Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/93075
Title: Modelo de prediccion para el mercado de emisiones de CO2. Una aplicacion al caso del mercado español.
Authors: Marrero Mendoza, Saúl
Director: Sánchez Medina, Agustín Jesús 
Alonso Hernández, Jesús Bernardino 
UNESCO Clasification: 3325 Tecnología de las telecomunicaciones
Issue Date: 2017
Abstract: This work presents a study of the Emission Trading System and an analysis of its behaviour, as well as a comparison of this market with other sectors related to energy and the environment is performed. First, a contextualisation of the C02 emission trading is carried out, and how this market has evolved since the Kyoto Protocol treaty was adopted until the emergence of this type of market and, specifically, the electronic market that operates in Spain, SENDEC02. Subsequently, other sources chosen to discover its relationship with the Emissions trading are studied and a brief pre-processing is carried out in order to conduct the study properly. Regarding the first studies, to demonstrate the veracity and precision of the methods and R packages used for the study of the Emissions trading, a previous set of tests on a collection of synthetic known signals and different combinations between them. This preliminary study aims to understand if the predictions considered are real. Finally, the results obtained with the synthetic signals are as expected. As for the study of the economic series of the database, the results show that there is a string relationship between the value of the C02 emission rights and the IBEX35 price. Furthermore, the price of electricity is also related, to a lesser extent, to the price of C02 emission rights. The achieved results are really promising for a pilot study in which some hypothesis of dependence between series have been considered. From these considerations, the possibility of performing more exhaustive work with different techniques and series is opened.
Department: Departamento de Economía y Dirección De Empresas
Degree: Máster Universitario en Soluciones TIC para Bienestar y Medio Ambiente
URI: http://hdl.handle.net/10553/93075
Appears in Collections:Trabajo final de máster
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