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Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models · Study

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PreprintEvaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models

Marc Gronwald2009

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Preprintgreen2009

Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models

Marc Gronwald · Janina Ketterer

66 citations·0/0 files stored·SSRN Electronic Journal

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Climate Change Policy and Economics Stochastic processes and financial applications Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1994Investment Under Uncertainty.1980Irreversibility, Uncertainty, and Cyclical Investment 1983Optimal Investment under Uncertainty.2008Public policies against global warming: a supply side approach 2008Price drivers and structural breaks in European carbon prices 2005–2007 2008Modeling the price dynamics of CO2 emission allowances 2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations66

Files0 public / 0

ShelfClimate Change Policy and Economics

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doi10.2139/ssrn.1427146

openalex_workW2105587342

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