Allowance price drivers in the first phase of the EU ETS

A-Tier
Journal: Journal of Environmental Economics and Management
Year: 2010
Volume: 59
Issue: 1
Pages: 43-56

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

In the first phase of the EU Emissions Trading Scheme (EU ETS), the price per ton of CO2 initially rose to over [euro]30; the price then collapsed to essentially zero by mid 2007. By deriving a structural model of the allowance price under the assumption of efficient markets I examine the extent to which this variation in price can be explained by marginal abatement costs. I then gradually relax the model by allowing for delayed adjustment of price to fundamentals, as well as by introducing lagged LHS variables. The pattern of results suggests that while prices were not initially driven by marginal abatement costs, this inefficiency was largely corrected after the accounting of 2005 emissions in April 2006.

Technical Details

RePEc Handle
repec:eee:jeeman:v:59:y:2010:i:1:p:43-56
Journal Field
Environment
Author Count
1
Added to Database
2026-02-02