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相关论文: Mean Field Models to Regulate Carbon Emissions in …

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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…

数理金融 · 定量金融 2026-02-24 Pierre Lavigne , Peter Tankov

In this paper, we propose and study a mean field game model with multiple populations of minor players and multiple major players, motivated by applications to the regulation of carbon emissions. Each population of minor players represent a…

最优化与控制 · 数学 2023-09-29 Gokce Dayanikli , Mathieu Lauriere

We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…

最优化与控制 · 数学 2026-03-25 Luciano Campi , Zhuoshu Wu

We study the impact of transition scenario uncertainty, namely that of future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To this end, we develop a theory of optimal stopping mean-field…

最优化与控制 · 数学 2023-12-29 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We develop a model for the industry dynamics in the electricity market, based on mean-field games of optimal stopping. In our model, there are two types of agents: the renewable producers and the conventional producers. The renewable…

最优化与控制 · 数学 2020-04-30 René Aïd , Roxana Dumitrescu , Peter Tankov

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.…

综合经济学 · 经济学 2025-07-16 Zorana Grbac , Simone Pavarana , Thorsten Schmidt , Peter Tankov

This paper studies the optimal investment behavior of renewable electricity producers in a competitive market, where both prices and installation costs are influenced by aggregate industry activity. We model the resulting crowding effects…

最优化与控制 · 数学 2025-07-16 Emma Hubert , Dimitrios Lolas , Ronnie Sircar

We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used…

数理金融 · 定量金融 2024-07-18 Gianmarco Del Sarto , Marta Leocata , Giulia Livieri

As global climate change and environmental issues escalate, carbon reduction has emerged as a paramount global concern. Agriculture accounts for approximately 30% of global greenhouse gas emissions, making carbon reduction in this sector…

最优化与控制 · 数学 2024-07-09 Tingting Meng , Yukun Cheng , Xujin Pu , Rui Li

We consider a continuum of carbon-emitting firms who seek to maximise their stock price, and a regulator (e.g., Government) who wishes for the economy to flourish, whilst simultaneously punishing firms who behave non-green. Interpreting the…

概率论 · 数学 2025-03-11 Anna Aksamit , Kaustav Das , Ivan Guo , Kihun Nam , Zhou Zhou

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…

综合经济学 · 经济学 2025-10-21 Stéphane Crépey , Samuel Drapeau , Mekonnen Tadese

Motivated by the climate crisis that is currently ravaging the planet, we propose and analyze a novel framework for the evolution of anthropogenic climate impact in which the evolution of human environmental behavior and environmental…

动力系统 · 数学 2022-11-22 Kathinka Frieswijk , Lorenzo Zino , A. Stephen Morse , Ming Cao

In this paper, we present a mean field game to model the production behaviors of a very large number of producers, whose carbon emissions are regulated by government. Especially, an emission permits trading scheme is considered in our…

经济学 · 定量金融 2015-06-17 Shuhua Chang , Xinyu Wang , Alexander Shananin

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…

系统与控制 · 电气工程与系统科学 2025-12-16 Wenqian Jiang , Olivier Huber , Michael C. Ferris , Line Roald

A transition to a low-carbon electricity supply is crucial to limit the impacts of climate change. Reducing carbon emissions could help prevent the world from reaching a tipping point, where runaway emissions are likely. Runaway emissions…

综合经济学 · 经济学 2021-11-02 Alexander Kell

We develop a model for the long-term dynamics of electricity market, based on mean-field games of optimal stopping. Our paper extends the recent contribution [A\"id, Ren\'e, Roxana Dumitrescu, and Peter Tankov, ``The entry and exit game in…

最优化与控制 · 数学 2024-01-01 Alicia Bassière , Roxana Dumitrescu , Peter Tankov

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…

物理与社会 · 物理学 2011-07-12 Zhenyuan Zhao , Dan Fenn , Pak Ming Hui , Neil F. Johnson

In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of…

数理金融 · 定量金融 2015-01-15 Mireille Bossy , Nadia Maizi , Odile Pourtallier

We provide a theoretical framework to examine how carbon pricing policies influence inflation and to estimate the policy-driven impact on goods prices from achieving net-zero emissions. Firms control emissions by adjusting production,…

综合经济学 · 经济学 2025-01-29 René Aïd , Maria Arduca , Sara Biagini , Luca Taschini

To enhance decarbonization efforts in electric power systems, we propose a novel electricity market clearing model that internalizes the allocation of emissions from generations to loads and allows for consideration of consumer-side carbon…

系统与控制 · 电气工程与系统科学 2025-01-20 Wenqian Jiang , Line Roald
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