2 papers
q-fin.MF2014
Game theory analysis for carbon auction market through electricity market coupling
Mireille Bossy, Nadia Maizi, Odile Pourtallier
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 ma…
q-fin.TR2013
Nash equilibrium for coupling of CO2 allowances and electricity markets
Mireille Bossy, Nadia Maizi, Odile Pourtallier
In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowance…