Julien Chevallier: 3 books

Book cover of The Economics of Commodity Markets
by Julien Chevallier, Florian Ielpo
Language: English
Release Date: June 19, 2013

As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds of participating firms, including asset managers, brokers, consultants, verification agencies and a myriad of other institutions. Universities...
Book cover of Pricing and Forecasting Carbon Markets

Pricing and Forecasting Carbon Markets

Models and Empirical Analyses

by Bangzhu Zhu, Julien Chevallier
Language: English
Release Date: May 9, 2017

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...
Book cover of Econometric Analysis of Carbon Markets

Econometric Analysis of Carbon Markets

The European Union Emissions Trading Scheme and the Clean Development Mechanism

by Julien Chevallier
Language: English
Release Date: September 21, 2011

Through analysis of the European Union Emissions Trading Scheme (EU ETS) and the Clean Development Mechanism (CDM), this book demonstrates how to use a variety of econometric techniques to analyze the evolving and expanding carbon markets sphere, techniques that can be extrapolated to the worldwide...
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