Equilibrium pricing of contingent claims in tradable permit markets
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Cited by:
- Akira Maeda, 2012. "Setting trigger price in emissions permit markets equipped with a safety valve mechanism," Journal of Regulatory Economics, Springer, vol. 41(3), pages 358-379, June.
- Xu, Li & Deng, Shi-Jie & Thomas, Valerie M., 2016. "Carbon emission permit price volatility reduction through financial options," Energy Economics, Elsevier, vol. 53(C), pages 248-260.
- Luca Taschini, 2010.
"Environmental Economics and Modeling Marketable Permits,"
Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(4), pages 325-343, December.
- Luca Taschini, 2010. "Environmental economics and modeling marketable permits," GRI Working Papers 25, Grantham Research Institute on Climate Change and the Environment.
- Taschini, Luca, 2010. "Environmental economics and modeling marketable permits," LSE Research Online Documents on Economics 37596, London School of Economics and Political Science, LSE Library.
- Chesney, Marc & Taschini, Luca & Wang, Mei, 2011. "Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and options contracts," LSE Research Online Documents on Economics 37577, London School of Economics and Political Science, LSE Library.
- Feng, Ling & Wang, Jieyu, 2023. "Random sources correlations and carbon futures pricing," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Takino, Kazuhiro, 2016. "An equilibrium model for the OTC derivatives market with a collateral agreement," Journal of Commodity Markets, Elsevier, vol. 4(1), pages 41-55.
- Katsushi Nakajima & Kazuhiko Ohashi, 2013. "Emission Allowance as a Derivative on Commodity-Spread," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(2), pages 183-217, May.
- Yuexu Zhao & Weiqi Xu, 2023. "Measurement of risk spillover effect based on EV-Copula method," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
- Luca Taschini & Marc Chesney & Mei Wang, 2014.
"Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies,"
Journal of Regulatory Economics, Springer, vol. 46(1), pages 23-50, August.
- Marc Chesney & Luca Taschini & Mei Wang, 2011. "Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without nonregulated companies," GRI Working Papers 41, Grantham Research Institute on Climate Change and the Environment.
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