Carbon Credit Program (SOA Challenge 2020)

Date of Award

Spring 2020

Degree Name

Bachelor of Science

Department

Computer Science & Mathematics; College of Arts & Sciences

First Advisor

Ni, Weihong

Abstract

Our group intends to design a carbon credit program to meet an emission reduction goal for Pullanta over the next decade. We simulated future prices for carbon credits, according to which we then predicted carbon emissions recursively. In addition, financial instruments are designed including bonds and loans. We finally present our results together with a sensitivity analysis on the assumptions made to the model.

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Carbon Credit Program (SOA Challenge 2020)

Our group intends to design a carbon credit program to meet an emission reduction goal for Pullanta over the next decade. We simulated future prices for carbon credits, according to which we then predicted carbon emissions recursively. In addition, financial instruments are designed including bonds and loans. We finally present our results together with a sensitivity analysis on the assumptions made to the model.