Stochastic Equilibrium Models for Generation Capacity Expansion

DOI10.1007/978-1-4419-9586-5_13zbMath1405.91483OpenAlexW2112080503MaRDI QIDQ4613826

Yves Smeers, Andreas Ehrenmann

Publication date: 25 January 2019

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/cwpe1041.pdf

zbMATH Keywords

stochastic equilibrium modelsstochastic discount factorsrisk functionscapacity adequacy

Mathematics Subject Classification ID

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

Related Items (5)

Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems ⋮ Risk adjusted discounted cash flows in capacity expansion models ⋮ On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach ⋮ The effect of environmental policies on risk reductions in energy generation ⋮ Renewable generation expansion under different support schemes: a stochastic equilibrium approach

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