Dynamic behavior of CO2 spot prices

Journal of Environmental Economics and Management

Volumn 56, Issue 2, 2008, Pages 180-194

  Seifert, Jan ^a   Uhrig Homburg, Marliese ^a   Wagner, Michael ^a  

^a UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

CO2 emission certificates; Emission trading; Spot price process; Stochastic optimal control

Indexed keywords

COMMERCE; COSTS; ECONOMICS; GAS EMISSIONS; INTERNATIONAL LAW; INVESTMENTS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

EMISSION TRADING; EMPIRICAL EXAMINATION; EUROPEAN UNION EMISSION TRADING SCHEMES; INVESTMENT DECISIONS; POTENTIAL DERIVATIVES; SPOT PRICE PROCESS; STOCHASTIC EQUILIBRIUM; STOCHASTIC OPTIMAL CONTROL;

CARBON DIOXIDE;

CARBON DIOXIDE; COST-BENEFIT ANALYSIS; EMISSION CONTROL; EMISSIONS TRADING; EMPIRICAL ANALYSIS; ENVIRONMENTAL ECONOMICS; ENVIRONMENTAL MODELING; EUROPEAN UNION; OPTIMIZATION; POLLUTION TAX; STOCHASTICITY;

EID: 54049115836     PISSN: 00950696     EISSN: 10960449     Source Type: Journal    
DOI: 10.1016/j.jeem.2008.03.003     Document Type: Article

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