Nash equilibria for coupling of CO2allowances and electricity markets
| Autor: | Nadia Maïzi, Odile Pourtallier, Mireille Bossy |
|---|---|
| Rok vydání: | 2014 |
| Předmět: |
T57-57.97
Computer Science::Computer Science and Game Theory Applied mathematics. Quantitative methods business.industry Microeconomics symbols.namesake Electricity generation Coupling (computer programming) Nash equilibrium Carbon market QA1-939 Economics symbols Electricity market Electricity business Mathematics |
| Zdroj: | ESAIM: Proceedings and Surveys, Vol 45, Pp 98-107 (2014) |
| ISSN: | 2267-3059 |
| DOI: | 10.1051/proc/201445010 |
| Popis: | In this note, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers’ strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out clear Nash equilibria that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions released. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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