![]() Energy, Finance, Carbon Econometrics of Energy Markets Paris Dauphine University (CGEMP/LEDa), Place du Marechal de Lattre de Tas-signy, 75775 Paris Cedex 16, France. The course is closed tostudents outside of Paris Dauphine University. Practical applicationsunder Eviews software.Įligibility: Students enrolled in the MSc Energy, Finance, Carbon -both in research and professional majors - may register for this course.Students from other MSc need the explicit agreement of the teacherbefore starting the course to be registered. Structure: 18 hours course (equivalent to 2.5 ECTS credits) in com-puter rooms, divided in 6 lectures of 3 hours. Students will be trained with the Eviews sofwtarein computer labs in order to replicate research papers in thefield of their choice. The emphasis is placed on financial economet-rics, through the use of linear regression models, vector au-toregressive models, cointegration models, and GARCH(p,q)models. The course covers a wide rangeof applications in the oil, natural gas, coal, electricity andCO2 markets. The objective of this course is to provide students with agood command of time-series tools that may be used for theanalysis of energy markets. Econometrics of Energy MarketsMSc Energy, Finance, Carbon
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