Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme

B-Tier
Journal: Journal of Banking & Finance
Year: 2009
Volume: 33
Issue: 7
Pages: 1230-1241

Authors (3)

Daskalakis, George (not in RePEc) Psychoyios, Dimitris (not in RePEc) Markellos, Raphael N. (University of East Anglia)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies the three main markets for emission allowances within the European Union Emissions Trading Scheme (EU ETS): Powernext, Nord Pool and European Climate Exchange (ECX). The analysis suggests that the prohibition of banking of emission allowances between distinct phases of the EU ETS has significant implications in terms of futures pricing. Motivated by these findings, we develop an empirically and theoretically valid framework for the pricing and hedging of intra-phase and inter-phase futures and options on futures, respectively.

Technical Details

RePEc Handle
repec:eee:jbfina:v:33:y:2009:i:7:p:1230-1241
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25