Luca Taschini

London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment

Houghton Street

London, WC2A 2AE

Great Britain

University of Verona - Department of Economics

Via Cantarane 24

Verona, Verona 37129

Italy

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 3,175

SSRN RANKINGS

Top 3,175

in Total Papers Downloads

11,526

CITATIONS
Rank 10,684

SSRN RANKINGS

Top 10,684

in Total Papers Citations

72

Scholarly Papers (19)

1.

An Econometric Analysis of Emission Trading Allowances

Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26
Number of pages: 45 Posted: 26 Nov 2006 Last Revised: 21 Dec 2009
Luca Taschini and Marc S. Paolella
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and University of Zurich - Department of Banking and Finance
Downloads 3,389 (2,921)
Citation 2

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Environmental Finance, GARCH, Greenhouse Gases, Mixture Models, Tail Estimation

2.

The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing

Applied Mathematical Finance, Vol. 19, No. 5, 2012, Swiss Finance Institute Research Paper No. 08-02, EFA 2008 Athens Meetings Paper
Number of pages: 34 Posted: 04 Feb 2008 Last Revised: 12 Oct 2013
Marc Chesney and Luca Taschini
University of Zurich - Department of Banking and Finance and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 2,099 (6,567)
Citation 15

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Asymmetric Information, Environmental Finance, European Emission Trading, Scheme, Trading Decisions

3.

Environmental Economics and Modeling Marketable Permits: A Survey

Asian Pacific Financial Markets, Vol. 17, No. 4, 2010
Number of pages: 21 Posted: 19 Feb 2009 Last Revised: 05 Dec 2010
Luca Taschini
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 1,469 (11,893)

Abstract:

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Dynamic Price Modeling, Emission Permits, Market Imperfections

4.

Linking Emission Trading Schemes: A Short Note

Economics of Energy & Environmental Policy - Vol. 1 (3):31-38 (2012).
Number of pages: 11 Posted: 02 Feb 2010 Last Revised: 12 Oct 2013
Georg Gruell and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 1,134 (17,788)
Citation 2

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Direct Link, EU ETS, Global CO2 Market, Indirect link, Kyoto Protocol

5.

Conservation Payments under Uncertainty

Land Economics - Forthcoming, Grantham Research Institute on Climate Change and the Environment Working Paper No. 72 , Centre for Climate Change Economics and Policy Working Paper No. 82
Number of pages: 34 Posted: 05 Feb 2012 Last Revised: 06 Apr 2014
ETH Zürich - Institute vor Environmental Decisions (IED), London School of Economics & Political Science (LSE), London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and ETH Zürich
Downloads 749 (32,341)
Citation 1

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deforestation, land use change, payments, permanence, REDD, uncertainty

6.

The Real Option to Fuel Switch in the Presence of Expected Windfall Profits Under the EU ETS

The Journal of Energy Markets, Vol. 3, No. 2, 2010
Number of pages: 21 Posted: 17 Aug 2009 Last Revised: 21 Sep 2010
Luca Taschini and Simon Urech
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and ETH Zürich
Downloads 520 (52,336)

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Activation frequency, Dark-spread, Emission permits, Generation Mix, Spark-spread

7.

Cap-and-Trade Properties Under Different Hybrid Scheme Designs

Journal of Environmental Economics and Management, Vol. 61, No 1, 2011
Number of pages: 30 Posted: 05 Dec 2009 Last Revised: 07 Mar 2011
Georg Gruell and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 319 (93,651)
Citation 1

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Allowance reserve, Price ceiling, Price collar, Price floor, Safety valve

8.

Carbon Dating: When Is It Beneficial to Link ETSs?

Number of pages: 39 Posted: 25 May 2015 Last Revised: 11 Jan 2017
Baran Doda and Luca Taschini
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 310 (96,666)

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Emission Trading, Climate Change Policy, Market-based Regulation, Linking

9.
Downloads 251 (120,932)
Citation 6

Emissions Trading Systems with Cap Adjustments

Number of pages: 27 Posted: 25 May 2015 Last Revised: 21 Jan 2017
Sascha Kollenberg and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 195 (154,370)
Citation 4

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EU ETS Reform, Dynamic Allocation, Policy Design, Responsiveness, Resilience, Supply Management Mechanism, Risk-Aversion

The European Union Emissions Trading System and the Market Stability Reserve: Optimal Dynamic Supply Adjustment

CESifo Working Paper Series No. 5380
Number of pages: 26 Posted: 09 Jun 2015
Sascha Kollenberg and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 56 (372,299)

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EU ETS reform, policy design, responsiveness, resilience, supply management mechanism, risk-aversion

10.

Renewables, Allowances Markets, and Capacity Expansion in Energy-Only Markets

Number of pages: 45 Posted: 12 Feb 2016 Last Revised: 28 Nov 2017
Paolo Falbo, Cristian Pelizzari and Luca Taschini
University of Brescia - Department of Economics and Management, University of Brescia - Department of Economics and Management and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 197 (152,958)

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Emission Trading Systems, Emission Allowances, Renewable Energy Sources, Pass-Through

11.

Entry and Exit Decision Problem with Implementation Delay

Journal of Applied Probability, Vol. 45, No. 4, 2008
Number of pages: 26 Posted: 30 Jun 2008 Last Revised: 18 May 2009
Swiss Re, affiliation not provided to SSRN and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 195 (154,499)
Citation 1

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Brownian excursion, Implementation Delay, Parisian Option, Optimal Stopping, Wald's Identity

12.

The Role of Stocks & Shocks Concepts in the Debate Over Price vs. Quantity

Environmental and Resource Economics, Vol. 55, No. 1, 2013, MIT CEEPR Working Paper No. WP-2011-002
Number of pages: 32 Posted: 14 Mar 2011 Last Revised: 12 Oct 2013
John E. Parsons and Luca Taschini
Massachusetts Institute of Technology (MIT) - Sloan School of Management and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 188 (159,753)
Citation 1

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Cap & Trade, Permanent Shocks, Tax, Transitory Shocks

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

CESifo Working Paper Series No. 3399
Number of pages: 29 Posted: 04 Apr 2011
Santiago Moreno-Bromberg and Luca Taschini
University of Zurich - Department of Banking and Finance and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 120 (232,633)

Abstract:

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dynamic regulation, emission permits, environment, self-financing policy, technology adoption

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

Number of pages: 28 Posted: 18 Mar 2011
Santiago Moreno-Bromberg and Luca Taschini
University of Zurich - Department of Banking and Finance and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 61 (356,551)
Citation 6

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Dynamic regulation, Emission permits, Environment, Self–financing policy, Technology adoption

14.

Experimental Comparison between Markets on Dynamic Permit Trading and Investment in Irreversible Abatement with and without Non-Regulated Companies

Grantham Research Institute on Climate Change and the Environment Working Paper No. 41, Centre for Climate Change Economics and Policy Working Paper No. 51
Number of pages: 32 Posted: 04 Dec 2010 Last Revised: 12 Oct 2013
Luca Taschini, Marc Chesney and Mei Wang
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment, University of Zurich - Department of Banking and Finance and WHU - Otto Beisheim School of Management
Downloads 176 (169,497)

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Irreversible Abatement, Stochastic Emissions, Dynamic Trading, Participation Restrictions, Non-compliance Entities.

15.

A Comparison of Reduced-Form Permit Price Models and Their Empirical Performances

MIT CEEPR Working Paper Series, WP-2009-018
Number of pages: 26 Posted: 23 Dec 2009 Last Revised: 05 Dec 2010
Georg Gruell and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 135 (211,667)

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CO2 emission allowances, Equilibrium model, Model calibration

16.

Comovement, Index Investing and the Financialization of Commodities

Number of pages: 33 Posted: 05 Mar 2015 Last Revised: 02 Feb 2018
Matteo Bonato and Luca Taschini
University of Johannesburg - Department of Economics and Econometrics and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 117 (236,062)
Citation 1

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Comovement; Commodity financialization; Indexing; Style effect; Realized Beta

17.

Dynamic Supply Adjustment and Banking Under Uncertainty: The Market Stability Reserve

Number of pages: 24 Posted: 06 Mar 2016
Sascha Kollenberg and Luca Taschini
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 88 (286,096)
Citation 3

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EU ETS Reform, Market Stability Reserve, Policy Design, Responsiveness, Resilience, Supply Management Mechanism, Risk-Aversion

18.

Getting More `Carbon Bang' for Your `Buck' in Acre State, Brazil

Number of pages: 30 Posted: 31 Oct 2016
Charles Palmer, Luca Taschini and Timothy Laing
London School of Economics & Political Science (LSE), London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 9 (584,965)

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Cost-effectiveness, Forest Conservation, Option Value, Payments for Environmental Services, Reducing Emissions from Deforestation and Degradation (REDD ), Uncertainty

19.

Risk Spillover in the Commodity Market: Is There Any Financialization Effect?

Posted: 27 Feb 2015
Matteo Bonato and Luca Taschini
University of Johannesburg - Department of Economics and Econometrics and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment

Abstract:

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Commodities; Financialization; Volatility Spillover