Risk trading in capacity equilibrium models

Gauthier de Maere d'Aertrycke (), Andreas Ehrenmann, Daniel Ralph and Yves Smeers
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Gauthier de Maere d'Aertrycke: CEEME - Engie
Andreas Ehrenmann: CEEME - Engie
Daniel Ralph: Cambridge Judge Business School, University of Cambridge
Yves Smeers: Center for Operations Research and Econometrics, Universit´e catholique de Louvain

No EPRG 1720, Working Papers from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge

Keywords: Capacity expansion; spot market; perfect or Cournot competition; risk aversion; risk trading; complete or incomplete risk market; coherent risk measure; risky capacity equilibria (search for similar items in EconPapers)
JEL-codes: C62 C72 C73 D25 G32 L94 (search for similar items in EconPapers)
Date: 2018-01
New Economics Papers: this item is included in nep-com, nep-gth, nep-rmg and nep-upt
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Citations: View citations in EconPapers (3)

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