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This paper examines the electrification of transportation as a response to environmental challenges caused by fossil fuels, exploring the potential of battery electric vehicles and hydrogen fuel cell vehicles as alternative solutions.…

Optimization and Control · Mathematics 2024-10-08 Farnaz Sohrabi , Mohammad Rohaninejad , Július Bemš , Zdeněk Hanzálek

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 European Union Emissions Trading System is set to substantially increase the effective carbon price faced by airlines. To quantify the impact of this carbon regulation on the European airline industry, we estimate a two-stage model of…

General Economics · Economics 2026-03-31 Ertian Chen , Lichao Chen , Lars Nesheim

The decarbonization of the power sector plays a pivotal role in economy-wide decarbonization to set the world on track to limit warming to 1.5{\deg}C by 2050. Carbon emission markets can play a significant role in this transition by putting…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yijie Yang , Jian Shi , Dan Wang , Chenye Wu , Zhu Han

A multiple market trading mechanism for the VPP to participate in electricity, renewable energy certificate (REC) and carbon emission right (CER) markets is proposed. With the introduction of the inventory mechanism of REC and CER, the…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Zhihong Huang , Ye Guo , Qiuwei Wu , Li Xiao , Hongbin Sun

The price of carbon emission rights play a crucial role in carbon trading markets. Therefore, accurate prediction of the price is critical. Taking the Shanghai pilot market as an example, this paper attempted to design a carbon emission…

General Economics · Economics 2022-02-01 Jiayue Xu

Carbon matching aims to improve corporate carbon accounting by tracking emissions rather than energy consumption and production. We present a mathematical derivation of carbon matching using marginal emission rates, where the unit of…

Optimization and Control · Mathematics 2025-11-26 Nikky Avila , Hank He , Reza Rastegar , Jamie Tolan , Tobias Tiecke , Brian White

International trading networks significantly influence global economic conditions and environmental outcomes. A notable imbalance between economic gains and emissions transfers persists, manifesting as carbon inequality. This study…

Social and Information Networks · Computer Science 2024-07-09 Yanming Guo , Charles Guan , Jin Ma

We study the prices of European Emission Allowances (EUA), whereby we analyze their uncertainty and dependencies on related energy prices (natural gas, coal, and oil). We propose a probabilistic multivariate conditional time series model…

Statistical Finance · Quantitative Finance 2023-02-13 Jonathan Berrisch , Sven Pappert , Florian Ziel , Antonia Arsova

The European Union is engaged in the fight against climate change. A crucial issue to enforce common environmental guidelines is environmental convergence. States converging in environmental variables are expected to be able to jointly…

General Economics · Economics 2024-02-09 María José Presno , Manuel Landajo , Paula Fernández González

We introduce a new mean-field game framework to analyze the impact of carbon pricing in a multi-sector economy with defaultable firms. Each sector produces a homogeneous good, with its price endogenously determined through market clearing.…

General Economics · Economics 2025-07-16 Zorana Grbac , Simone Pavarana , Thorsten Schmidt , Peter Tankov

The increasing electric vehicle (EV) adoption challenges the energy management of charging stations (CSs) due to the large number of EVs and the underlying uncertainties. Moreover, the carbon footprint of CSs is growing significantly due to…

Optimization and Control · Mathematics 2024-06-13 Dongxiang Yan , Shihan Huang , Sen Li , Xiaoyi Fan , Yue Chen

We propose a market design for real-time electricity markets that utilizes a two-layered dispatch mechanism to systematically incorporate carbon accounting into grid operations. In this mechanism, ``dispatch'', the centralized allocation of…

Optimization and Control · Mathematics 2026-03-23 Luc Cote , Andy Sun

Tradable mobility credit (TMC) schemes are an approach to travel demand management that have received significant attention in recent years. This paper proposes and analyzes alternative market models for a TMC system -- focusing on market…

In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. stock/commodity and weather derivative)…

Optimization and Control · Mathematics 2012-05-29 Traian A. Pirvu , Huayue Zhang

An increasing number of electric loads, such as hydrogen producers or data centers, can be characterized as carbon-sensitive, meaning that they are willing to adapt the timing and/or location of their electricity usage in order to minimize…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Wenqian Jiang , Olivier Huber , Michael C. Ferris , Line Roald

We develop a financial market model in which a large population of firms chooses dynamic emission strategies under climate transition risk, interacting with both environmentally concerned and neutral investors. Firms face a trade-off…

Mathematical Finance · Quantitative Finance 2026-02-24 Pierre Lavigne , Peter Tankov

Understanding how climate and innovation policies perform during socio-technical transitions remains a central challenge in innovation studies. Empirical analyses of the relationship between economic growth and carbon emissions continue to…

Theoretical Economics · Economics 2026-01-06 Ngueuleweu Tiwang Gildas

Tradable Credit Schemes (TCS) promote the use of public and shared transport by capping private car usage while maintaining fair welfare outcomes by allowing credit trading. However, most existing studies assume unlimited public transit…

Systems and Control · Electrical Eng. & Systems 2025-12-15 Zenghao Hou , Ludovic Leclercq

For a given carbon budget over several decades, different transformation rates for the energy system yield starkly different results. Here we consider a budget of 33 GtCO2 for the cumulative carbon dioxide emissions from the European…

Physics and Society · Physics 2020-12-07 Marta Victoria , Kun Zhu , Tom Brown , Gorm B. Andresen , Martin Greiner