Pricing emission permits in the absence of abatement

A-Tier
Journal: Energy Economics
Year: 2012
Volume: 34
Issue: 5
Pages: 1329-1340

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

If emissions are stochastic and firms are unable to control them through abatement, the cap in a permit market may be exceeded, or not be reached. I derive a binary options pricing formula that expresses the permit price as a function of the penalty for noncompliance and the probability of an exceeded cap under the assumption of no abatement. I apply my model to the EU ETS, where the rapid introduction of the market made it difficult for firms to adjust their production technology in time for the first phase. The model fits the data well, implying that the permit price may have been driven by firms hedging against stochastic emissions.

Technical Details

RePEc Handle
repec:eee:eneeco:v:34:y:2012:i:5:p:1329-1340
Journal Field
Energy
Author Count
1
Added to Database
2026-02-02