Geodesic
An equilibrium model for electricity auctions
Juri Hinz1
1 Mathematisches Institut Universität Tübingen 72076 Tübingen, Germany
Applicationes Mathematicae, Tome 30 (2003) no. 2, pp. 243-249.

Voir la notice de l'article provenant de 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

Juri Hinz 1

1 Mathematisches Institut Universität Tübingen 72076 Tübingen, Germany 
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Juri Hinz. An equilibrium model for electricity auctions. Applicationes Mathematicae, Tome 30 (2003) no. 2, pp. 243-249. doi : 10.4064/am30-2-7. http://geodesic.mathdoc.fr/articles/10.4064/am30-2-7/

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