A model of intertemporal emission trading, banking, and borrowing
From MaRDI portal
Publication:1267671
DOI10.1006/jeem.1996.0044zbMath0908.90017OpenAlexW2095195143MaRDI QIDQ1267671
Publication date: 13 October 1998
Published in: Journal of Environmental Economics and Management (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeem.1996.0044
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (25)
Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction ⋮ The Clean Development Mechanism and Joint Price Formation for Allowances and CERs ⋮ Transboundary Pollution Abatement, Emission Permits Trading and Compensation Mechanism: A Differential Game Analysis ⋮ Dynamic decision of transboundary basin pollution under emission permits and pollution abatement ⋮ Emission allowance as a derivative on commodity-spread ⋮ Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory ⋮ Environmental economics and modeling marketable permits ⋮ Optimal dynamic regulation of carbon emissions market ⋮ Cap-and-trade properties under different hybrid scheme designs ⋮ On fair pricing of emission-related derivatives ⋮ Sieve bootstrap inference for linear time-varying coefficient models ⋮ Overlapping efforts in the EU Emissions Trading System ⋮ Optimal control strategy of companies: inheriting period and carbon emission reduction ⋮ Modeling and Computation of CO2Allowance Derivatives Under Jump-Diffusion Processes ⋮ Jump-Diffusion Modeling in Emission Markets ⋮ Dynamic behavior of CO\(_2\) spot prices ⋮ Emissions trading with rolling horizons ⋮ Flexibility premium of emissions permits ⋮ Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process ⋮ Temporal flexibility of permit trading when pollutants are correlated ⋮ Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model ⋮ Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach ⋮ Optimal control of the production–inventory system with deteriorating items and tradable emission permits ⋮ Optimal control for transboundary pollution under inter-temporal transfer of emission permits: a differential game approach ⋮ Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing
This page was built for publication: A model of intertemporal emission trading, banking, and borrowing