The impact of forward trading on the spot power price volatility with Cournot competition
Year of publication: |
2008
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Authors: | Sapio, Sandro ; Wylomanska, Agnieszka |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Electricity market | Cournot model | forward contract | volatility of spot price | elasticity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in the Proceedings of EEM08 (doi:10.1109/EEM.2008.4579013). Number HSC/08/02 8 pages |
Classification: | C72 - Noncooperative Games ; D43 - Oligopoly and Other Forms of Market Imperfection ; Q41 - Demand and Supply |
Source: |
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