Forward trading and storage in a Cournot duopoly

DOI10.1016/S0165-1889(01)00067-7zbMath1029.91011MaRDI QIDQ1853218

Henry Thille

Publication date: 21 January 2003

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

dynamic gamecompetitive marketstorageforward trading

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamic games (91A25)

Related Items (5)

Increasing marginal costs are strategically beneficial in forward trading ⋮ Inventories, market structure, and price volatility ⋮ Strategic procurement in spot and forward markets considering regulation and capacity constraints ⋮ Strategic advance sales, demand uncertainty and overcommitment ⋮ Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties

Cites Work

• Unnamed Item
• Cournot competition, forward markets and efficiency
• Convergence of self-avoiding random walk to Brownian motion in high dimensions
• On the discrete time algebraic Riccati equation
• Noncooperative and Dominant Player Solutions in Discrete Dynamic Games

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