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Emission Certificates on Financial and Energy Markets

In: CARBON FINANCE A RISK MANAGEMENT VIEW

Author

Listed:
  • MARTIN HELLMICH
  • RÜDIGER KIESEL

Abstract

The following sections are included:Dynamics of EU ETS CertificatesStochastic Models for Emission CertificatesEquilibrium ModelsReduced-Form ModelsEffects on Financial and Energy MarketsEUA Certificates and Financial MarketsEUA Certificates on Electricity MarketsGreen Power Purchase Agreements

Suggested Citation

  • Martin Hellmich & Rüdiger Kiesel, 2021. "Emission Certificates on Financial and Energy Markets," World Scientific Book Chapters, in: CARBON FINANCE A RISK MANAGEMENT VIEW, chapter 8, pages 167-183, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9781800611023_0008
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    More about this item

    Keywords

    Climate Finance; Carbon Risks; Transition Risks; Emission Certificates; Green Bonds; Carbon Credits; Stress Tests; Machine Learning; Physical Risks; Carbon Markets; Carbon Disclosure; Carbon-Intensity; Commodity Markets; Climate Economics; Climate Risks; Big Data; Emission Certificates; Carbon Investors; Divestment;
    All these keywords.

    JEL classification:

    • Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics
    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
    • G1 - Financial Economics - - General Financial Markets
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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