采用近似方法对二氧化碳排放许可进行定价

SRPN: Carbon Trading (Politics) (Topic) Pub Date : 2009-10-04 DOI:10.2139/ssrn.1527378

G. Gruell, Ruediger Kiesel

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引用次数: 27

摘要

均衡模型在文献中得到了广泛的应用，其目的是展示排放交易系统的理论性质。本文首先推导了一个新的均衡模型。其次，理论许可价格与受监管公司用尽剩余许可所需时间的预期变化有关。第三，通过对实际数据的应用表明，碳排放交易系统具有固有的跳跃倾向。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Pricing CO2 Permits Using Approximation Approaches

Equilibrium models have been widely used in literature with the aim of showing theoretical properties of emission trading systems. This paper derives first a new equilibrium model. Second, it is shown that the theoretical permit price is related to changes in the expectation about how long regulated companies will need to exhaust the remaining permits. Third, by application to real data it demonstrates that emission trading systems are inherently prone to jumps.

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SRPN: Carbon Trading (Politics) (Topic)

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