The EU carbon market has nosedived as the trade in emissions permits and offsets catches the contagion that has spread across global financial markets in recent days.

The prices of EUAs and CERs have fallen sharply as fears of a worldwide economic slump take hold. The pivotal US economy now appears on the brink of recession as the fallout from the sub-prime mortgage lending collapse shakes confidence among market professionals and private investors.

The carbon market began to follow share and finance markets down last week (Jan 14-18), but modest falls had turned into a rout by this week. By the close of a very volatile day on Tuesday January 22, the price of the benchmark Dec 08 EUA contract had fallen 13 per cent on the European Climate Exchange since the start of the previous week.

Dec 08s closed at €20.31 having recovered some heavy falls earlier in the day, but was down €3.10 over the week. Longer dated futures and forward contracts suffered similar falls, Dec 09s closing at €20.78, Dec 10s at €21.32 and Dec 12s at €22.88.

The mood was reflected on Europe’s growing secondary CER market where issued CERs for forward delivery also fell 11 per cent. Dec 08 CERs have fallen €1.95 over a week to close at €15.45 on the Nord Pool Exchange on Tuesday. In the US market, CERs on the Chicago Climate Exchange fell $2.19on Tuesday to $22.76 (€15.55).

The downturn brings and end to period of relative buoyancy in the market toward the end of 2007 and in the New Year as a rising oil price and confidence in Phase II of the EU ETS grew. The past week’s falls have seen prices slump to their lowest levels in over four months.

A global downturn in economic activity would cause a reduction in greenhouse gas emissions and lower demand for emission permits in Europe. While this is the fundamental link between carbon markets to the economy and other financial markets, the price falls have been driven more by general sentiments of nervousness and uncertainty that has driven all markets down around the world.

While the industrialised world now faces a period of slower growth, it may well be that the sharp market sell-off has been overdone. Decisive action by the US Federal Reserve to cut interest rates on Tuesday, along with a White House fiscal stimulus package should restore some confidence to markets now and underpin growth over coming months. With further rate cuts fully expected, it is currently more likely than not that any US recession is mild and relatively short-lived.

However, all financial markets, carbon included, can expect the volatile ride to continue for now with further losses and temporary upswings possible. The primary market for CERs yet to be issued won’t see the same volatility. But participants can expect to see some lowering of prices in emission reduction purchase agreements (ERPAs) at the higher end in CDM project host countries like India. Prices in China may not be affected. The size of any price falls, however, will likely depend on how deep the downturn turns out to be worldwide and how long it continues.

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