Flexibility premium of emissions permits

DOI10.1016/j.jedc.2020.104013zbMath1475.91242OpenAlexW3094517247MaRDI QIDQ2246672

Luca Taschini

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.104013

zbMATH Keywords

climate changecap-and-tradeirreversible investmentimplementation delaycarbon markets

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• On barrier strategy dividends with Parisian implementation delay for classical surplus processes
• Entry and exit decisions based on a discount factor approach
• A model of intertemporal emission trading, banking, and borrowing
• On the dual risk model with Parisian implementation delays in dividend payments
• The economics of pollution permit banking in the context of Title IV of the 1990 Clean Air Act Amendments
• Optimal Switching in an Economic Activity under Uncertainty
• Brownian Excursions and Parisian Barrier Options
• Entry and Exit Decision Problem with Implementation Delay
• OPTIMAL STOPPING WITH DELAYED INFORMATION

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