Nash equilibria for coupling of CO2 allowances and electricity markets
ESAIM. Proceedings, Tome 45 (2014), pp. 98-107
Cet article a éte moissonné depuis la source EDP Sciences
In this note, we analyze Nash equilibria 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 clear Nash equilibria that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions released.
Affiliations des auteurs :
Mireille Bossy 1 ; Nadia Maïzi 2 ; Odile Pourtallier 1
@article{EP_2014_45_a10,
author = {Mireille Bossy and Nadia Ma{\"\i}zi and Odile Pourtallier},
title = {Nash equilibria for coupling of {CO2} allowances and electricity markets},
journal = {ESAIM. Proceedings},
pages = {98--107},
year = {2014},
volume = {45},
doi = {10.1051/proc/201445010},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201445010/}
}
TY - JOUR AU - Mireille Bossy AU - Nadia Maïzi AU - Odile Pourtallier TI - Nash equilibria for coupling of CO2 allowances and electricity markets JO - ESAIM. Proceedings PY - 2014 SP - 98 EP - 107 VL - 45 UR - http://geodesic.mathdoc.fr/articles/10.1051/proc/201445010/ DO - 10.1051/proc/201445010 LA - en ID - EP_2014_45_a10 ER -
%0 Journal Article %A Mireille Bossy %A Nadia Maïzi %A Odile Pourtallier %T Nash equilibria for coupling of CO2 allowances and electricity markets %J ESAIM. Proceedings %D 2014 %P 98-107 %V 45 %U http://geodesic.mathdoc.fr/articles/10.1051/proc/201445010/ %R 10.1051/proc/201445010 %G en %F EP_2014_45_a10
Mireille Bossy; Nadia Maïzi; Odile Pourtallier. Nash equilibria for coupling of CO2 allowances and electricity markets. ESAIM. Proceedings, Tome 45 (2014), pp. 98-107. doi: 10.1051/proc/201445010
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