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Using Environmental Emissions Permit Prices to Raise Electricity Prices: Evidence from the California Electricity Market
Raise Electricity Prices California Electricity Market
2015/7/31
This paper analyzes the extent to which the conditions in the emissions permit market for
nitrogen oxides (NOx) operated by the South Coast Air Quality Management District
(SCAQMD) in the Los Ange...
The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels
Valuation of Clean Spread Options Linking Electricity Emissions Fuels Pricing of Securities
2012/6/4
The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The nove...