Optimal supply functions in electricity markets with option contracts and non-smooth costs

DOI10.1007/S00186-006-0062-8MaRDI QIDQ2474549zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• scientific article; zbMATH DE number 3074179 (Why is no real title available?)
• $\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function
• Estimation of electricity market distribution functions
• Nash equilibria in electricity markets with discrete prices.
• Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
• Optimal Offer Construction in Electricity Markets
• Supply Function Equilibria in Oligopoly under Uncertainty
• Supply function equilibrium in electricity spot markets with contracts and price caps

Cited in

(10)

• A two stage stochastic equilibrium model for electricity markets with two way contracts
• scientific article; zbMATH DE number 5284412 (Why is no real title available?)
• 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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