Electricity retail contracting under risk-aversion

DOI10.1016/J.EJOR.2015.11.040zbMath1346.91028OpenAlexW2210463210MaRDI QIDQ322785

Mohammad Hasan, M. Dambrine

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.11.040

zbMATH Keywords

game theoryrisk-aversionOR in energyelectricityretail pricing

Mathematics Subject Classification ID

Applications of game theory (91A80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (2)

Analysis of futures and spot electricity markets under risk aversion ⋮ Forward Commodity Trading with Private Information

Uses Software

• PATH Solver

Cites Work

• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
• Optimization methods for electric utility resource planning
• Complementarity problems in GAMS and the PATH solver
• Cournot competition, forward markets and efficiency
• Contract design and supply chain coordination in the electricity industry
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints
• Duopolistic competition under risk aversion and uncertainty
• Coherent Measures of Risk
• Hedging and Vertical Integration in Electricity Markets
• Lectures on Stochastic Programming

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