Liquidity risks on power exchanges: A generalized Nash equilibrium model

Mathematical Programming

Volumn 140, Issue 2, 2013, Pages 381-414

  De Maere D'Aertrycke, Gauthier ^a,b,c   Smeers, Yves ^d  

^a FONDAZIONE ENI ENRICO MATTEI   (Italy)

^b Fondazione Eni Enrico Mattei (FEEM) and Centro Euro Mediterraneo sui Cambiamenti Climatici (CMCC)   (Italy)

^c Electrabel Corporate Nuclear Safety Department   (Belgium)

^d UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

91B26 Market models (auctions, bargaining, bidding, selling; 91B28 Finance, portfolios, investment; etc.); Mathematics Subject Classification: 90C33 Complementarity problems

Indexed keywords

ELECTRICITY FUTURES MARKET; EQUILIBRIUM MODELING; ETC.); FINANCIAL DERIVATIVES; GENERALIZED NASH EQUILIBRIUM; MARKET MODEL; MULTIPLE EQUILIBRIUM; SUBJECT CLASSIFICATION;

CLASSIFICATION (OF INFORMATION); ELECTRICITY; GAME THEORY; INVESTMENTS;

COMMERCE;

EID: 84883598806     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-013-0694-4     Document Type: Article

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