Timing of investments in oligopoly under uncertainty: a framework for numerical analysis

Article Abstract:

A modeling framework, for the analysis of investments in an oligopoly market for a homogeneous commodity, is formulated as a discrete time state-space game where the firms use feedback strategies. The dynamics of the market, where there are several large producers of a homogeneous commodity, and where each producer faces a set of discrete investment opportunities are discussed.

Investment analysis, Securities analysis, Game theory, Uncertainty (Information theory)

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Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions

Article Abstract:

A dynamic tool for calculating near-equilibrium in electricity markets under minimum profit conditions and marginal pricing is presented.

Forecasts, trends, outlooks, Pricing Policy, Pricing, Product price, Industry forecasts, Profit margins

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Managing electricity market price risk

Article Abstract:

The usage of financial risk management methods for managing de-regulated electricity market prices is discussed.

Asset & Risk Management, Methods, Europe, Risk management

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