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Solving stochastic complementarity problems in energy market modeling using scenario reduction

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Cited by:

  1. S. Gabriel & J. Fuller, 2010. "A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 301-329, April.
  2. Wong, Man Hong, 2013. "Investment models based on clustered scenario trees," European Journal of Operational Research, Elsevier, vol. 227(2), pages 314-324.
  3. Jun Maekawa & Koji Shimada, 2019. "A Speculative Trading Model for the Electricity Market: Based on Japan Electric Power Exchange," Energies, MDPI, vol. 12(15), pages 1-15, July.
  4. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
  5. Chen, Liang & Kettunen, Janne, 2017. "Is certainty in carbon policy better than uncertainty?," European Journal of Operational Research, Elsevier, vol. 258(1), pages 230-243.
  6. Egging-Bratseth, Ruud & Baltensperger, Tobias & Tomasgard, Asgeir, 2020. "Solving oligopolistic equilibrium problems with convex optimization," European Journal of Operational Research, Elsevier, vol. 284(1), pages 44-52.
  7. Egging, Ruud & Pichler, Alois & Kalvø, Øyvind Iversen & Walle–Hansen, Thomas Meyer, 2017. "Risk aversion in imperfect natural gas markets," European Journal of Operational Research, Elsevier, vol. 259(1), pages 367-383.
  8. Egging, Ruud, 2013. "Benders Decomposition for multi-stage stochastic mixed complementarity problems – Applied to a global natural gas market model," European Journal of Operational Research, Elsevier, vol. 226(2), pages 341-353.
  9. Huppmann, Daniel, 2013. "Endogenous production capacity investment in natural gas market equilibrium models," European Journal of Operational Research, Elsevier, vol. 231(2), pages 503-506.
  10. Sankaranarayanan, Sriram & Feijoo, Felipe & Siddiqui, Sauleh, 2018. "Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets," European Journal of Operational Research, Elsevier, vol. 268(1), pages 25-36.
  11. Veronika Grimm & Lars Schewe & Martin Schmidt & Gregor Zöttl, 2019. "A multilevel model of the European entry-exit gas market," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(2), pages 223-255, April.
  12. Pineau, Pierre-Olivier & Rasata, Hasina & Zaccour, Georges, 2011. "Impact of some parameters on investments in oligopolistic electricity markets," European Journal of Operational Research, Elsevier, vol. 213(1), pages 180-195, August.
  13. Baltensperger, Tobias & Füchslin, Rudolf M. & Krütli, Pius & Lygeros, John, 2016. "Multiplicity of equilibria in conjectural variations models of natural gas markets," European Journal of Operational Research, Elsevier, vol. 252(2), pages 646-656.
  14. Wang, Guoxin & Zhang, Jin & Zeng, Bo & Lin, Gui-Hua, 2018. "Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems," European Journal of Operational Research, Elsevier, vol. 265(2), pages 437-447.
  15. Egging, Ruud & Holz, Franziska & Gabriel, Steven A., 2010. "The World Gas Model," Energy, Elsevier, vol. 35(10), pages 4016-4029.
  16. Anjos, Miguel F. & Feijoo, Felipe & Sankaranarayanan, Sriram, 2022. "A multinational carbon-credit market integrating distinct national carbon allowance strategies," Applied Energy, Elsevier, vol. 319(C).
  17. Ibrahim Abada, 2012. "Study of the evolution of the northwestern European natural gas markets using S-GaMMES," Working Papers 1203, Chaire Economie du climat.
  18. Oliveira, F. & Nunes, P.M. & Blajberg, R. & Hamacher, S., 2016. "A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty," European Journal of Operational Research, Elsevier, vol. 252(2), pages 635-645.
  19. Hwang, Won-Sik & Lee, Jeong-Dong, 2015. "A CGE analysis for quantitative evaluation of electricity market changes," Energy Policy, Elsevier, vol. 83(C), pages 69-81.
  20. Devine, Mel T. & Bertsch, Valentin, 2018. "Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model," European Journal of Operational Research, Elsevier, vol. 267(2), pages 643-658.
  21. Bertsch, Valentin & Devine, Mel & Sweeney, Conor & Parnell, Andrew C., 2018. "Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model," Papers WP585, Economic and Social Research Institute (ESRI).
  22. Egging, Ruud & Holz, Franziska, 2016. "Risks in global natural gas markets: Investment, hedging and trade," Energy Policy, Elsevier, vol. 94(C), pages 468-479.
  23. Moiseeva, Ekaterina & Wogrin, Sonja & Hesamzadeh, Mohammad Reza, 2017. "Generation flexibility in ramp rates: Strategic behavior and lessons for electricity market design," European Journal of Operational Research, Elsevier, vol. 261(2), pages 755-771.
  24. Mitridati, Lesia & Kazempour, Jalal & Pinson, Pierre, 2020. "Heat and electricity market coordination: A scalable complementarity approach," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1107-1123.
  25. Ibrahim Abada, 2012. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets with a fuel substitution demand function: The S-GaMMES model," Working Papers 1202, Chaire Economie du climat.
  26. Rossana Riccardi & Giorgia Oggioni & Elisabetta Allevi & Abdel Lisser, 2023. "Complementarity formulation of games with random payoffs," Computational Management Science, Springer, vol. 20(1), pages 1-32, December.
  27. Devine, Mel T. & Siddiqui, Sauleh, 2023. "Strategic investment decisions in an oligopoly with a competitive fringe: An equilibrium problem with equilibrium constraints approach," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1473-1494.
  28. Chyong, Chi Kong & Hobbs, Benjamin F., 2014. "Strategic Eurasian natural gas market model for energy security and policy analysis: Formulation and application to South Stream," Energy Economics, Elsevier, vol. 44(C), pages 198-211.
  29. Arriet, Andrea & Matis, Timothy I. & Feijoo, Felipe, 2024. "Electricity sector impacts of water taxation for natural gas supply under high renewable generation," Energy, Elsevier, vol. 294(C).
  30. Ibrahim Abada & Pierre-André Jouvet, 2013. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model," Working Papers 1308, Chaire Economie du climat.
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