Carbon spot prices in equilibrium frameworks associated with climate change
From MaRDI portal
Publication:2691211
DOI10.3934/jimo.2021214OpenAlexW4206554407MaRDI QIDQ2691211
Zhenzhen Wang, Zhehao Huang, Hao Dong
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021214
analytic solutionoptimization problemclimate changecarbon spot pricestochastic equilibrium framework
Applications of mathematical programming (90C90) Dynamic programming (90C39) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Cites Work
- An optimal control model of carbon reduction and trading
- Dynamic behavior of CO\(_2\) spot prices
- An optimal control model for reducing and trading of carbon emissions
- Empirical performance of reduced-form models for emission permit prices
- Minimization of carbon abatement cost: modeling, analysis and simulation
- Risk-Neutral Models for Emission Allowance Prices and Option Valuation
- Optimal Stochastic Control and Carbon Price Formation
- PRICING AND HEDGING IN CARBON EMISSIONS MARKETS
- An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting
- The Endogenous Price Dynamics of Emission Allowances and an Application to CO2Option Pricing
- Optimal Taxes on Fossil Fuel in General Equilibrium
This page was built for publication: Carbon spot prices in equilibrium frameworks associated with climate change