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|JEL H23 - Externalities; Redistributive Effects; Environmental Taxes and Subsidies||Study and assessment of the effect of environmental regulations (taxes, subsidies and quotas) imposed on high-carbon industries, such as the energy sector. Study of the effects of incentive-based approaches for environmental regulation, the most notable of which is a tradable permit system, and payment for ecosystems.||
Public Policies Analysis
Taxation, Subsidies, and Revenue
|JEL Q47 - Energy Forecasting||Forecasting energy prices by the estimation of models which capture possible non-linear time evolution of prices.||
Enviromental Economics, Energy Economics, Sustainability and Development
|MSC 60H30 - Applications of stochastic analysis||Applications of continuous-time stochastic processes in economics and finance. Analysis of pricing problems and contingent claims. Studies of problems of risk management and applications of measures of risk.||
Quantitative Methods for Economics
|MSC 91G80 - Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems)||Among the main applications of stochastic optimal control theory one finds mathematical finance. Indeed, many decision problems are formulated in terms of optimization on continuous-time stochastic models. We find typically: hedging problems, portfolio optimization, risk management and optimal stopping.||
|Cross-border electricity trading||1/1/19|