Mixed supply function‐Cournot equilibrium model of futures and day‐ahead electricity markets
Abstract Futures contract is one of the useful financial derivatives for hedging the market players against the risks of undesirable price fluctuations in the power systems. Market players are allowed to trade electric energy in both futures and day‐ahead electricity markets. The behaviour of market...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Wiley
2021-05-01
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Series: | IET Generation, Transmission & Distribution |
Subjects: | |
Online Access: | https://doi.org/10.1049/gtd2.12123 |