Carbon markets and emission derivatives: The pricing of derivatives in the EU ETS

The European Union’s Emissions Trading Scheme (EU ETS) is the world’s largest carbon market operating and an important piece for European environmental policy. Launched in 2005, this market-scheme trades allowances and derivatives’ contracts that represent the right to emit a certain amount of pollu...

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Bibliographic Details
Main Author: Costa, João de Andrade Dias da (author)
Format: masterThesis
Language:eng
Published: 2014
Subjects:
Black-Scholes-Merton
Derivatives
Carbon market
EU ETS
Derivados financeiros
Mercados de carbono
Online Access:http://hdl.handle.net/10071/6241
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/6241

Internet

http://hdl.handle.net/10071/6241

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