2014/08/26 by Mireille Bossy, Bossy, Mireille, Nadia Mäızi +4
Computer Science · Economics, Econometrics and Finance · Engineering · #Climate Change Policy and Economics #Computer Science and Game Theory (cs.GT) #Electric Power System Optimization #FOS: Computer and information sciences #FOS: Economics and business #Integrated Energy Systems Optimization #Mathematical Finance (q-fin.MF) #cs.GT #q-fin.MF
paper · pdf · doi:10.48550/arxiv.1408.6122
arXiv admin note: text overlap with arXiv:1311.1535
openalex publication_date 2014/08/26 · arxiv created 2015/01/14 · arxiv updated 2015/01/15 · openalex created_date 2025/10/24 · openalex updated_date 2026/07/28
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.