Cap-and-Trade Emissions Regulation: A Strategic Analysis

Authors: Frank Cheng, Yagil Engel, Michael P. Wellman

IJCAI 2019 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We compute strategic equilibria among firms in the vehicle market through iterative best-response (IBR), which is guaranteed to converge for several of the models that we compare. Because our model allows computation of strategic dynamics explicitly, we are able to explore counterfactual scenarios such as alternative industrial organization and different regulation setups. The market for trading pollution rights (or credits) introduces another level of strategic behavior for firms, as they consider their utilization of credits to shape their vehicle production, along with their bidding behavior in the market for credits.
Researcher Affiliation Collaboration 1University of Michigan, Ann Arbor 2Ford Analytics
Pseudocode No The paper does not contain structured pseudocode or algorithm blocks.
Open Source Code No The paper references supplemental materials via a Dropbox link to a PDF (https://www.dropbox.com/s/a2dfjzkfp25ppgv/ijcai2019 supplemental.pdf?dl=0), but it does not explicitly state that this link provides access to the source code for the methodology.
Open Datasets No φ, Σ, and κ are given by our industry sponsor and are based on real data and government guidance.
Dataset Splits No The paper does not provide specific information about dataset splits for training, validation, or testing.
Hardware Specification No The paper does not provide any specific hardware details such as GPU/CPU models or memory specifications used for the experiments.
Software Dependencies No The paper does not list specific software dependencies with version numbers.
Experiment Setup Yes For the strategic credit market model, we examine two settings. First, we set T = 4 and ν = 20. We call this model setting strategic credits (long). The other strategic model setting, strategic credits (short), has T = 5 and ν = 10. The firms in strategic credits models draw bidding strategy (µj, χj) from the set (χ, µ)|χ {0.5, 0.7, 0.9, 0.999}, µ {0.01, 0.4, 0.7}.