Stochastics Of Environmental And Financial Economics

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Stochastics Of Environmental And Financial Economics

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Author : Fred Espen Benth
language : en
Publisher: Springer
Release Date : 2015-10-23

Stochastics Of Environmental And Financial Economics written by Fred Espen Benth and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-23 with Science categories.

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.

Commodities Energy And Environmental Finance

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Author : René Aïd
language : en
Publisher: Springer
Release Date : 2015-06-30

Commodities Energy And Environmental Finance written by René Aïd and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-30 with Mathematics categories.

This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.

Dynamic And Stochastic Approaches To The Environment And Economic Development

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Author : Amitrajeet A Batabyal
language : en
Publisher: World Scientific
Release Date : 2008-03-14

Dynamic And Stochastic Approaches To The Environment And Economic Development written by Amitrajeet A Batabyal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-03-14 with Business & Economics categories.

This book is a collection of Amitrajeet A Batabyal's most important papers on the environment and economic development. It begins with a comprehensive and previously unpublished introductory chapter, followed by 12 chapters on different problems such as land use for agricultural purposes, environmental policy design, flood control, and renewable resource management. This book's uniqueness stems from the fact that it uses novel modeling tools that are largely unfamiliar to economists to shed valuable light on contemporary problems at the interface of the environment and economic development.

A Forward Backward Sdes Approach To Pricing In Carbon Markets

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Author : Jean-François Chassagneux
language : en
Publisher: Springer
Release Date : 2017-10-05

A Forward Backward Sdes Approach To Pricing In Carbon Markets written by Jean-François Chassagneux and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-05 with Mathematics categories.

In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regions worldwide and already represent more than $30 billion. However, scientific, and particularly mathematical, studies of these carbon markets are needed in order to expose their advantages and shortcomings, as well as allow their most efficient implementation. This Brief reviews mathematical properties such as the existence and uniqueness of solutions for the pricing problem, stability of solutions and their behavior. These fit into the theory of fully coupled forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. The authors present a numerical algorithm to compute the solution to these non-standard FBSDEs. They also carry out a case study of the UK energy market. This involves estimating the parameters to be used in the model using historical data and then solving a pricing problem using the aforementioned numerical algorithm. The Brief is of interest to researchers in stochastic processes and their applications, and environmental and energy economics. Most sections are also accessible to practitioners in the energy sector and climate change policy-makers.

Environmental Finance And Investments

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Author : Marc Chesney
language : en
Publisher: Springer
Release Date : 2015-11-21

Environmental Finance And Investments written by Marc Chesney and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-21 with Business & Economics categories.

This textbook provides an introduction to environmental finance and investments. The current situation raises fundamental questions that this book aims to address. Under which conditions could carbon pricing schemes contribute to a significant decrease in emissions? What are the new investment strategies that the Kyoto Protocol and the emerging carbon pricing schemes around the world should promote? In the context of carbon regulation through emission trading schemes, what is the trade-off between production, technological changes, and pollution? What is the nature of the relation between economic growth and the environment? This book intends to provide students and practitioners with the knowledge and the theoretical tools necessary to answer these and other related questions in the context of the so-called environmental finance theory. This is a new research strand that investigates the economic, financial, and managerial impacts of carbon pricing policies.

Environmental Economics And Investment Assessment Ii

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Author : K. Aravossis
language : en
Publisher: WIT Press
Release Date : 2008

Environmental Economics And Investment Assessment Ii written by K. Aravossis and has been published by WIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.

The current emphasis on sustainable development is a consequence of the general awareness of the need to solve numerous environmental problems resulting from our modern society. This book addresses the topic of investment assessment and environmental economics in an integrated way.

Finance And The Macroeconomics Of Environmental Policies

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Author : P. Arestis
language : en
Publisher: Springer
Release Date : 2015-01-29

Finance And The Macroeconomics Of Environmental Policies written by P. Arestis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-29 with Business & Economics categories.

This volume examines current and previous environmental policies, and suggests alternative strategies for the future. Addressing resource depletion and climate change are pressing priorities for modern economies. Planning energy infrastructure projects is complicated by uncertainty, as such clear government policies have a crucial role to play.

Financial Surveillance

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Author : Marianne Frisen
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-28

Financial Surveillance written by Marianne Frisen and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-28 with Mathematics categories.

This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market trends. The book discusses, in detail, schemes for different control charts and different linear and nonlinear time series models and applies methods to real data from worldwide markets, as well as including simulation studies.

The Economics Of Environmental Regulation

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Author : Wallace E. Oates
language : en
Publisher: Edward Elgar Publishing
Release Date : 1996-03

The Economics Of Environmental Regulation written by Wallace E. Oates and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-03 with Business & Economics categories.

'The Economics of Environmental Regulation is an excellent book . . . provides the reader with copies of some of the most important papers in the field. Wallace Oates writes well and there is great scope to his interests (his flexibility as an economist is witnessed by the fact that an earlier volume in the Great Economists series collects his pioneering contributions in the field of local government finance). Everything he writes is underpinned by firm theoretical rigour.' - Anthony Heyes, The Journal of Energy Literature Environmental regulation and policy making are increasingly influenced by economic considerations. Over the past 30 years, Wallace E. Oates has been closely involved in the development of environmental economics as a distinct and vital field for theoretical study, applied research and policy prescription. Drawing key papers together in a systematic fashion, Professor Oates's collection begins with thoughtful overviews of the field and then continues with discussion of specific issues. Among the topics addressed are instruments for environmental regulation, the use of fees and taxes, emission permits, environmental federalism and global environmental management.

Environmental Economics And Investment Assessment

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Author : K. Aravossis
language : en
Publisher: WIT Press
Release Date : 2006

Environmental Economics And Investment Assessment written by K. Aravossis and has been published by WIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.

The current emphasis on sustainable development is a consequence of the general awareness of the need to solve numerous environmental problems resulting from our modern society. This book addresses the topic of Investment Assessment and Environmental Economics in an integrated way; in accordance with the principles of sustainability; considering social and environmental impacts of new investments. Bringing together papers from the First International Conference on Environmental Economics and Investment Assessment, papers encompass topic areas such as: Economy and the Environment; Investment Planning and Assessment; Environmental Economics and Entrepreneurship; Environmental Investment Planning; Sustainable Environmental Management; Environmental Impact Assessments and Investments; Environmental Performance Indicators; Environmental Management Systems; Legislation and Law Enforcement; Cost Benefits Analysis; Natural Resources Management; Social Issues and Environmental Policies; Risk Management in Environmental Investment; Location Optimization.