On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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6 results for “cap-and-trade”

Trading Frictions in Dynamic Cap-and-Trade Marketsecon.TH

Model analyzes trading frictions in cap-and-trade markets, showing how they interact to affect market effectiveness.

problem Analyzing how trading frictions impact cap-and-trade market effectiveness.

method Developed a dynamic stochastic model with multiple trading frictions, characterized access choices in closed form, and quantified using EU ETS data.

result Trading frictions interact to amplify or dampen market responses, and their combined effect is non-additive.

cap-and-trade trading frictions market dynamics stochastic modeling EU ETS

2026-06-02abs ↗pdf ↗

A Mean Field Game approach for pollution regulation of competitive firmsq-fin.MF

Modeling pollution from competing firms using mean-field games.

problem Pollution regulation of competitive firms producing similar goods.

method Developed a mean-field game model with cap-and-trade regulation.

result Explicit solutions found through Riccati differential equations.

mean-field games pollution regulation competitive firms cap-and-trade AK model

2024-07-17abs ↗pdf ↗

Singular Forward-Backward Stochastic Differential Equations and Emissions Derivativesq-fin.PR

We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase cap-and-trade schemes lead readily to terminal conditions given by indicator funct…

2012-10-21abs ↗pdf ↗

Inefficiencies of Carbon Trading Marketsq-fin.GN

Study reveals inefficiencies in EU carbon trading market.

problem Inefficiencies in carbon trading market undermine emission reduction goals.

method Analysis of granular transaction data from 2005-2020.

result 40% of firms never trade in a given year, and many trade only during high-price months.

carbon trading market inefficiencies EU ETS financial market emission reduction

2024-08-12abs ↗pdf ↗

Review of the EU ETS Literature: A Bibliometric Perspectiveq-fin.ST

This study analyzes EU ETS literature trends using bibliometric methods.

problem Understanding the evolving research landscape of EU ETS.

method Bibliometric analysis of Scopus database, focusing on publication trends, themes, influential authors, and journals.

result Notable increase in research activity over two decades, particularly during policy changes and economic events.

EU ETS Bibliometric Carbon Trading Climate Strategies Research Trends

2024-09-03abs ↗pdf ↗

Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspectivestat.AP

Study analyzes EU ETS carbon market dynamics, revealing inefficiencies and anomalies.

problem Inefficiencies and anomalies in EU ETS trading and pricing mechanisms.

method Empirical analysis using AR-GARCH model and weighted network analysis.

result Heterogeneous and sometimes counter-intuitive elasticities in price-volume relationships.

EU ETS carbon market price dynamics network analysis AR-GARCH

2025-10-25abs ↗pdf ↗