An equilibrium model for electricity auctions
Juri Hinz
Applicationes Mathematicae, Tome 30 (2003), p. 243-249 / Harvested from The Polish Digital Mathematics Library
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This work discusses the process of price formation for electrical energy within an auction-like trading environment. Calculating optimal bid strategies of power producers by equilibrium arguments, we obtain the corresponding electricity price and estimate its tail behavior.

Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:279047 
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     title = {An equilibrium model for electricity auctions},
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     year = {2003},
     pages = {243-249},
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Juri Hinz. An equilibrium model for electricity auctions. Applicationes Mathematicae, Tome 30 (2003) pp. 243-249. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am30-2-7/