IDEAS home Printed from https://ideas.repec.org/a/eee/eneeco/v30y2008i1p113-147.html
   My bibliography  Save this article

A complementarity model for solving stochastic natural gas market equilibria

Author

Listed:
  • Zhuang, Jifang
  • Gabriel, Steven A.

Abstract

No abstract is available for this item.

Suggested Citation

  • Zhuang, Jifang & Gabriel, Steven A., 2008. "A complementarity model for solving stochastic natural gas market equilibria," Energy Economics, Elsevier, vol. 30(1), pages 113-147, January.
  • Handle: RePEc:eee:eneeco:v:30:y:2008:i:1:p:113-147
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0140-9883(06)00115-0
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Allaz Blaise & Vila Jean-Luc, 1993. "Cournot Competition, Forward Markets and Efficiency," Journal of Economic Theory, Elsevier, vol. 59(1), pages 1-16, February.
    2. Gabriel, Steven A. & Zhuang, Jifang & Kiet, Supat, 2005. "A large-scale linear complementarity model of the North American natural gas market," Energy Economics, Elsevier, vol. 27(4), pages 639-665, July.
    3. Albert Madansky, 1960. "Inequalities for Stochastic Linear Programming Problems," Management Science, INFORMS, vol. 6(2), pages 197-204, January.
    4. Hobbs, Benjamin F., 1995. "Optimization methods for electric utility resource planning," European Journal of Operational Research, Elsevier, vol. 83(1), pages 1-20, May.
    5. Egging, Rudolf G. & Gabriel, Steven A., 2006. "Examining market power in the European natural gas market," Energy Policy, Elsevier, vol. 34(17), pages 2762-2778, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. S. Gabriel & J. Fuller, 2010. "A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 301-329, April.
    2. Nagl, Stephan, 2013. "The Effect of Weather Uncertainty on the Financial Risk of Green Electricity Producers under Various Renewable Policies," EWI Working Papers 2013-15, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    3. Nagl, Stephan, 2013. "Prices vs. Quantities: Incentives for Renewable Power Generation - Numerical Analysis for the European Power Market," EWI Working Papers 2013-4, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    4. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
    5. Lorenczik, Stefan & Malischek, Raimund & Trüby, Johannes, 2017. "Modeling strategic investment decisions in spatial markets," European Journal of Operational Research, Elsevier, vol. 256(2), pages 605-618.
    6. Egging, Ruud & Holz, Franziska, 2016. "Risks in global natural gas markets: Investment, hedging and trade," Energy Policy, Elsevier, vol. 94(C), pages 468-479.
    7. Egging, Ruud & Pichler, Alois & Kalvø, Øyvind Iversen & Walle–Hansen, Thomas Meyer, 2017. "Risk aversion in imperfect natural gas markets," European Journal of Operational Research, Elsevier, vol. 259(1), pages 367-383.
    8. Paulus, Moritz, 2012. "How are investment decisions in the steam coal market affected by demand uncertainty and buyer-side market power?," EWI Working Papers 2012-3, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    9. Buehler, Stefan & Burger, Anton & Ferstl, Robert, 2010. "The investment effects of price caps under imperfect competition: A note," Economics Letters, Elsevier, vol. 106(2), pages 92-94, February.
    10. Egging, Ruud, 2013. "Benders Decomposition for multi-stage stochastic mixed complementarity problems – Applied to a global natural gas market model," European Journal of Operational Research, Elsevier, vol. 226(2), pages 341-353.
    11. Lorenczik, Stefan & Panke, Timo, 2016. "Assessing market structures in resource markets — An empirical analysis of the market for metallurgical coal using various equilibrium models," Energy Economics, Elsevier, vol. 59(C), pages 179-187.
    12. Ruud Egging & Franziska Holz, 2015. "Local Consequences of Global Uncertainty: Capacity Development and LNG Trade under Shale Gas and Demand Uncertainty and Disruption Risk," Discussion Papers of DIW Berlin 1498, DIW Berlin, German Institute for Economic Research.
    13. Trüby, Johannes, 2013. "Strategic behaviour in international metallurgical coal markets," Energy Economics, Elsevier, vol. 36(C), pages 147-157.
    14. Ibrahim Abada, 2012. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets with a fuel substitution demand function: The S-GaMMES model," Working Papers 1202, Chaire Economie du climat.
    15. Gabriel, Steven A. & Zhuang, Jifang & Egging, Ruud, 2009. "Solving stochastic complementarity problems in energy market modeling using scenario reduction," European Journal of Operational Research, Elsevier, vol. 197(3), pages 1028-1040, September.
    16. Chyong, Chi Kong & Hobbs, Benjamin F., 2014. "Strategic Eurasian natural gas market model for energy security and policy analysis: Formulation and application to South Stream," Energy Economics, Elsevier, vol. 44(C), pages 198-211.
    17. Fan, Lin & Hobbs, Benjamin F. & Norman, Catherine S., 2010. "Risk aversion and CO2 regulatory uncertainty in power generation investment: Policy and modeling implications," Journal of Environmental Economics and Management, Elsevier, vol. 60(3), pages 193-208, November.
    18. Mian Li & Steven Gabriel & Yohan Shim & Shapour Azarm, 2011. "Interval Uncertainty-Based Robust Optimization for Convex and Non-Convex Quadratic Programs with Applications in Network Infrastructure Planning," Networks and Spatial Economics, Springer, vol. 11(1), pages 159-191, March.
    19. Baltensperger, Tobias & Füchslin, Rudolf M. & Krütli, Pius & Lygeros, John, 2016. "Multiplicity of equilibria in conjectural variations models of natural gas markets," European Journal of Operational Research, Elsevier, vol. 252(2), pages 646-656.
    20. repec:eee:ejores:v:266:y:2018:i:3:p:1086-1099 is not listed on IDEAS

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:eneeco:v:30:y:2008:i:1:p:113-147. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/eneco .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.