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We present a novel approach to the pricing of financial instruments in emission markets, for example, the EU ETS. The proposed structural model is positioned between existing complex full equilibrium models and pure reduced form models.…

Pricing of Securities · Quantitative Finance 2015-06-03 Sam Howison , Daniel Schwarz

The European Union Emissions Trading System (EU ETS), the world's first and largest cap-and-trade carbon market, is a cornerstone of EU climate policy. This study provides a comprehensive empirical analysis of the EU carbon market's…

Applications · Statistics 2026-04-21 Avirup Chakraborty

The global carbon market is fragmented and characterized by limited pricing transparency and empirical evidence, creating challenges for investors and policymakers in identifying carbon management opportunities. The European Union is among…

Systems and Control · Electrical Eng. & Systems 2026-01-12 Joseph Nyangon , Brecht Seifi

The European Union Emissions Trading System (EU ETS) is a key policy tool for reducing greenhouse gas emissions and advancing toward a net-zero economy. Under this scheme, tradeable carbon credits, European Union Allowances (EUAs), are…

Applications · Statistics 2025-05-16 Jan Maciejowski , Manuele Leonelli

Existing emissions trading system (ETS) designs inhibit emissions but do not constrain warming to any fxed level, preventing certainty of the global path of warming. Instead, they have the indirect objective of reducing emissions. They…

General Economics · Economics 2021-04-01 John F. Raffensperger

The European Union Emission Trading Scheme (EU ETS) is a cornerstone of the EU's strategy to fight climate change and an important device for plummeting greenhouse gas (GHG) emissions in an economically efficient manner. The power industry…

Theoretical Economics · Economics 2021-05-03 Arega Getaneh Abate , Rossana Riccardi , Carlos Ruiz

Carbon pricing has become a central pillar of modern climate policy, with carbon taxes and emissions trading systems (ETS) serving as the two dominant approaches. Although economic theory suggests these instruments are equivalent under…

General Economics · Economics 2025-10-21 Stéphane Crépey , Samuel Drapeau , Mekonnen Tadese

The European Union Emission Trading System is a prominent market-based mechanism to reduce emissions. While the theory is well understood, we are the first to study the whole cap-and-trade mechanism as a financial market. Analyzing the…

General Finance · Quantitative Finance 2024-08-16 Nicola Borri , Yukun Liu , Aleh Tsyvinski , Xi Wu

Putting a price on carbon -- with taxes or developing carbon markets -- is a widely used policy measure to achieve the target of net-zero emissions by 2050. This paper tackles the issue of producing point, direction-of-change, and density…

Econometrics · Economics 2024-02-21 Andrea Bastianin , Elisabetta Mirto , Yan Qin , Luca Rossini

The growing urgency of the climate crisis has driven the implementation of diverse policy instruments to mitigate greenhouse gas (GHG) emissions. Among them, carbon pricing mechanisms such as carbon taxes and emissions trading systems…

General Economics · Economics 2025-12-09 Ricardo Alonzo Fernández Salguero

The European Union Emission Trading Scheme is a carbon emission allowance trading system designed by Europe to achieve emission reduction targets. The amount of carbon emission caused by production activities is closely related to the…

General Economics · Economics 2021-08-19 Peng-Fei Dai , Xiong Xiong , Toan Luu Duc Huynh , Jiqiang Wang

This paper explores the relationship between economic growth and CO$_2$ emissions across European regions from 1990 to 2022, specifically concerning the dynamics of emissions growth rates through different phases of the European Union…

General Economics · Economics 2024-08-29 Marco Dueñas , Antoine Mandel

This paper investigates the impact of carbon pricing under the EU Emissions Trading System (EU ETS) on the Italian electricity market, focusing on the carbon cost pass-through rate (CPTR) across market zones during Phases 3 and 4…

Applications · Statistics 2026-04-06 Pierdomenico Duttilo , Francesco Lisi

Since the beginning of this century, there has been a growing body of research and developments supporting the participation of energy storage systems (ESS) in the emission reduction mandates. However, regardless of these efforts and…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Haotian Yao , Vahid Hakimian , Mostafa Farrokhabadi , Hamidreza Zareipour

In this paper we investigate the causal impact of the European Union Emissions Trading System, a cap-and-trade scheme limiting greenhouse gas emissions of firms, on their environmental performance. Although previous studies have focused…

Econometrics · Economics 2025-12-18 Andrea Ciaccio , Francesco Moscone , Elisa Tosetti

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

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

This paper presents a carbon-energy coupling management framework for an industrial park, where the carbon flow model accompanying multi-energy flows is adopted to track and suppress carbon emissions on the user side. To deal with the…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Dafeng Zhu , Bo Yang , Yu Wu , Haoran Deng , Zhaoyang Dong , Kai Ma , Xinping Guan

In the operation of the integrated energy system (IES), considering further reducing carbon emissions, improving its energy utilization rate, and optimizing and improving the overall operation of IES, an optimal dispatching strategy of…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Limeng Wang , Xuemeng Liu , Yang Li , Duo Chang , Xing Ren

The European carbon market plays a pivotal role in the European Union's ambitious target of achieving carbon neutrality by 2050. Understanding the intricacies of factors influencing European Union Emission Trading System (EU ETS) market…

Statistical Finance · Quantitative Finance 2024-06-10 Cristiano Salvagnin , Aldo Glielmo , Maria Elena De Giuli , Antonietta Mira
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