Forward commodity trading with private information

DOI10.1287/OPRE.2018.1777MaRDI QIDQ4971577zbMATH OpenOpenAlexWikidataFDO

Authors Edward J. Anderson, A. B. Philpott

Publication date 12 October 2020

Published in Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10044/1/79152

zbMATH Keywords

forward contractsNash bargainingsupply-function equilibriumwholesale electricity markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power
• Asymmetric supply function equilibria with forward contracts
• Softening competition through forward trading
• Forward trading and collusion in oligopoly
• Strategic spot trading in supply chains

Cites work

• A Generalized Nash Solution for Two-Person Bargaining Games with Incomplete Information
• Bargaining with Incomplete Information: An Infinite-Horizon Model with Two-Sided Uncertainty
• Bargaining with Two-sided Incomplete Information: An Infinite Horizon Model with Alternating Offers
• Correlated Information and Mecanism Design
• Cournot competition, forward markets and efficiency
• Efficient mechanisms for bilateral trading
• Electricity prices and power derivatives: evidence from the Nordic Power Exchange
• Electricity retail contracting under risk-aversion
• Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power
• Status quo bias in bargaining: an extension of the Myerson-Satterthwaite theorem with an application to the Coase theorem.
• Strategic supply function competition with private information
• The bargaining problem
• Two-Person Bargaining Problems with Incomplete Information

Cited in

(2)

• Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power
• Forward contracting and spot trading in electricity markets

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