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Inflow Uncertainty in Hydropower Markets

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Author Info
Petter Vegard Hansen () (Statistics Norway)

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Abstract

In order to analyse the consequences of uncertainty for prices and efficiency in a hydropower system, we apply a two-period model with uncertainty in water inflow. We study three different market structures, perfect competition, monopoly and oligopoly and stress the importance of the shape of the demand function under different distributions of water inflow. The uncertainty element creates possibilities of exercising market power depending on the distribution of uncertainty among producers. The introduction of thermal power into the hydropower market has an impact on the residual demand function, which is important for the hydropower producers' possibilities of exercising market power.

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Paper provided by Research Department of Statistics Norway in its series Discussion Papers with number 520.

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Date of creation: Oct 2007
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Handle: RePEc:ssb:dispap:520

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Related research
Keywords: hydropower; uncertainty; electricity; thermal power; demand functions; monopoly; duopoly;

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Find related papers by JEL classification:
D40 - Microeconomics - - Market Structure and Pricing - - - General
Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply
L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General

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  1. Cardell, Judith B. & Hitt, Carrie Cullen & Hogan, William W., 1997. "Market power and strategic interaction in electricity networks," Resource and Energy Economics, Elsevier, vol. 19(1-2), pages 109-137, March. [Downloadable!] (restricted)
  2. Cairns, Robert D, 1990. " The Economics of Exploration for Non-renewable Resources," Journal of Economic Surveys, Blackwell Publishing, vol. 4(4), pages 361-95.
  3. Garcia, Alfredo & Reitzes, James D & Stacchetti, Ennio, 2001. "Strategic Pricing when Electricity is Storable," Journal of Regulatory Economics, Springer, vol. 20(3), pages 223-47, November. [Downloadable!] (restricted)
  4. Loury, Glenn C, 1978. "The Optimal Exploitation of an Unknown Reserve," Review of Economic Studies, Blackwell Publishing, vol. 45(3), pages 621-36, October. [Downloadable!] (restricted)
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  5. Pindyck, Robert S, 1980. "Uncertainty and Exhaustible Resource Markets," Journal of Political Economy, University of Chicago Press, vol. 88(6), pages 1203-25, December. [Downloadable!] (restricted)
  6. Bjerkholt, Olav & Olsen, Oystein, 1984. "Uncertainty in hydroelectric power supply," Energy Economics, Elsevier, vol. 6(3), pages 159-166, July. [Downloadable!] (restricted)
  7. von der Fehr, Nils-Henrik Morch & Harbord, David, 1993. "Spot Market Competition in the UK Electricity Industry," Economic Journal, Royal Economic Society, vol. 103(418), pages 531-46, May. [Downloadable!] (restricted)
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  8. Crampes, C. & Moreaux, M., 2001. "Water resource and power generation," International Journal of Industrial Organization, Elsevier, vol. 19(6), pages 975-997, May. [Downloadable!] (restricted)
  9. Green, Richard J & Newbery, David M, 1992. "Competition in the British Electricity Spot Market," Journal of Political Economy, University of Chicago Press, vol. 100(5), pages 929-53, October. [Downloadable!] (restricted)
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