Switch the Regime of Cap-and-Trade : An Econometric Approach to the Prices of CO2 Emission Allowances – Ing. Shadie Broumandi
Ing. Shadie Broumandi
Master's thesis
Switch the Regime of Cap-and-Trade : An Econometric Approach to the Prices of CO2 Emission Allowances
Switch the Regime of Cap-and-Trade : An Econometric Approach to the Prices of CO2 Emission Allowances
Abstract:
The European Union is running the largest mulch-country, mulch-sector greenhouse gas emission trading scheme world-wide. We analyze the shortterm spot price behavior of carbon dioxide (CO2) emission allowances under EU-ETS trading scheme. We aim to provide the appropriate methodology to get insights into the emission market price scenarios. As volatility is one of the main risk factors in such a market …more
Language used: English
Date on which the thesis was submitted / produced: 19. 5. 2014
Identifier:
https://is.muni.cz/th/gkknr/
Thesis defence
- Date of defence: 2. 2. 2015
- Supervisor: Ing. Daniel Němec, Ph.D.
- Reader: Oleg Deev
Citation record
ISO 690-compliant citation record:
BROUMANDI, Shadie. \textit{Switch the Regime of Cap-and-Trade : An Econometric Approach to the Prices of CO2 Emission Allowances}. Online. Master's thesis. Brno: Masaryk University, Faculty of Economics and Administration. 2014. Available from: https://theses.cz/id/2nf1g7/.
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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Economic Policy and Administration / Financial Management (Eng.)
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