Capacity expansion and forward contracting in a duopolistic power sector

DOI10.1007/S10287-013-0166-6zbMATH Open1298.90047OpenAlexW1976868275MaRDI QIDQ744256FDOQ744256

Authors: Dorea Chin, Afzal Siddiqui 

Publication date: 6 October 2014

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-013-0166-6

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zbMATH Keywords

risk managementstochastic programmingcapacity expansionenergy marketscomplementarity modelling

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic programming (90C15)

Cites Work

• Cournot competition, forward markets and efficiency
• Supply Function Equilibria in Oligopoly under Uncertainty
• A Mixed Complementarity-Based Equilibrium Model of Natural Gas Markets
• Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
• Decision making under uncertainty in electricity markets
• Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition
• Generation Capacity Expansion in Imperfectly Competitive Restructured Electricity Markets

Cited In (6)

• Capacity precommitment, price competition and forward markets
• Capacity Expansion of Power Generation Systems with Uncertainty in the Prices of Primary Energy Resources
• Risk aversion in imperfect natural gas markets
• Oligopoly power producer's capacity investment model with contracts for differences
• Is certainty in carbon policy better than uncertainty?
• The efficient frontier for spot and forward purchases: an application to electricity

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