A mean-field game approach to equilibrium pricing in solar renewable energy certificate markets
Arvind V. Shrivats, Dena Firoozi, Sebastian Jaimungal
| Year of publication: |
2022
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|---|---|
| Authors: | Shrivats, Arvind V. ; Firoozi, Dena ; Jaimungal, Sebastian |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 3, p. 779-824
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| Subject: | cap and trade | commodity markets | equilibrium pricing | McKean–Vlasov | mean-field games | SREC | variational analysis | Emissionshandel | Emissions trading | Erneuerbare Energie | Renewable energy | Spieltheorie | Game theory | Gleichgewichtsmodell | Equilibrium model | Sonnenenergie | Solar energy | Energiemarkt | Energy market | Rohstoffmarkt | Commodity market | Gleichgewichtstheorie | Equilibrium theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013331048