Option-embedded Perpetual Environment Debt

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Main Author: Tuobang, Li
Format: Recurso digital
Published: Zenodo 2026
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author Tuobang, Li
author_facet Tuobang, Li
contents <p>Facing the long-standing game between "distributive fairness" and "transition stability" in global climate governance, this paper constructs an Environment Debt (ED) and perpetual credit system with an embedded hedging mechanism based on legal fairness. Addressing the inefficiencies caused by administrative intervention in traditional carbon allowance allocation and the real-economy volatility triggered by spot market pulse pressures, this study proposes a paradigm-level institutional restructuring: establishing physical distributive justice through "human-centric entitlement" and utilizing financial leverage to transform immediate compliance costs into intertemporal environment debt.</p> <p>The core innovation of this paper lies in the proposal of an "option-embedded" perpetual debt structure. Drawing on the logic of callable bonds and mandatory liability insurance, this structure appoints the Central Authority as the sole risk underwriter, presetting a strike price within debt contracts to achieve non-linear risk truncation. Dynamic analysis demonstrates that this mechanism effectively smooths corporate cash flow. Through the adjustment of environment interest rates ($r_e$) and credit spreads, it grants firms with genuine scale effects a financial competitive advantage while physically preventing risk contagion into secondary financial markets. This study provides a self-consistent, robust, and legally rigorous institutional paradigm for the green transition.</p> <p> </p>
format Recurso digital
id zenodo_https___doi_org_10_5281_zenodo_18408112
institution Zenodo
language
publishDate 2026
publisher Zenodo
record_format zenodo
spellingShingle Option-embedded Perpetual Environment Debt
Tuobang, Li
<p>Facing the long-standing game between "distributive fairness" and "transition stability" in global climate governance, this paper constructs an Environment Debt (ED) and perpetual credit system with an embedded hedging mechanism based on legal fairness. Addressing the inefficiencies caused by administrative intervention in traditional carbon allowance allocation and the real-economy volatility triggered by spot market pulse pressures, this study proposes a paradigm-level institutional restructuring: establishing physical distributive justice through "human-centric entitlement" and utilizing financial leverage to transform immediate compliance costs into intertemporal environment debt.</p> <p>The core innovation of this paper lies in the proposal of an "option-embedded" perpetual debt structure. Drawing on the logic of callable bonds and mandatory liability insurance, this structure appoints the Central Authority as the sole risk underwriter, presetting a strike price within debt contracts to achieve non-linear risk truncation. Dynamic analysis demonstrates that this mechanism effectively smooths corporate cash flow. Through the adjustment of environment interest rates ($r_e$) and credit spreads, it grants firms with genuine scale effects a financial competitive advantage while physically preventing risk contagion into secondary financial markets. This study provides a self-consistent, robust, and legally rigorous institutional paradigm for the green transition.</p> <p> </p>
title Option-embedded Perpetual Environment Debt
url https://doi.org/10.5281/zenodo.18408112