Emissions Trading with Shares and Coupons: A Laboratory Test of Canadian Proposals

Stuart Mestelman
Rob Moir
R. Andrew Muller

McMaster Unviersity
Hamilton, Ontario, Canada
L8S 4M4

June 1993

Abstract

A proposal for nitrogen oxide trading in Canada would create a private market in two commodities: coupons and shares. Coupons authorize the discharge of NOx and are bankable. Shares are time streams of future allocations of coupons. In contrast, SOx trading under the U.S. Clean Air Act has no provision for shares and provides for a mandatory revenue neutral government auction. Cronshaw and Brown-Kruse and Franciosi, Isaac, Pingry, and Reynolds have investigated the U.S. market experimentally. This paper reports altering the Cronshaw and Brown-Kruse design to reflect the Canadian proposal. Laboratory results yield a market outcome with efficiency higher than obtained in other environments. Arbitrage between coupon and share prices is imperfect. The training of subjects appears to be an important variable in determining market performance.
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