The Clean Development Mechanism and Joint Price Formation for Allowances and CERs
From MaRDI portal
Publication:2904886
DOI10.1007/978-3-0348-0021-1_21zbMath1282.91247MaRDI QIDQ2904886
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
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.)
Related Items
Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets, Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach, Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms, Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing
Cites Work
- Unnamed Item
- Unnamed Item
- A model of intertemporal emission trading, banking, and borrowing
- Solving an equilibrium model for trade of \(\text{CO}_2\) emission permits
- The economics of pollution permit banking in the context of Title IV of the 1990 Clean Air Act Amendments
- Optimal Stochastic Control and Carbon Price Formation