An econometric analysis of CO2 emission, fuel and wholesale electricity prices

DOI
  • Endo Misao
    Central Research Institute of Electric Power Industry

Bibliographic Information

Other Title
  • 排出権,燃料,卸電力の価格変動分析

Abstract

With the increasing importance of energy and environmental problem, the reduction of greenhouse gas emission has become an important issue in many countries. In Europe, CO2 emissions are traded at various European electricity exchanges and European power companies pass through their CO2 and Fuel costs to wholesale electricity price. This research applies a stochastic process model to CO2, fuel and electricity market prices in Europe to identify the characteristics and interrelationships of them. Specifically, we analyze the effect of the rapid rise and sharp fall in fuel market last year.

Journal

Details 詳細情報について

  • CRID
    1390001205592743168
  • NII Article ID
    130004604231
  • DOI
    10.11345/japannctam.58.0.153.0
  • Text Lang
    ja
  • Data Source
    • JaLC
    • CiNii Articles
  • Abstract License Flag
    Disallowed

Report a problem

Back to top