Estimating conjectural variations for electricity market models

DOI10.1016/j.ejor.2005.12.039zbMath1123.90032OpenAlexW2003967618MaRDI QIDQ877623

J. Fernández Caro, J. E. de la Hoz Ardiz, S. López de Haro, Patricia Sánchez-Martín

Publication date: 3 May 2007

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

Full work available at URL: http://hdl.handle.net/11531/7724

zbMATH Keywords

game theoryeconomicsequilibrium modelsgeneration scheduling

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Stochastic models in economics (91B70) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (4)

An Optimization-Based Conjectured Response Approach to Medium-term Electricity Markets Simulation ⋮ Consistent conjectures in a dynamic model of non-renewable resource management ⋮ Generation flexibility in ramp rates: strategic behavior and lessons for electricity market design ⋮ Equilibria in investment and spot electricity markets: a conjectural-variations approach

Cites Work

• Firm interdependence in oligopolistic markets
• Conduct parameters and the measurement of market power
• Cournot competition, forward markets and efficiency
• Modelling Hydro Reservoir Operation in a Deregulated Electricity Market

This page was built for publication: Estimating conjectural variations for electricity market models