Risky utilities

DOI10.1007/S00199-015-0919-2MaRDI QIDQ324366zbMATHOpenAlexFDO

Authors Jean-Charles Rochet, Guillaume Roger

Publication date 11 October 2016

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://www.zora.uzh.ch/id/eprint/130212/1/Risky_Utilities.pdf

zbMATH Keywords

moral hazardspeculationcapital requirementsdynamic contract

Mathematics Subject Classification ID

Recommendations

• Managing electricity market price risk
• Energy price risk management
• Taking risk into account in electricity portfolio management
• scientific article; zbMATH DE number 1642352
• Utilities bounded below
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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• A Continuous-Time Version of the Principal–Agent Problem
• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
• Large risks, limited liability, and dynamic moral hazard
• On Repeated Moral Hazard with Discounting
• Regulating a Monopolist with Unknown Costs

Cited in

(3)

• A theory of national development bank: long-term investment and the agency problem
• Scale effects in dynamic contracting
• Price regulation and risk. The impact of regulation system shifts on risk components.

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