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Carbon Allowances and Electricity Prices: a Game-theory Approach

Mireille Bossy 1, * René Carmona 2 Nadia Maïzi 3 Odile Pourtallier 4 
* Corresponding author
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
4 COPRIN - Constraints solving, optimization and robust interval analysis
CRISAM - Inria Sophia Antipolis - Méditerranée , ENPC - École des Ponts ParisTech
Abstract : We address the problem of electricity producers interacting between an electricity market and an emissions trading scheme with a tax incurring higher costs : one expects emissions to be reduced. We propose to investigate, through a game theoretic approach, the outcomes of such policy instruments when they are applied to electricity systems. For this, we will use a two step game approach, addressing each market, in order to assess the electricity price and the carbon allowances.
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Submitted on : Friday, November 25, 2011 - 6:17:51 PM
Last modification on : Friday, November 18, 2022 - 9:26:26 AM


  • HAL Id : hal-00645038, version 1


Mireille Bossy, René Carmona, Nadia Maïzi, Odile Pourtallier. Carbon Allowances and Electricity Prices: a Game-theory Approach. 7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Jul 2011, Vancouver, Canada. ⟨hal-00645038⟩



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