Emissions trading with rolling horizons
From MaRDI portal
Publication:2246656
DOI10.1016/j.jedc.2021.104099zbMath1475.91240OpenAlexW3133000211MaRDI QIDQ2246656
Simon Quemin, Raphaël Trotignon
Publication date: 16 November 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://www.chaireeconomieduclimat.org/RePEc/cec/wpaper/19-01-18-Cahier-R-2019-01-Quemin-Trotignon.pdf
Cites Work
- Unintended consequences of price controls: an application to allowance markets
- Cap-and-trade properties under different hybrid scheme designs
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Detecting failures of backward induction: Monitoring information search in sequential bargaining
- A theory of rolling horizon decision making
- Dynamic behavior of CO\(_2\) spot prices
- Short-term planning and the life-cycle consumption puzzle
- Maxmin expected utility with non-unique prior
- A model of intertemporal emission trading, banking, and borrowing
- Using nonlinear model predictive control for dynamic decision problems in economics
- The economics of pollution permit banking in the context of Title IV of the 1990 Clean Air Act Amendments
- Limited horizon forecast in repeated alternate games
- Resource prices and planning horizons
- On the Behaviour of Commodity Prices
- Efficiency of Sliding Plans in a Linear Model with Time-Dependent Technology
- Stochastic Equilibrium and Optimality with Rolling Plans
- Investment Under Uncertainty
- A Rational Route to Randomness
- A Sparsity-Based Model of Bounded Rationality *
- The Rate of Return on Everything, 1870–2015*
- Inattentive Producers
- Optimal Growth and Continual Planning Revision
- Stochastic Speculative Price
- A test of the principle of optimality
This page was built for publication: Emissions trading with rolling horizons
