Multidimensional Forward Contracts Under Uncertainty for Electricity Markets

DOI10.1109/TCNS.2016.2518924MaRDI QIDQ4560038zbMATH OpenOpenAlexFDO

Authors Hamidreza Tavafoghi, Demosthenis Teneketzis

Publication date 4 December 2018

Published in IEEE Transactions on Control of Network Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tcns.2016.2518924

Mathematics Subject Classification ID

Mechanism design theory (91B03) Contract theory (moral hazard, adverse selection) (91B41) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited in

(2)

• A Complementarity Framework for Forward Contracting Under Uncertainty
• NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION

This page was built for publication: Multidimensional Forward Contracts Under Uncertainty for Electricity Markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4560038)