Stochastic models for bidding strategies on oligopoly electricity market

DOI10.1007/S00186-008-0252-7MaRDI QIDQ1028544zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Magdalena Borgosz-Koczwara, Aleksander Weron, Agnieszka Wyłomańska

Publication date 6 July 2009

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-008-0252-7

zbMATH Keywords

bidding strategysupply function equilibrium modelpower marketCournot modelAsian-type call optionforward/futures contract

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic models in economics (91B70)

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Cites work

• Stochastic models for bidding strategies on oligopoly electricity market
• Supply Function Equilibria in Oligopoly under Uncertainty

Cited in

(13)

• An equilibrium model for electricity auctions
• A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
• Electricity market stochastic dynamic model and its mean stability analysis
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• STOCHASTIC MARKET-CLEARING OF JOINT ENERGY AND RESERVES AUCTIONS
• Stochastic model of the electric power purchase system on a railway segment
• Stochastic models for bidding strategies on oligopoly electricity market
• Oligopoly models for market price of electricity under demand uncertainty and unit reliability
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints
• Pricing of fixed budget contingent claims in competitive electricity markets
• scientific article; zbMATH DE number 5372172 (Why is no real title available?)
• An oligopolistic investment model of the Finnish electricity market
• Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices

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