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The determinants of allowance prices in the European Emissions Trading Scheme - Can we expect an efficient allowance market 2008?

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Author Info
Wilfried Rickels
Vicki Duscha
Andreas Keller
Sonja Peterson

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Abstract

The European emissions trading scheme (EU-ETS) for CO2 is the largest existing emissions trading scheme in the world. The main reason for the implementation of this scheme is to reach the European Kyoto targets at minimal cost and to establish a price for emissions. The right to emit CO2 therefore becomes a scarce production input. In this paper we want to analyze the determinants of the price for allowances in the EU-ETS and study whether it reacts to fundamental influence factors such as energy prices. The results show, that as long as the market viewed the allowances as a scarce input factor, the price reacts to changes in energy prices and weather variations.

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File URL: http://www.ifw-members.ifw-kiel.de/publications/the-determinants-of-allowance-prices-in-the-european-emissions-trading-scheme-can-we-expect-an-efficient-allowance-market-2008/kap1387.pdf
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Publisher Info
Paper provided by Kiel Institute for the World Economy in its series Kiel Working Papers with number 1387.

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Length: 26 pages
Date of creation: Nov 2007
Date of revision:
Handle: RePEc:kie:kieliw:1387

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Related research
Keywords: European Emissions Trading Scheme; allowance prices; energy prices; weather variation;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounting
Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Marc S. Paoletta & Luca Taschini, 2006. "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series 06-26, Swiss Finance Institute. [Downloadable!]
  2. Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006. "Convenience Yields for CO2 Emission Allowance Futures Contracts," SFB 649 Discussion Papers SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  3. Ellerman, A. Denny & Montero, Juan-Pablo, 1998. "The Declining Trend in Sulfur Dioxide Emissions: Implications for Allowance Prices," Journal of Environmental Economics and Management, Elsevier, vol. 36(1), pages 26-45, July. [Downloadable!] (restricted)
  4. Considine, Timothy J., 2000. "The impacts of weather variations on energy demand and carbon emissions," Resource and Energy Economics, Elsevier, vol. 22(4), pages 295-314, October. [Downloadable!] (restricted)
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