Capacity market design options: a dynamic capacity investment model and a GB case study
DOI10.1016/J.EJOR.2015.08.034zbMATH Open1346.91086OpenAlexW568369828MaRDI QIDQ321029FDOQ321029
Authors: Daniel Hach, Chi Kong Chyong, Stefan Spinler 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/cwpe1508.pdf
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capacity marketcapacity mechanismconventional electricity generation investmentdynamic capacity investment modelgeneration adequacyrenewable energy sources
Case-oriented studies in operations research (90B90) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Optimization methods for electric utility resource planning
- Renewable energy investments under different support schemes: a real options approach
- The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
- SMART: A stochastic multiscale model for the analysis of energy resources, technology, and policy
- Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
- Technology selection and capacity investment under uncertainty
- Robustness of capacity markets: a stochastic dynamic capacity investment model
- Modeling the Impact of Market Interventions on the Strategic Evolution of Electricity Markets
Cited In (8)
- The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
- Real option valuation of a decremental regulation service provided by electricity storage
- Real option valuation for reserve capacity
- A principal-agent approach to capacity remuneration mechanisms
- How to escape a declining market: capacity investment or exit?
- Investing in electricity production under a reliability options scheme
- Robustness of capacity markets: a stochastic dynamic capacity investment model
- The improved screening curve method regarding existing units
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