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Carbon Financial Market: The Case of the EU Trading Scheme
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Author(s): Adil El Amri (LERSEM, National School of Business and Management (ENCG), Chouaib Doukkali University, Morocco), Salah Oulfarsi (LERSEM, National School of Business and Management (ENCG), Chouaib Doukkali University, Morocco), Abdelhak Sahib Eddine (LERSEM, National School of Business and Management (ENCG), Chouaib Doukkali University, Morocco), Abdelbari El Khamlichi (LERSEM, National School of Business and Management (ENCG), Chouaib Doukkali University, Morocco), Yassine Hilmi (LERSEM, National School of Business and Management (ENCG), Chouaib Doukkali University, Morocco), Abdelmajid Ibenrissoul (ISO, National School of Business and Management (ENCG), Hassan II University, Morocco), Abdelouahad Alaoui Mdaghri (FSJESAC, Hassan II University, Morocco)and Rachid Boutti (LaRGe, National School of Business and Management (ENCG), Ibn Zohr University, Morocco)
Copyright: 2022
Pages: 22
Source title:
Handbook of Research on Energy and Environmental Finance 4.0
Source Author(s)/Editor(s): Abdul Rafay (University of Management and Technology, Pakistan)
DOI: 10.4018/978-1-7998-8210-7.ch017
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Abstract
This chapter explains the drivers for carbon prices related to institutional decisions, energy prices, and weather events. The study focuses on price changes in the EU as being the most liquid carbon asset. In this regard, the daily spot price of the EU is highlighted to demonstrate the daily changes, given the high volatility in this carbon financial market. The CO2 prices depend on several determinants. This chapter constitutes an introduction to emission trading and an overview of the regulations of carbon financial markets. First, the price changes in the EU and primary energy prices are discussed. Second, the characteristics of emissions trading are introduced in terms of spatial and temporal limits, clean dark spread, and switch price. Third, a global analysis of atmospheric variables, structural variations, the subprime crisis, and the COVID-19 crisis is presented.
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