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Liquidity risks on power exchanges: a generalized Nash equilibrium model

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  • de MAERE d'AERTRYCKE, Gauthier
  • SMEERS, Yves

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  • de MAERE d'AERTRYCKE, Gauthier & SMEERS, Yves, 2013. "Liquidity risks on power exchanges: a generalized Nash equilibrium model," LIDAM Reprints CORE 2551, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:2551
    Note: In : Mathematical Programming Series B, 140(2), 381-414, 2013
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    Cited by:

    1. Tietjen, Oliver & Pahle, Michael & Fuss, Sabine, 2016. "Investment risks in power generation: A comparison of fossil fuel and renewable energy dominated markets," Energy Economics, Elsevier, vol. 58(C), pages 174-185.
    2. Ibrahim Abada & Andreas Ehrenmann & Yves Smeers, 2017. "Modeling Gas Markets with Endogenous Long-Term Contracts," Operations Research, INFORMS, vol. 65(4), pages 856-877, August.
    3. Abate, Arega Getaneh & Riccardi, Rossana & Ruiz, Carlos, 2022. "Contract design in electricity markets with high penetration of renewables: A two-stage approach," Omega, Elsevier, vol. 111(C).
    4. Rodica Ioana Lung & Noémi Gaskó & Mihai Alexandru Suciu, 2020. "Pareto-based evolutionary multiobjective approaches and the generalized Nash equilibrium problem," Journal of Heuristics, Springer, vol. 26(4), pages 561-584, August.

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