Indifference prices for CO2 emission allowances

Davidau Olivier , Bossy Mireille (1) , Nadia Maïzi (2) , Odile Pourtallier (3)

1 TOSCA - Simuler et calibrer des modèles stochastiques
2 CMA - Centre de Mathématiques Appliquées
3 COPRIN - Constraints solving, optimization and robust interval analysis

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

Domaines: Ingénierie de l'environnement; Planification énergétique

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