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Indifference prices for CO2 emission allowances

Davidau Olivier Bossy Mireille 1 Nadia Maïzi 2 Odile Pourtallier 3 
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
3 COPRIN - Constraints solving, optimization and robust interval analysis
CRISAM - Inria Sophia Antipolis - Méditerranée , ENPC - École des Ponts ParisTech
Abstract : 1 The CO2 market The Kyoto protocol The European system 2 The indi erence price approach The indi erence price The indi erence price for CO2 emission allowances 3 The model for an electricity producer The model The Hamilton-Jacobi-Bellman equation Barlow model for electricity prices O
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Submitted on : Tuesday, May 17, 2011 - 4:34:20 PM
Last modification on : Thursday, February 3, 2022 - 11:15:16 AM


  • HAL Id : hal-00593816, version 1


Davidau Olivier, Bossy Mireille, Nadia Maïzi, Odile Pourtallier. Indifference prices for CO2 emission allowances. EURO Conference, Jul 2009, Bonn, Germany. ⟨hal-00593816⟩



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