Generation capacity expansion in a risky environment: A stochastic equilibrium analysis

Operations Research

Volumn 59, Issue 6, 2011, Pages 1332-1346

  Ehrenmann, Andreas ^a   Smeers, Yves ^b  

^a Electrabel Corporate Nuclear Safety Department   (Belgium)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Capacity adequacy; Risk functions; Stochastic equilibrium models

Indexed keywords

CAPACITY ADEQUACY; CAPACITY MARKETS; CARBON MARKETS; CAST MODELS; COMPETITIVE ENVIRONMENT; COMPLEMENTARITY PROBLEMS; DETERMINISTIC ANALYSIS; ENERGY-ONLY MARKET; EQUILIBRIUM ANALYSIS; EQUILIBRIUM MODELS; FUEL PRICES; GENERATION CAPACITY; LOAD CURVES; PRICE CAPS; RISK AVERSE; RISK AVERSION; RISK FUNCTIONS; RISK-ADJUSTED; STOCHASTIC EQUILIBRIUM MODELS; WIND PENETRATION;

COMMERCE; INVESTMENTS; MATHEMATICAL PROGRAMMING; MATHEMATICAL TECHNIQUES; PROFITABILITY; RISKS; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 84855311834     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1110.0992     Document Type: Article

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