Empirical performance of reduced-form models for emission permit prices
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Publication:2328779
Recommendations
- The endogenous price dynamics of emission allowances and an application to CO\(_2\) option pricing
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Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- Cap-and-trade properties under different hybrid scheme designs
- Dynamic behavior of CO\(_2\) spot prices
- Market design for emission trading schemes
- Optimal stochastic control and carbon price formation
- Risk-neutral models for emission allowance prices and option values
- The endogenous price dynamics of emission allowances and an application to CO\(_2\) option pricing
- Time series analysis by state space methods
Cited in
(7)- Emission permits option value evaluation model
- Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area
- Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions
- LP models for pricing diffuse nitrate discharge permits
- Emissions trading with rolling horizons
- Modeling and computation of mean field game with compound carbon abatement mechanisms
- Carbon spot prices in equilibrium frameworks associated with climate change
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