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A complementarity model for the European natural gas market

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Author Info
Egging, Ruud
Gabriel, Steven A.
Holz, Franziska
Zhuang, Jifang

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Abstract

In this paper, we present a detailed and comprehensive complementarity model for computing market equilibrium values in the European natural gas system. Market players include producers and their marketing arms which we call "traders", pipeline and storage operators, marketers, LNG liquefiers, regasifiers, tankers, and three end-use consumption sectors. The economic behavior of producers, traders, pipeline and storage operators, liquefiers and regasifiers is modeled via optimization problems whose Karush-Kuhn-Tucker (KKT) optimality conditions in combination with market-clearing conditions form the complementarity system. The LNG tankers, marketers and consumption sectors are modeled implicitly via appropriate cost functions, aggregate demand curves, and ex post calculations, respectively. The model is run on several case studies that highlight its capabilities, including a simulation of a disruption of Russian supplies via Ukraine.

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Publisher Info
Article provided by Elsevier in its journal Energy Policy.

Volume (Year): 36 (2008)
Issue (Month): 7 (July)
Pages: 2385-2414
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Handle: RePEc:eee:enepol:v:36:y:2008:i:7:p:2385-2414

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Web page: http://www.elsevier.com/locate/enpol

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  1. Franziska Holz & Christian von Hirschhausen & Claudia Kemfert, 2008. "Perspectives of the European Natural Gas Markets until 2025," Discussion Papers of DIW Berlin 823, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  2. repec:mop:credwp:09.02.82 is not listed on IDEAS
  3. Steven Brakman & Charles van Marrewijk & Arjen van Witteloostuijn, 2009. "Market Liberalization in the European Natural Gas Market - The Importance of Capacity Constraints and Efficiency Differences," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  4. Gijsbert Zwart, 2008. "European natural gas markets: resource constraints and market power," CPB Discussion Papers 116, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
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