A two stage stochastic equilibrium model for electricity markets with two way contracts

Mathematical Methods of Operations Research

Volumn 71, Issue 1, 2010, Pages 1-45

  Zhang, Dali ^a   Xu, Huifu ^a   Wu, Yue ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Electricity market; Nash equilibrium; Stochastic equilibrium programs with equilibrium constraints

Indexed keywords

CONTRACT SIGNING; DUOPOLY MARKETS; ELECTRICITY MARKET; ELECTRICITY SPOT MARKET; EQUILIBRIUM CONSTRAINT; EQUILIBRIUM MODELS; EXISTENCE AND UNIQUENESS; FORWARD CONTRACT; FORWARD MARKET; MONOTONICITY; NASH COURNOT EQUILIBRIUM; NASH EQUILIBRIUM; NUMERICAL EXPERIMENTS; OLIGOPOLY MARKET; POWER TRANSACTIONS; SPOT MARKET; STRATEGIC BEHAVIOR; SUFFICIENT CONDITIONS; TWO STAGE;

COMMERCE; COMPETITION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ELECTRIC GENERATORS;

EID: 77149159165     PISSN: 14322994     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/s00186-009-0283-8     Document Type: Article

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