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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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, ris

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Response 3 Pleading for a vision-maturity effects. This chapter illustrates the superiority of realized volatility in carbon pricing, as the data is observed and modeled at the highest possible frequency. An Appendix completes this chapter by dealing with statistical tests to detect instability in the volatility of carbon prices.

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Advanced Topics: Time-to-Maturity and Modeling the Volatility of Carbon Prices,-maturity effects. This chapter illustrates the superiority of realized volatility in carbon pricing, as the data is observed and modeled at the highest possible frequency. An Appendix completes this chapter by dealing with statistical tests to detect instability in the volatility of carbon prices.

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Introduction to Emissions Trading,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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CO2 Price Fundamentals,ew 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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The Clean Development Mechanism,ated under these project mechanisms. Indeed, secondary CERs are valid for compliance within the European trading system up to 13.4% on average. Following a review of the main characteristics of CER contracts and price development, we study the relationship between EUAs and CERs in vector autoregress