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Testing the Emissions Reduction Effect of Carbon Pricing: A Predictive Analysis of the Role of Speculation

2023· preprint· en· W4385981681 on OpenAlexaff
Kazeem O. Isah, Ibrahim D. Raheem, Ojo Johnson Adelakun

Bibliographic record

VenuePreprints.org · 2023
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicClimate Change Policy and Economics
Canadian institutionsSAIT Polytechnic
Fundersnot available
KeywordsSpeculationEconomicsEconometricsPredictive powerMarket liquidityPredictabilityClimate changeRobustness (evolution)Sample (material)Monetary economicsFinanceMathematicsStatistics

Abstract

fetched live from OpenAlex

Despite providing some critical financial services to support the operation of Emissions Trading Systems (ETS), such as increasing market liquidity and price visibility and allowing operators to hedge against future fluctuations, there is growing concern about the potential threat of financial actors' speculation behaviour to the ETS's effectiveness. To confirm or alleviate the fear associated with such concern, we employ both ex-post and ex-ante approaches to determine the role of speculation in the emission reduction effect of the ETS and its forecasting power in predicting climate change. In addition to confirming carbon prices and the speculation behaviour of the emissions non-compliance actors in the ETS as accurate predictors of climate change, we also show that they both matter in the emission reduction effect of the ETS. We use several verifiable econometric approaches to select the Feasible Quasi Generalised Least Squares (FQGLS) as the best estimator for addressing some of the biases in climate change predictability. We demonstrate that a predictive model combining the complementing dynamics of the EST emissions compliance and emissions non-compliance features forecasts climate change more accurately. We demonstrate the robustness of our findings for both in-sample and out-of-sample forecasts and across different forecast horizons by using alternative approaches to evaluate forecast performance.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.039
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.015
Threshold uncertainty score0.042

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.039
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.226
GPT teacher head0.325
Teacher spread0.100 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2023
Admission routes1
Has abstractyes

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Same venuePreprints.orgSame topicClimate Change Policy and EconomicsFrench-language works237,207