Risk trading in capacity equilibrium models
Year of publication: |
29 December 2017
|
---|---|
Authors: | De Maere d'Aertrycke, Gauthier ; Ehrenmann, Andreas ; Ralph, Daniel ; Smeers, Yves |
Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
Subject: | Capacity expansion | spot market | perfect or Cournot competition | risk aversion | risk trading | complete or incomplete risk market | coherent risk measure | risky capacity equilibria | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Risikoaversion | Risk aversion | Produktionskapazität | Production capacity | Unvollkommener Markt | Incomplete market | Allgemeines Gleichgewicht | General equilibrium | Spotmarkt | Spot market |
-
Optimal combined purchasing strategies for a risk-averse manufacturer under price uncertainty
Wu, Qiao, (2015)
-
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean, (2013)
-
Advance booking discount for risk-averse firm in the presence of spot market
Ma, Shanshan, (2021)
- More ...
-
What models tell us about long-term contracts in times of the energy transition
Abada, Ibrahim, (2019)
-
Makholm, Jeff D., (2019)
-
Demand response in Indian electricity market
Siddiqui, Md Zakaria, (2012)
- More ...