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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

The electricity industry has been one of the first to face technological changes motivated by sustainability concerns. Whilst efficiency aspects of market design have tended to focus upon market power concerns, the new policy challenges…

Theoretical Economics · Economics 2023-04-06 Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán , Derek Bunn , Juan Rosellón

Algorithmic pricing is increasingly shaping market competition, raising concerns about its potential to compromise competitive dynamics. While prior work has shown that reinforcement learning (RL)-based pricing algorithms can lead to tacit…

Machine Learning · Computer Science 2025-04-09 Sebastián Tinoco , Andrés Abeliuk , Javier Ruiz del Solar

We develop a market model in which products generate state-dependent potential hidden charges. Firms differ in their ability to realize this potential. Unlike firms, consumers do not observe the state. They try to infer hidden charges from…

Theoretical Economics · Economics 2024-09-24 Yair Antler ad Ran Spiegler

A successful response to climate change needs vast investments in low-carbon research, energy, and sustainable development. Governments can drive research, provide environmental regulation, and accelerate global development, but the…

Physics and Society · Physics 2018-09-26 Anthony J. Webster

Global warming from carbon dioxide (CO2) is known to depend on cumulative CO2 emissions. We introduce a model of global expenditures on limiting cumulative CO2 emissions, taking into account effects of decarbonization and rising global…

Economics · Quantitative Finance 2017-06-13 Ashwin K Seshadri

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

Carbon abatement decisions are usually based on the implausible assumption of constant social preference. This paper focuses on a specific case of market and non-market goods, and investigates the optimal climate policy when social…

General Economics · Economics 2023-12-19 Fangzhi Wang , Hua Liao , Richard S. J. Tol , Changjing Ji

Carbon neutralization is an urgent task in society because of the global warming threat. And carbon trading is an essential market mechanics to solve carbon reduction targets. Macro carbon price prediction is vital in the useful management…

General Finance · Quantitative Finance 2022-12-23 Jinhui Li

This paper explores stochastic control models in the context of decarbonization within the energy market. We study three progressively complex scenarios: (1) a single firm operating with two technologies-one polluting and one clean,(2)two…

General Finance · Quantitative Finance 2025-06-18 Benhao Du , Thomas Treillard , Francois Wang

Climate policy has become increasingly politicized in many countries including the US, with some political parties unwilling to pursue strong measures. Therefore, to be successful in mitigation, climate policies must be politically…

Physics and Society · Physics 2024-03-13 Andrea Di Benedetto , Claudia E. Wieners , Anna S. von der Heydt

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

Electrification is contributing to substantial growth in U.S. commercial and industrial loads, but the cost and Scope 2 carbon emission implications of this load growth are opaque for both power consumers and utilities. This work describes…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Fletcher T. Chapin , Akshay K. Rao , Adhithyan Sakthivelu , Carson I. Tucker , Eres David , Casey S. Chen , Erin Musabandesu , Meagan S. Mauter

As carbon pricing mechanisms like the EU Emissions Trading System are set to increase prices of energy consumption, software architects face growing pressure to design applications that operate within financially predictable emission…

Software Engineering · Computer Science 2026-04-14 Leo Wilhelm Lierse , Mahyar Tourchi Moghaddam , Sebastian Werner

We consider a retailer who buys energy in the wholesale market and resells it to final consumers. The retailer has to decide when to intervene to change the price he asks to his customers, in order to maximize his income. We model the…

Optimization and Control · Mathematics 2019-04-02 Matteo Basei

Most finance studies are discussed on the basis of several hypotheses, for example, investors rationally optimize their investment strategies. However, the hypotheses themselves are sometimes criticized. Market impacts, where trades of…

Computational Finance · Quantitative Finance 2022-02-03 Takanobu Mizuta , Isao Yagi , Kosei Takashima

Grid energy storage can help to balance supply and demand, but its financial viability and operational carbon emissions impact is poorly understood because of the complexity of grid constraints and market outcomes. We analyse the impact of…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Seyyed Mostafa Nosratabadi , Iacopo Savelli , Volkan Kumtepeli , Phil Grunewald , Marko Aunedi , David A. Howey , Thomas Morstyn

The Inflation Reduction Act subsidizes the deployment of clean electricity, hydrogen production, and carbon capture and storage, which could enable additional actions by other federal, state, and local policymakers to reduce emissions.…

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

If goals set under the Paris Agreement are met, the world may hold warming well below 2 C; however, parties are not on track to deliver these commitments, increasing focus on policy implementation to close the gap between ambition and…