A Forward Backward Sdes Approach To Pricing In Carbon Markets
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A Forward Backward Sdes Approach To Pricing In Carbon Markets
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Author : Jean-François Chassagneux
language : en
Publisher: Springer
Release Date : 2017-10-05
A Forward Backward Sdes Approach To Pricing In Carbon Markets written by Jean-François Chassagneux and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-05 with Mathematics categories.
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regions worldwide and already represent more than $30 billion. However, scientific, and particularly mathematical, studies of these carbon markets are needed in order to expose their advantages and shortcomings, as well as allow their most efficient implementation. This Brief reviews mathematical properties such as the existence and uniqueness of solutions for the pricing problem, stability of solutions and their behavior. These fit into the theory of fully coupled forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. The authors present a numerical algorithm to compute the solution to these non-standard FBSDEs. They also carry out a case study of the UK energy market. This involves estimating the parameters to be used in the model using historical data and then solving a pricing problem using the aforementioned numerical algorithm. The Brief is of interest to researchers in stochastic processes and their applications, and environmental and energy economics. Most sections are also accessible to practitioners in the energy sector and climate change policy-makers.
Computational Science Iccs 2021
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Author : Maciej Paszynski
language : en
Publisher: Springer Nature
Release Date : 2021-06-09
Computational Science Iccs 2021 written by Maciej Paszynski and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-09 with Computers categories.
The six-volume set LNCS 12742, 12743, 12744, 12745, 12746, and 12747 constitutes the proceedings of the 21st International Conference on Computational Science, ICCS 2021, held in Krakow, Poland, in June 2021.* The total of 260 full papers and 57 short papers presented in this book set were carefully reviewed and selected from 635 submissions. 48 full and 14 short papers were accepted to the main track from 156 submissions; 212 full and 43 short papers were accepted to the workshops/ thematic tracks from 479 submissions. The papers were organized in topical sections named: Part I: ICCS Main Track Part II: Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Applications of Computational Methods in Artificial Intelligence and Machine Learning; Artificial Intelligence and High-Performance Computing for Advanced Simulations; Biomedical and Bioinformatics Challenges for Computer Science Part III: Classifier Learning from Difficult Data; Computational Analysis of Complex Social Systems; Computational Collective Intelligence; Computational Health Part IV: Computational Methods for Emerging Problems in (dis-)Information Analysis; Computational Methods in Smart Agriculture; Computational Optimization, Modelling and Simulation; Computational Science in IoT and Smart Systems Part V: Computer Graphics, Image Processing and Artificial Intelligence; Data-Driven Computational Sciences; Machine Learning and Data Assimilation for Dynamical Systems; MeshFree Methods and Radial Basis Functions in Computational Sciences; Multiscale Modelling and Simulation Part VI: Quantum Computing Workshop; Simulations of Flow and Transport: Modeling, Algorithms and Computation; Smart Systems: Bringing Together Computer Vision, Sensor Networks and Machine Learning; Software Engineering for Computational Science; Solving Problems with Uncertainty; Teaching Computational Science; Uncertainty Quantification for Computational Models *The conference was held virtually.
Mathematics Of Planet Earth
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Author : Hans Kaper
language : en
Publisher: SIAM
Release Date : 2015-03-31
Mathematics Of Planet Earth written by Hans Kaper and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-31 with Science categories.
Our planet faces many challenges. In 2013, an international partnership of more than 140 scientific societies, research institutes, and organizations focused its attention on these challenges. This project was called Mathematics of Planet Earth and featured English- and French-language blogs, accessible to nonmathematicians, as part of its outreach activities. This book is based on more than 100 of the 270 English-language blog posts and focuses on four major themes: A Planet to Discover; A Planet Supporting Life; A Planet Organized by Humans; A Planet at Risk.--[Source inconnue].
Commodities
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Author : M. A. H. Dempster
language : en
Publisher: CRC Press
Release Date : 2015-11-05
Commodities written by M. A. H. Dempster and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-05 with Business & Economics categories.
Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.This book covers the fundamental theory of and derivatives pricing for major commodity markets as well as the interaction between commodi
Business And Populism
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Author : Magnus Feldmann
language : en
Publisher: Oxford University Press
Release Date : 2023
Business And Populism written by Magnus Feldmann and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with Business & Economics categories.
This book analyses the relationship between right-wing populism and business. There is little known about the effects a worldwide populist shift has had on business beyond the restriction of globalism and outsourcing while embracing capitalism and deregulation. How does business respond to populism? What impact will it have?
Carbon Markets
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Author : Arnaud Brohé
language : en
Publisher: Routledge
Release Date : 2012-05-16
Carbon Markets written by Arnaud Brohé and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-16 with Business & Economics categories.
Winner of the Choice Outstanding Academic Titles of 2010 award. This book is a comprehensive and accessible guide to understanding the opportunities offered by regulated and voluntary carbon markets for tackling climate change. Coverage includes: - An overview of the problem of climate change, with a concise review of the most recent scientific evidence in different fields - A highly accessible introduction to the economic theory and different constitutive elements of a carbon allowances market - Explanation of the Kyoto Protocol and its flexibility mechanisms - Explanation of how the EU Emissions Trading Scheme works in practice - Ongoing developments in regulated carbon markets in the US - Up-to-the-minute coverage of regulated carbon markets in Australia - Developments in New Zealand and Japan - Carbon offsetting and voluntary carbon markets. Combining theoretical aspects with practical applications, this book is for business leaders, financiers, carbon traders, lawyers, bankers, researchers, policy makers and anyone interested in market mechanisms to mitigate climate change. The carbon emissions resulting from the production of this book have been calculated, reduced and offset to render the bookcarbon neutral. Published with CO2 Neutral
Bioenergy Crops For Ecosystem Health And Sustainability
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Author : Alex Baumber
language : en
Publisher: Routledge
Release Date : 2016-02-22
Bioenergy Crops For Ecosystem Health And Sustainability written by Alex Baumber and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-22 with Technology & Engineering categories.
The growing of crops for bioenergy has been subject to much recent criticism, as taking away land which could be used for food production or biodiversity conservation. This book challenges some commonly-held ideas about biofuels, bioenergy and energy cropping, particularly that energy crops pose an inherent threat to ecosystems, which must be mitigated. The book recognises that certain energy crops (e.g. oil palm for biodiesel) have generated sustainability concerns, but also asks the question "is there a better way?" of using energy crops to strategically enhance ecosystem functions. It draws on numerous case studies, including where energy crops have had negative outcomes as well as well as cases where energy crops have produced benefits for ecosystem health, such as soil and water protection from the cropping of willow and poplar in Europe and the use of mallee eucalypts to fight salinity in Western Australia. While exploring this central argument, the volume also provides a systematic overview of the socio-economic sustainability issues surrounding bioenergy.
Electricity Market Reform
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Author : Great Britain: Parliament: House of Commons: Energy and Climate Change Committee
language : en
Publisher: The Stationery Office
Release Date : 2011-05-16
Electricity Market Reform written by Great Britain: Parliament: House of Commons: Energy and Climate Change Committee and has been published by The Stationery Office this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-16 with Business & Economics categories.
Over one hundred billion pounds of investment is needed by 2020 to replace the UK's aging power stations, cut carbon emissions and maintain energy security. Government proposals for Electricity Market Reform (EMR) are supposed to encourage power companies to deliver clean affordable energy. But the Energy and Climate Change Committee is concerned that the current proposals are over-complex and could fail to attract the £110 billion investment needed in electricity generation alone by 2020. It is calling on the Government to simplify its package of reforms to provide a more certain framework for investors. The starting point for EMR should be a clearly defined objective to reduce the carbon intensity of electricity generation in the UK to 50g of CO2 per kilowatt hour (KWh) by 2030. The wholesale market should be fundamentally reformed to break up the dominance of the Big Six energy companies, in order to allow new entrants to invest in the UK and improve the liquidity of the market. The long term contracts designed to encourage low carbon energy sources - known as Feed-in-Tariffs with Contracts for Difference - will work for nuclear, but different types of contract are needed for renewables and other clean technologies. The Carbon Price Support is a necessary short term solution to weaknesses in the EU Emission Trading System, but will increase costs for consumers and could provide a windfall for nuclear and renewables generators. The MPs also call on the Government to be clear about the effect that reforms will have on energy bills.
Parliamentary Debates Hansard
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Author : Great Britain. Parliament. House of Commons
language : en
Publisher:
Release Date : 2014
Parliamentary Debates Hansard written by Great Britain. Parliament. House of Commons and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Great Britain categories.
Leadership Approaches To The Science Of Water And Sustainability
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Author : Tardif, Kristin Joyce
language : en
Publisher: IGI Global
Release Date : 2022-08-19
Leadership Approaches To The Science Of Water And Sustainability written by Tardif, Kristin Joyce and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-19 with Science categories.
Water is the life source of all living things on our planet. By honoring our environment and realizing the importance of our great resources, we not only restore our natural world, but we also create a sustainable planet and quality of life we so desperately need. Many do not have access to pure, clean water. In addition, natural disasters temporarily alter water systems and make them undrinkable, and as we look for healthy, on-the-go alternatives, many have turned to bottled water. This is one of the many issues involving water science and environmental sustainability. Leadership Approaches to the Science of Water and Sustainability highlights the many issues with water and sustainability. It details the lengths one goes to find, develop, and protect natural resources and highlights the scientists, state, and government agencies who work tirelessly to protect our great natural resources. Covering topics such as environmental law, the history of water, and water science, this premier reference source is a dynamic resource for government officials, conservationists, environmental engineers, agricultural scientists, environmental scientists, non-profit organizations, students and faculty of higher education, researchers, and academicians.