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The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing
16 references·1 citing·38 second hop
The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing (2008)The Endogenous Price Dynamics of Emission…Efectos de elementos de diseño del Programa Nacional de Cupos Transables de Emisión (PNCTE) sobre los precios de los cupos y las emisiones agregadas: Un enfoque experimental (2021)Efectos de elementos de diseñ…Risk-Neutral Models for Emission Allowance Prices and Option Valuation (2011)Risk-Neutral Models for Emiss…Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Modeling CO2 emission allowan…Modeling the price dynamics of CO2 emission allowances (2008)Modeling the price dynamics o…Dynamic behavior of CO2 spot prices (2008)Dynamic behavior of CO2 spot …An econometric analysis of emission allowance prices (2008)An econometric analysis of em…CO2 emission trading within the European Union and Annex B countries: the cement industry case (2004)CO2 emission trading within t…The Economics of Pollution Permit Banking in the Context of Title IV of the 1990 Clean Air Act Amendments (2000)The Economics of Pollution Pe…Regulated firms in pollution permit markets with banking (1996)Regulated firms in pollution …A Model of Intertemporal Emission Trading, Banking, and Borrowing (1996)A Model of Intertemporal Emis…BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)BESSEL PROCESSES, ASIAN OPTIO…Emissions Trading (1985)Emissions TradingMarkets in licenses and efficient pollution control programs (1972)Markets in licenses and effic…Pollution, Property and Prices (1969)Pollution, Property and PricesThe Problem of Social Cost (1960)The Problem of Social CostThe Economics of Welfare (1933)The Economics of WelfareOn the Stochastic Properties of Carbon Futures Prices (2013)On the Stochastic Properties …Stable Paretian Models in Finance (2000)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Decisions from Experience and the Effect of Rare Events in Risky Choice (2004)Carbon price drivers: Phase I versus Phase II equilibrium? (2011)Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Foundations of Economic Analysis (1948)Foundations of Economic Analysis. (1948)Effluent charges and licenses under uncertainty (1976)Experience with Market-Based Environmental Policy Instruments (2003)Climate risks and market efficiency (2018)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)The value of an Asian option (1995)Continuous Martingales and Brownian Motion (1999)Order Flow, Transaction Clock, and Normality of Asset Returns (2000)Mathematical Methods for Financial Markets (2010)Optimal Control Theory : Applications to Management Science and Economics (2000)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)How does emission trading reduce China's carbon intensity? An exploration using a decomposition and difference-in-differences approach (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Cost of Carbon: Capital Market Effects of the Proposed Emission Trading Scheme ( ETS ) (2013)Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)The Regulation of Entry (2000)The Theory of Incentives: The Principal-Agent Model (2001)Bank regulation and supervision: what works best? (2003)Taxes versus quotas for a stock pollutant (2002)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (1986)A Survey of Corporate Governance (1997)Economic Prescriptions for Environmental Problems: How the Patient Followed the Doctor's Orders (1989)Civilizing markets: Carbon trading between in vitro and in vivo experiments (2008)
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References

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  • 2021Efectos de elementos de diseño del Programa Nacional de Cupos Transables de Emisión (PNCTE) sobre los precios de los cupos y las emisiones agregadas: Un enfoque experimental

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128 cited
  • 2011Risk-Neutral Models for Emission Allowance Prices and Option Valuation95 cited
  • Cited by

    • 2013On the Stochastic Properties of Carbon Futures Prices32 cited