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Price-related sensitivities of greenhouse gas intensity targets

Author

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  • Benito M�ller
  • Georg M�ller-F�rstenberger

Abstract

Greenhouse gas intensities are an appealing tool to foster abatement without imposing constraints on economic growth. This paper shows, however, that the computation of intensities is subject to some significant statistical and conceptual problems which relate to the inflation proofing of GDP growth. It is shown that the choice of price-index, the updating of quantity weights and the choice of base year prices can have a significant impact upon the commitment of intensity targets.© 2003 Elsevier Ltd. All rights reserved.

Suggested Citation

  • Benito M�ller & Georg M�ller-F�rstenberger, 2003. "Price-related sensitivities of greenhouse gas intensity targets," Climate Policy, Taylor & Francis Journals, vol. 3(sup2), pages 59-74, December.
    • Handle: RePEc:taf:tcpoxx:v:3:y:2003:i:sup2:p:s59-s74
    DOI: 10.1016/j.clipol.2003.09.012
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    Cited by:

    1. Frank Jotzo & John C. V. Pezzey, 2005. "Optimal intensity targets for emissions trading under uncertainty (now replaced by EEN0605)," Economics and Environment Network Working Papers 0504, Australian National University, Economics and Environment Network.
    2. Frank Jotzo & John C. V. Pezzey, 2006. "Optimal Intensity Targets for Greenhouse Emissions Trading Under Uncertainty," Economics and Environment Network Working Papers 0605, Australian National University, Economics and Environment Network.

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