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المؤلف |
Ehrenmann,Andreas (Author)
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عنوان المجلة |
Operations Research
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المجلد / العدد |
2011/DEC V.59 N.6
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الوصف المادي |
p1332 - 1346
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الموضوع الرئيسي |
ادارة الأعمال
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الخلاصة |
We cast models of the generation capacity expansion type formally developed for the monopoly regime into equilibrium models better adapted for a competitive environment. We focus on some of the risks faced today by investors in generation capacity and thus pose the problem as a stochastic equilibrium model. We illustrate the approach on the problem of the incentive to invest. Agents can be risk neutral or risk averse. We model risk aversion through the CVaR of plants' profit. The CVaR induces risk-adjusted probabilities according to which investors value their plants
المزيد
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رؤوس الموضوعات |
Operations research
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رقم التصنيف |
658.4005 ORE
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موقع المقال |
قاعة الدوريات - الطابق الثاني
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