Luca Taschini

University of Edinburgh Business School

29 Buccleuch Pl

Edinburgh, Edinburgh EH8 9JS

United Kingdom

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

Houghton Street

London, WC2A 2AE

Great Britain

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

SCHOLARLY PAPERS

21

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14,140

SSRN CITATIONS
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SSRN RANKINGS

Top 11,603

in Total Papers Citations

57

CROSSREF CITATIONS

70

Scholarly Papers (21)

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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
University of Edinburgh Business School and University of Zurich - Department of Banking and Finance
Downloads 3,646 (5,457)
Citation 3

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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 University of Edinburgh Business School
Downloads 2,190 (12,264)
Citation 18

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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
University of Edinburgh Business School
Downloads 1,518 (21,772)

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Dynamic Price Modeling, Emission Permits, Market Imperfections

4.

Carbon Default Swap – Disentangling the Exposure to Carbon Risk Through CDS

Downloads 1,162 (27,697)
Citation 2

Carbon Default Swap – Disentangling the Exposure to Carbon Risk Through CDS

Number of pages: 50 Posted: 03 Jun 2021 Last Revised: 08 Jan 2023
Alexander Blasberg, Ruediger Kiesel and Luca Taschini
University of Duisburg-Essen, University of Duisburg-Essen - Faculty of Economic Science and University of Edinburgh Business School
Downloads 1,162 (31,753)
Citation 3

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Climate Change, Carbon Risk, Credit Risk, Credit Default Swap Spreads

5.

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 University of Edinburgh Business School
Downloads 1,181 (31,481)
Citation 2

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

6.

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
Stefanie Engel, Charles Palmer, Luca Taschini and Simon Urech
ETH Zürich - Institute vor Environmental Decisions (IED), London School of Economics & Political Science (LSE), University of Edinburgh Business School and ETH Zürich
Downloads 788 (55,368)
Citation 3

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

7.

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
University of Edinburgh Business School and ETH Zürich
Downloads 567 (84,529)

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

8.

Nailing Down Volatile Temperatures: Examining Their Effects on Asset Prices

Number of pages: 58 Posted: 03 Feb 2022 Last Revised: 04 Feb 2022
Leonardo Bortolan, Atreya Dey and Luca Taschini
University of Bologna, University of Edinburgh Business School and University of Edinburgh Business School
Downloads 436 (116,198)

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Climate change, Temperature variability, Temperature anomalies, Stock market, Climate news attention.

9.

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 University of Edinburgh Business School
Downloads 357 (145,787)
Citation 1

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

10.

Emissions Trading Systems with Cap Adjustments

Downloads 355 (146,706)
Citation 18

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 University of Edinburgh Business School
Downloads 224 (234,017)
Citation 20

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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 University of Edinburgh Business School
Downloads 131 (372,898)

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

11.

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 University of Edinburgh Business School
Downloads 344 (151,763)
Citation 10

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

12.

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

Downloads 243 (217,035)
Citation 4

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 University of Edinburgh Business School
Downloads 155 (325,685)

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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 University of Edinburgh Business School
Downloads 88 (495,942)
Citation 6

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

13.

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
Marius Costeniuc, Michaela Schnetzer and Luca Taschini
Swiss Re, affiliation not provided to SSRN and University of Edinburgh Business School
Downloads 233 (226,120)
Citation 3

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

14.

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 University of Edinburgh Business School
Downloads 226 (232,790)
Citation 2

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

15.

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 University of Edinburgh Business School
Downloads 208 (251,520)
Citation 2

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Cap & Trade, Permanent Shocks, Tax, Transitory Shocks

16.

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
University of Edinburgh Business School, University of Zurich - Department of Banking and Finance and WHU - Otto Beisheim School of Management
Downloads 200 (260,727)

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

17.

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 University of Edinburgh Business School
Downloads 162 (313,473)
Citation 3

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

18.

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 University of Edinburgh Business School
Downloads 162 (313,473)

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CO2 emission allowances, Equilibrium model, Model calibration

19.

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 University of Edinburgh Business School
Downloads 135 (363,300)
Citation 4

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

20.

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), University of Edinburgh Business School and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 27 (822,559)

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

21.

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 University of Edinburgh Business School

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Commodities; Financialization; Volatility Spillover