Modelling multiperiod carbon markets using singular forward-backward sdes
Year of publication: |
2023
|
---|---|
Authors: | Chassagneux, Jean-François ; Chotai, Hinesh ; Crisan, Dan |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 1, p. 463-497
|
Subject: | carbon markets | decoupling field | emission trading systems | forward-backward systems | market stability reserve | multiple compliance periods | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Klimaschutz | Climate protection |
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