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Pricing and Forecasting Carbon Markets: Models and Empirical Analyses

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Personen und Körperschaften: Zhu, Bangzhu (VerfasserIn), Chevallier, Julien (Sonstige)
Titel: Pricing and Forecasting Carbon Markets: Models and Empirical Analyses/ by Bangzhu Zhu, Julien Chevallier
Format: E-Book
Sprache: Englisch
veröffentlicht:
Cham Springer 2017
Gesamtaufnahme: SpringerLink
Springer eBook Collection
Schlagwörter:
Druckausg.: Zhu, Bangzhu, Pricing and forecasting carbon markets, Cham : Springer International Publishing, 2017, xx, 168 Seiten
Quelle: Verbunddaten SWB
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520 |a 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 
520 |a Chapter 1. (Introduction) On the forecasting ability of carbon prices -- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets -- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market -- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis -- Chapter 5. Zipf analysis for analyzing speculators’ behavior on the carbon market -- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting -- Chapter 7. Hybrid models for carbon price forecasting -- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization -- Chapter 9. Multiscale prediction models for carbon prices -- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing 
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contents 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, Chapter 1. (Introduction) On the forecasting ability of carbon prices -- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets -- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market -- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis -- Chapter 5. Zipf analysis for analyzing speculators’ behavior on the carbon market -- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting -- Chapter 7. Hybrid models for carbon price forecasting -- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization -- Chapter 9. Multiscale prediction models for carbon prices -- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing
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spelling Zhu, Bangzhu (DE-588)1029365490 (DE-627)733295924 (DE-576)377240206 aut, Pricing and Forecasting Carbon Markets Models and Empirical Analyses by Bangzhu Zhu, Julien Chevallier, Cham Springer 2017, Online-Ressource (XX, 168 p. 40 illus., 26 illus. in color, online resource), Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, SpringerLink Bücher, Springer eBook Collection Economics and Finance, 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, Chapter 1. (Introduction) On the forecasting ability of carbon prices -- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets -- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market -- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis -- Chapter 5. Zipf analysis for analyzing speculators’ behavior on the carbon market -- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting -- Chapter 7. Hybrid models for carbon price forecasting -- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization -- Chapter 9. Multiscale prediction models for carbon prices -- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing, 1.1\x Emissionshandel (DE-627)09135692X (DE-2867)20762-1 stw, 1.2\x Treibhausgas-Emissionen (DE-627)091370973 (DE-2867)14640-1 stw, 1.3\x Preis (DE-627)091383927 (DE-2867)10213-5 stw, 1.4\x Umweltkosten (DE-627)091396158 (DE-2867)15773-5 stw, 1.5\x Prognoseverfahren (DE-627)091384680 (DE-2867)15072-0 stw, 1.6\x Ökonometrie (DE-627)091381290 (DE-2867)15373-0 stw, 1.7\x Statistische Methode (DE-627)091392101 (DE-2867)15064-6 stw, Climate change, Statistics, Engineering economics, Engineering economy, Energy industries, Econometrics, Environmental economics, Economics, Climatic changes, s (DE-588)4164199-1 (DE-627)104288116 (DE-576)209886927 Klimaänderung gnd, s (DE-588)4056995-0 (DE-627)106152955 (DE-576)209119799 Statistik gnd, DE-101, s (DE-588)4061638-1 (DE-627)104388757 (DE-576)209140666 Umweltökonomie gnd, s (DE-588)4014743-5 (DE-627)106338951 (DE-576)208909125 Energiewirtschaft gnd, s (DE-588)4132280-0 (DE-627)105688924 (DE-576)209634235 Ökonometrie gnd, (DE-627), Chevallier, Julien oth, 9783319576176, Druckausg. Zhu, Bangzhu Pricing and forecasting carbon markets Cham : Springer International Publishing, 2017 xx, 168 Seiten (DE-627)1626205787 (DE-576)49003537X 9783319862095 9783319576176 3319576186, Printed edition 9783319576176, https://doi.org/10.1007/978-3-319-57618-3 B:SPRINGER Verlag lizenzpflichtig Volltext, https://swbplus.bsz-bw.de/bsz489634591cov.jpg V:DE-576 X:springer image/jpeg 20170614170715 Cover, (DE-627)889273642, http://dx.doi.org/10.1007/978-3-319-57618-3 DE-Ch1, DE-Ch1 epn:3407416229 2017-06-09T15:15:06Z, DE-105 epn:3407416261 2018-03-12T17:34:35Z, http://dx.doi.org/10.1007/978-3-319-57618-3 DE-Zwi2, DE-Zwi2 epn:3407416326 2017-06-09T15:15:06Z
spellingShingle Zhu, Bangzhu, Pricing and Forecasting Carbon Markets: Models and Empirical Analyses, 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, Chapter 1. (Introduction) On the forecasting ability of carbon prices -- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets -- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market -- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis -- Chapter 5. Zipf analysis for analyzing speculators’ behavior on the carbon market -- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting -- Chapter 7. Hybrid models for carbon price forecasting -- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization -- Chapter 9. Multiscale prediction models for carbon prices -- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing, Emissionshandel, Treibhausgas-Emissionen, Preis, Umweltkosten, Prognoseverfahren, Ökonometrie, Statistische Methode, Climate change, Statistics, Engineering economics, Engineering economy, Energy industries, Econometrics, Environmental economics, Economics, Climatic changes, Klimaänderung, Statistik, Umweltökonomie, Energiewirtschaft
swb_id_str 489634591
title Pricing and Forecasting Carbon Markets: Models and Empirical Analyses
title_auth Pricing and Forecasting Carbon Markets Models and Empirical Analyses
title_full Pricing and Forecasting Carbon Markets Models and Empirical Analyses by Bangzhu Zhu, Julien Chevallier
title_fullStr Pricing and Forecasting Carbon Markets Models and Empirical Analyses by Bangzhu Zhu, Julien Chevallier
title_full_unstemmed Pricing and Forecasting Carbon Markets Models and Empirical Analyses by Bangzhu Zhu, Julien Chevallier
title_short Pricing and Forecasting Carbon Markets
title_sort pricing and forecasting carbon markets models and empirical analyses
title_sub Models and Empirical Analyses
title_unstemmed Pricing and Forecasting Carbon Markets: Models and Empirical Analyses
topic Emissionshandel, Treibhausgas-Emissionen, Preis, Umweltkosten, Prognoseverfahren, Ökonometrie, Statistische Methode, Climate change, Statistics, Engineering economics, Engineering economy, Energy industries, Econometrics, Environmental economics, Economics, Climatic changes, Klimaänderung, Statistik, Umweltökonomie, Energiewirtschaft
topic_facet Emissionshandel, Treibhausgas-Emissionen, Preis, Umweltkosten, Prognoseverfahren, Ökonometrie, Statistische Methode, Climate change, Statistics, Engineering economics, Engineering economy, Energy industries, Econometrics, Environmental economics, Economics, Climatic changes, Klimaänderung, Statistik, Umweltökonomie, Energiewirtschaft
udk_facet_de105 Wirtschaftswissenschaften
udk_raw_de105 QT 000
url https://doi.org/10.1007/978-3-319-57618-3, https://swbplus.bsz-bw.de/bsz489634591cov.jpg, http://dx.doi.org/10.1007/978-3-319-57618-3
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