutions.

Aimed at those with a basic understanding of time series econometrics, this analysis of the EU's emissions trading scheme and its 'clean development mechanism' shows how to use econometric techniques to analyze the evolving and expanding carbon markets sphere.