An equilibrium model for electricity auctions
Applicationes Mathematicae, Tome 30 (2003) no. 2, pp. 243-249
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
This work discusses the process of price formation for electrical energy within an auction-like trading environment. Calculating optimal bid strategies of power producers by equilibrium arguments, we obtain the corresponding electricity price and estimate its tail behavior.
DOI :
10.4064/am30-2-7
Keywords:
work discusses process price formation electrical energy within auction like trading environment calculating optimal bid strategies power producers equilibrium arguments obtain corresponding electricity price estimate its tail behavior
Affiliations des auteurs :
Juri Hinz 1
@article{10_4064_am30_2_7,
author = {Juri Hinz},
title = {An equilibrium model for electricity auctions},
journal = {Applicationes Mathematicae},
pages = {243--249},
year = {2003},
volume = {30},
number = {2},
doi = {10.4064/am30-2-7},
zbl = {1046.91049},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am30-2-7/}
}
Juri Hinz. An equilibrium model for electricity auctions. Applicationes Mathematicae, Tome 30 (2003) no. 2, pp. 243-249. doi: 10.4064/am30-2-7
Cité par Sources :