Game theory analysis for carbon auction market through electricity market coupling

Mireille Bossy (), Odile Pourtallier () and Nadia Maïzi ()
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Mireille Bossy: TOSCA - TO Simulate and CAlibrate stochastic models - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique - IECL - Institut Élie Cartan de Lorraine - UL - Université de Lorraine - CNRS - Centre National de la Recherche Scientifique
Odile Pourtallier: COPRIN - Constraints solving, optimization and robust interval analysis - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique - ENPC - École nationale des ponts et chaussées, HEPHAISTOS - HExapode, PHysiologie, AssISTance et Objets de Service - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique
Nadia Maïzi: CMA - Centre de Mathématiques Appliquées - Mines Paris - PSL (École nationale supérieure des mines de Paris) - PSL - Université Paris Sciences et Lettres

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Abstract: In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions released.

Date: 2015
Note: View the original document on HAL open archive server: https://inria.hal.science/hal-00954377v1
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Published in Ludkovski, Michael; Sircar, Ronnie; Aid, Rene. Commodities, Energy and Environmental Finance, 74, Springer, pp. 335-370, 2015, Fields Institute Communications, 978-1-4939-2732-6. ⟨10.1007/978-1-4939-2733-3_13⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00954377

DOI: 10.1007/978-1-4939-2733-3_13

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