Optimal supply functions in electricity markets with option contracts and non-smooth costs
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Publication:2474549
DOI10.1007/S00186-006-0062-8zbMATH Open1133.91016OpenAlexW2012068347MaRDI QIDQ2474549FDOQ2474549
Authors: Huifu Xu, Edward J. Anderson
Publication date: 6 March 2008
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-006-0062-8
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Applications of mathematical programming (90C90) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- Supply Function Equilibria in Oligopoly under Uncertainty
- Optimal Offer Construction in Electricity Markets
- Nash equilibria in electricity markets with discrete prices.
- Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
- Title not available (Why is that?)
- Supply function equilibrium in electricity spot markets with contracts and price caps
- Estimation of electricity market distribution functions
- $\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function
Cited In (10)
- A two stage stochastic equilibrium model for electricity markets with two way contracts
- Title not available (Why is that?)
- Relaxing competition through speculation: committing to a negative supply slope
- Evolutionary variational inequality formulation of the generalized Nash equilibrium problem
- Optimal Offer Construction in Electricity Markets
- $\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function
- An Optimization-Based Conjectured Response Approach to Medium-term Electricity Markets Simulation
- Using Supply Functions for Offering Generation into an Electricity Market
- Supply function equilibrium in electricity spot markets with contracts and price caps
- Exotic Options for Interruptible Electricity Supply Contracts
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