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I was considering to use the same device for writing from now on and I was considering two alternatives: a mechanical pencil or some kind of refillable pen.

Which of these two options is more sustainable? By sustainability here I mean which option causes less environmental footprint when producing the leads or the refills respectively.

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It is hard to say because there is such a wide variation in ink formulations. Also, no company is going to tell you what is in their ink, as they will consider that a trade secret. That being said, the only consumable part of a mechanical pencil is made entirely of graphite which is 100% Carbon and Clay. Go with the pencil!

Here is a "How it is made" video on Graphite pencil leads

Here is a video on ink making.

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Very few people use fountain pens today. It follows that few such pens are made. A good fountain pen lasts a long time if you take good care of it. If you have to choose between Parker and Mont Blanc, go with the former (and the one with the gold tips are rumored to last longer):

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You can get one on Amazon for under $200.

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    Could you elaborate on why this is more sustainable than other choices? My main cause of concern is the production of the ink used to refill them. – A. A. Jan 20 '16 at 9:22
  • @Adolfo: They don't make enough of it to even be part of the sustainable/unsustainable discourse. Billions upon billions of disposable pens are a strain on sustainability. Ink, not so much. Without ink, we might as well live in caves. You do want civilization to go on, don't you? The amount of food dye and laundry die they spend daily in your neck of the woods would keep every fountain pen on the planet filled for the next twenty years. – Ricky Jan 20 '16 at 9:30

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