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

Thesis defence

  • Date of defence: 2. 2. 2015
  • Supervisor: Ing. Daniel Němec, Ph.D.
  • Reader: Oleg Deev

Citation record

Full text of thesis

Contents of on-line thesis archive
Published in Theses:
  • světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta

Masaryk University

Faculty of Economics and Administration

Master programme / field:
Economic Policy and Administration / Financial Management (Eng.)