Luca Taschini

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

Houghton Street

London, WC2A 2AE

United Kingdom

http://personal.lse.ac.uk/TASCHINL/Luca_Taschini.html

SCHOLARLY PAPERS

19

DOWNLOADS
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11,063

CITATIONS
Rank 8,403

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Top 8,403

in Total Papers Citations

54

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 3,189 (2,174)
Citation 30

Abstract:

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 - Swiss Banking Institute (ISB) and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 2,030 (4,930)
Citation 17

Abstract:

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 1,399 (9,227)
Citation 4

Abstract:

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 1,073 (13,803)

Abstract:

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 686 (25,562)

Abstract:

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 490 (42,372)
Citation 1

Abstract:

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 289 (76,751)

Abstract:

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

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 184 (129,738)

Abstract:

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 24 (417,892)

Abstract:

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

9.

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 179 (127,863)

Abstract:

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

10.

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 178 (130,527)

Abstract:

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 108 (201,868)
Citation 1

Abstract:

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 55 (303,533)
Citation 1

Abstract:

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

12.

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 - Swiss Banking Institute (ISB) and WHU - Otto Beisheim School of Management
Downloads 158 (141,764)

Abstract:

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

13.

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 127 (174,689)
Citation 1

Abstract:

CO2 emission allowances, Equilibrium model, Model calibration

14.

Comovement and the Financialization of Commodities

Number of pages: 27 Posted: 05 Mar 2015 Last Revised: 29 Oct 2016
Matteo Bonato and Luca Taschini
University of Johannesburg - Department of Economics and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 60 (286,879)

Abstract:

Commodities; Comovement; Financialization; Indexing; Realized Beta

15.

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 46 (80,510)

Abstract:

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

16.

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 0 (491,057)

Abstract:

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

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 0 (289,222)

Abstract:

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

18.

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

Number of pages: 41 Posted: 12 Feb 2016 Last Revised: 04 Jul 2016
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 0 (136,652)

Abstract:

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

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

Abstract:

Commodities; Financialization; Volatility Spillover