Analyse multi-échelle du comouvement entre les prix du quota carbone, du crédit carbone, et des produits énergétiques

Doctoral thesis French OPEN
Nsouadi, Clarda;
(2016)
  • Publisher: HAL CCSD
  • Subject: Finance carbone | Auto-Similarité et non-Linéarité | Prix du crédit et du quota carbone | causality | [ SHS.ECO ] Humanities and Social Sciences/Economies and finances | Price of quota and credit carbon | Co-Movement | [SHS.ECO]Humanities and Social Sciences/Economies and finances | cointegration | Wavelets | Prices in the energy sector | Carbon finance | Ondelettes | Co-Mouvement | Self-Similarity and non-Linearity | causalité

The purpose of this thesis is to contribute to the understanding of the carbon price quota structure, the analysis of its fluctuation, and the interactions that may exist between on the one hand the EU system of emission quota exchange (ETS) and the mechanism for clean ... View more
  • References (70)
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    Section 1 : Le Changement climatique : Réalités et Conséquences..……….................18 Section 2 : Le fonctionnement du marché Européen de permis d'émission...................43 CHAPITRE II : Analyse multi-échelle du Co-mouvement entre le prix du quota (SCEQE) et du crédit carbone (MDP) ..................................................................57 Section1 : La méthodologie………………………………………………………………….59 Section 2 : Analyse bivariée de la relation entre le prix du quota et du crédit Carbone………………………………………………………………................................. 73 Section 3 : Analyse Multi-échelle entre le prix du quota et du crédit carbone................86 [80] De Perthuis C (2008), EU Carbon Trading : Five Lessons from the pilot phase (2005, 2007), Université Paris Dauphine.

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