A mean field game model for renewable investment under long-term uncertainty and risk aversion
Year of publication: |
2024
|
---|---|
Authors: | Escribe, Célia ; Garnier, Josselin ; Gobet, Emmanuel |
Subject: | Electricity markets | Mean field games | Nash equilibrium | Renewable energy | Stochastic control | Erneuerbare Energie | Spieltheorie | Game theory | Nash-Gleichgewicht | Risiko | Risk | Risikoaversion | Risk aversion | Energiemarkt | Energy market |
-
Price formation and optimal trading in intraday electricity markets with a major player
Féron, Olivier, (2020)
-
Gürkan, Gül, (2013)
-
Market Power in Interactive Environmental and Energy Markets : The Case of Green Certificates
Amundsen, Eirik Schrøder, (2016)
- More ...
-
Option pricing under fast-varying long-memory stochastic volatility
Garnier, Josselin, (2018)
-
Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
Garnier, Josselin, (2009)
-
On Some Endogenous Probability-Migration Models
Garcon, Manuel, (2013)
- More ...