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Risk trading in capacity equilibrium models

Author

Listed:
  • Gauthier de Maere d'Aertrycke

    (CEEME - Engie)

  • Andreas Ehrenmann

    (CEEME - Engie)

  • Daniel Ralph

    (Cambridge Judge Business School, University of Cambridge)

  • Yves Smeers

    (Center for Operations Research and Econometrics, UniversitĀ“e catholique de Louvain)

Abstract

No abstract is available for this item.

Suggested Citation

  • Gauthier de Maere d'Aertrycke & Andreas Ehrenmann & Daniel Ralph & Yves Smeers, 2018. "Risk trading in capacity equilibrium models," Working Papers EPRG 1720, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Handle: RePEc:enp:wpaper:eprg1720
    as

    Download full text from publisher

    File URL: https://www.eprg.group.cam.ac.uk/wp-content/uploads/2018/01/1720-Text.pdf
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    Citations

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    Cited by:

    1. Scott, Ian J. & Carvalho, Pedro M.S. & Botterud, Audun & Silva, Carlos A., 2021. "Long-term uncertainties in generation expansion planning: Implications for electricity market modelling and policy," Energy, Elsevier, vol. 227(C).
    2. Zappa, William & Junginger, Martin & van den Broek, Machteld, 2021. "Can liberalised electricity markets support decarbonised portfolios in line with the Paris Agreement? A case study of Central Western Europe," Energy Policy, Elsevier, vol. 149(C).
    3. Scott, Ian J. & Botterud, Audun & Carvalho, Pedro M.S. & Silva, Carlos A. Santos, 2020. "Renewable energy support policy evaluation: The role of long-term uncertainty in market modelling," Applied Energy, Elsevier, vol. 278(C).

    More about this item

    Keywords

    Capacity expansion; spot market; perfect or Cournot competition; risk aversion; risk trading; complete or incomplete risk market; coherent risk measure; risky capacity equilibria;
    All these keywords.

    JEL classification:

    • C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
    • D25 - Microeconomics - - Production and Organizations - - - Intertemporal Firm Choice: Investment, Capacity, and Financing
    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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