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hedging, forward, wholesale spot price, retail, vertical integration
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electricity markets, forward, hedging, producers, retailers, spot, vertical integration
Capacity Expansion; Continuous-time Games of Timing; Non-zero-sum Stopping Games; Power generation investments
systematic risk, cost of capital, electricity generation, capm.
Stochastic optimization, environmental economics, cap and trade, linear quadratic problem, variational methods, market equilibrium, social cost minimisation
optimal capacity; irreversible investments; singular stochastic control; time-to-build; delay equations
responsiveness incentive, optimal contract, demand response
Innovation, Imperfect competition, Low-Carbon Energy
decarbonation, distributed generation, stochastic game, McKean-Vlasov
Stochastic Impulse Game, Nonzero-Sum Game, Nash Equilibrium, Policy Iteration, Howard’s Algorithm, Quasi-Variational Inequality, Stochastic Impulse Control
Electricity spot and forward prices, fuels, capacity, electricity demand, scarcity function, local risk minimization, minimal martingale measure, power derivatives, spread options, extended incomplete Goodwin–Staton integral
Energy markets, electricity prices, fuel prices, risk-neutral probability, no-arbitrage pricing, forward contract
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