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Nash equilibrium for coupling of CO2 allowances and electricity markets

Author

Listed:
  • Mireille Bossy

    (TOSCA - TO Simulate and CAlibrate stochastic models - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique - IECL - Institut Élie Cartan de Lorraine - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique)

  • Nadia Maïzi

    (CMA - Centre de Mathématiques Appliquées - Mines Paris - PSL (École nationale supérieure des mines de Paris) - PSL - Université Paris Sciences et Lettres)

  • Odile Pourtallier

    (COPRIN - Constraints solving, optimization and robust interval analysis - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique - ENPC - École des Ponts ParisTech)

Abstract

In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions covered.

Suggested Citation

  • Mireille Bossy & Nadia Maïzi & Odile Pourtallier, 2014. "Nash equilibrium for coupling of CO2 allowances and electricity markets," Post-Print hal-00913320, HAL.
    • Handle: RePEc:hal:journl:hal-00913320
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