Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence
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- Julien Chevallier & Johanna Etner & Pierre-André Jouvet, 2008. "Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence," Working Papers hal-04140731, HAL.
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- Christian de Perthuis & Raphaël Trotignon, 2013. "The European CO2 allowances market: issues in the transition to Phase III," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 23, pages 500-520, Edward Elgar Publishing.
- Julien Chevallier, 2009. "Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model," Working Papers halshs-00388207, HAL.
- Christian de Perthuis & Raphaël Trotignon, 2017. "Marché européen des quotas de CO2 : Les enjeux du passage à la phase 3," Working Papers hal-01504990, HAL.
- Julien Chevallier, 2010. "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers halshs-00458787, HAL.
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More about this item
Keywords
Firm behavior; Tradable permits; Policy risk; EU ETS;All these keywords.
JEL classification:
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2008-12-14 (Agricultural Economics)
- NEP-ENV-2008-12-14 (Environmental Economics)
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