A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets

DOI10.1111/mafi.12345zbMath1522.91176arXiv2003.04938OpenAlexW4213313088MaRDI QIDQ6054427

Dena Firoozi, Sebastian Jaimungal, Unnamed Author

Publication date: 28 September 2023

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.04938

zbMATH Keywords

variational analysismean-field gamesequilibrium pricingcap and tradecommodity marketsMcKean-VlasovSREC

Mathematics Subject Classification ID

Applications of game theory (91A80) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Mean field games (aspects of game theory) (91A16)

Related Items (5)

Pollution Regulation for Electricity Generators in a Transmission Network ⋮ Model and numerical methods for pricing renewable energy certificate derivatives ⋮ Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations ⋮ A mean field game model of firm-level innovation ⋮ Unnamed Item

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