Econometric Analysis of Carbon Markets

DOI10.1007/978-94-007-2412-9zbMath1225.91003OpenAlexW1865793608MaRDI QIDQ3094124

Julien Chevallier

Publication date: 21 October 2011

Full work available at URL: https://doi.org/10.1007/978-94-007-2412-9

zbMATH Keywords

regression analysisGARCHportfolio management\texttt{R}carbon price\(\text{CO}_2\) allowance trading marketenergy price

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items (2)

Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching ⋮ Time-varying copula models for financial time series

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