The Clean Development Mechanism and Joint Price Formation for Allowances and CERs

DOI10.1007/978-3-0348-0021-1_21zbMath1282.91247MaRDI QIDQ2904886

Max Fehr, René A. Carmona

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_21

zbMATH Keywords

cap-and-trade; Kyoto protocol; environmental risk; energy economics; carbon markets

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

91B24: Microeconomic theory (price theory and economic markets)

60H30: Applications of stochastic analysis (to PDEs, etc.)

91G80: Financial applications of other theories

91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)

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