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...

Full description

Bibliographic Details
Main Authors: Mohsen Banaei, Majid Oloomi‐buygi, Hani Raouf‐Sheybani, Mohammad‐Hassan Khooban
Format: Article
Language:English
Published: Wiley 2021-05-01
Series:IET Generation, Transmission & Distribution
Subjects:
Online Access:https://doi.org/10.1049/gtd2.12123