English
Related papers

Related papers: Permit Allocation in Emissions Trading using the B…

200 papers

Emissions markets play a vital role in emissions reduction by incentivizing firms to minimize costs. However, their effectiveness heavily depends on the decisions of policymakers, future economic activity, and the availability of abatement…

General Finance · Quantitative Finance 2025-10-16 Stéphane Crépey , Mekonnen Tadese , Gauthier Vermandel

This Chapter reviews statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the…

Statistical Finance · Quantitative Finance 2012-04-10 Victor M. Yakovenko

In this paper, we assess the applicability of auctions based on the Vickrey second price model for allocating wireless spectrum in developing countries. We first provide an overview of auction models for allocating resources. We then…

Computers and Society · Computer Science 2007-05-23 G. Anandalingam

This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then, we use market data to verify our model.

Statistics Theory · Mathematics 2013-04-08 Xiaolin Gong , Shuzhen Yang

We introduce a model for the evolution of emissions and the price of emissions allowances in a carbon market such as the European Union Emissions Trading System (EU ETS). The model accounts for multiple trading periods, or phases, with…

Mathematical Finance · Quantitative Finance 2020-08-21 Chassagneux Jean-Francois , Chotai Hinesh , Crisan Dan

With the sustained attention on carbon neutrality, the personal carbon trading (PCT) scheme has been embraced as an auspicious paradigm for scaling down carbon emissions. To facilitate the simultaneous clearance of energy and carbon…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Yuanxi Wu , Zhi Wu , Wei Gu , Zheng Xu , Shu Zheng , Qirun Sun

We consider non-standard Markov Decision Processes (MDPs) where the target function is not only a simple expectation of the accumulated reward. Instead, we consider rather general functionals of the joint distribution of terminal state and…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Tamara Göll , Anna Jaśkiewicz

There is much disagreement concerning how best to control global carbon emissions. We explore quantitatively how different control schemes affect the collective emission dynamics of a population of emitting entities. We uncover a complex…

Physics and Society · Physics 2011-07-12 Zhenyuan Zhao , Dan Fenn , Pak Ming Hui , Neil F. Johnson

We develop a method using parameterized linear equations to define trading mechanisms in market design models. Our method adeptly addresses challenges arising from factors such as complex endowments or coarse priorities, while offering…

Theoretical Economics · Economics 2025-08-18 Jingsheng Yu , Jun Zhang

Mandatory emission trading schemes are being established around the world. Participants of such market schemes are always exposed to risks. This leads to the creation of an accompanying market for emission-linked derivatives. To evaluate…

Pricing of Securities · Quantitative Finance 2010-01-25 K. Borovkov , G. Decrouez , J. Hinz

The development of accurate and fast algorithms for the Boltzmann collision integral and their analysis represent a challenging problem in scientific computing and numerical analysis. Recently, several works were devoted to the derivation…

Analysis of PDEs · Mathematics 2010-02-02 Francis Filbet , Clément Mouhot

This paper presents a novel method to optimize thermal balance in parabolic trough collector (PTC) plants. It uses a market-based system to distribute flow among loops combined with an artificial neural network (ANN) to reduce computation…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Sara Ruiz-Moreno , Antonio J. Gallego , Manuel Macías , Eduardo F. Camacho

In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic processes with two control variables, which is a singular…

Optimization and Control · Mathematics 2024-07-12 Xinfu Chen , Yuchao Dong , Wenlin Huang , Jin Liang

While wind and solar power contribute to sustainability, their intermittent nature poses challenges when integrated into the grid. To mitigate these issues, renewable energy can be combined with coal fired power and hydropower sources to…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Manling Hu , Manqi Xu , Dunnan Liu

The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…

Statistical Mechanics · Physics 2009-11-10 Juan C. Ferrero

This paper studies a wireless network where multiple users cooperate with each other to improve the overall network performance. Our goal is to design an optimal distributed power allocation algorithm that enables user cooperation, in…

Networking and Internet Architecture · Computer Science 2016-11-17 Yuan Liu , Meixia Tao , Jianwei Huang

The combustion of coal, the most polluting form of energy, must be significantly curtailed to limit global average temperature increase to well below 2 degrees C. The effectiveness of carbon pricing is frequently undermined by sub-optimally…

General Economics · Economics 2024-06-21 Sugandha Srivastav , Michael Zaehringer

Climate change and global warming are the significant challenges of the new century. A viable solution to mitigate greenhouse gas emissions is via a globally incentivized market mechanism proposed in the Kyoto protocol. In this view, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-02 Soheil Saraji , Mike Borowczak

Climate change compels a reduction of greenhouse gas emissions, yet vehicular traffic still contributes significantly to the emission of air pollutants. Hence, in this paper we focus on the optimization of traffic flow while simultaneously…

Optimization and Control · Mathematics 2024-06-10 Simone Göttlich , Michael Herty , Alena Ulke

In this paper, we consider fair assignment of complex requests for Mobility-On-Demand systems. We model the transportation requests as temporal logic formulas that must be satisfied by a fleet of vehicles. We require that the assignment of…

Formal Languages and Automata Theory · Computer Science 2024-02-08 Kaier Liang , Cristian-Ioan Vasile