A revenue-equivalence theorem for electricity auctions

DOI10.1239/jap/1082999067zbMath1123.91316OpenAlexW2161239634MaRDI QIDQ4819459

Juri Hinz

Publication date: 24 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/591e3e64a2fe2d41f520682e92ad1cb4140ac030

zbMATH Keywords

auctionrevenue equivalenceelectricity risk

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Other game-theoretic models (91A40) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50) Limit theorems in probability theory (60F99)

Related Items (1)

Pricing electricity risk by interest rate methods

Cites Work

• Optimal bid strategies for electricity auctions
• Optimizing a portfolio of power-producing plants
• An equilibrium model for electricity auctions
• Architecture of Power Markets
• L p Transforms on Compact Groups
• Unnamed Item

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