Emissions Trading Experiments: Investment Uncertainty and Liability
No abstract is available for this item.
|Length:||v, 34,  p.|
|Date of creation:||Apr 2002|
|Date of revision:|
|Note:||Very Preliminary!!, March 2002|
|Contact details of provider:|| Postal: |
Web page: http://cis.ier.hit-u.ac.jp/
More information through EDIRC
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.:
- Yoichi Hizen & Takao Kusakawa & Hidenori NiizawaAuthor-Name: & Tatsuyoshi Saijo, 2001.
"Two Patterns of Price Dynamics were Observed in Greenhouse Gases Emissions Trading Experiment: An Application of Point Equilibrium,"
ISER Discussion Paper
0557, Institute of Social and Economic Research, Osaka University.
- Hizen, Yoichi & Kusakawa, Takao & Niizawa, Hidenori & Saijo, Tatsuyoshi, 2002. "Two Patterns of Price Dynamics were Observed in Greenhouse Gases Emissions Trading Experiments: An Application of Point Equilibrium," Discussion Paper 86, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Bohm, Peter & Carlen, Bjorn, 1999. "Emission quota trade among the few: laboratory evidence of joint implementation among committed countries," Resource and Energy Economics, Elsevier, vol. 21(1), pages 43-66, January.
When requesting a correction, please mention this item's handle: RePEc:hit:piedp1:87. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Digital Resources Section, Hitotsubashi University Library)
If references are entirely missing, you can add them using this form.