Game theory analysis for carbon auction market through electricity market coupling

Mireille Bossy 1 Odile Pourtallier 2, 3 Nadia Maïzi 4
1 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
2 COPRIN - Constraints solving, optimization and robust interval analysis
CRISAM - Inria Sophia Antipolis - Méditerranée , ENPC - École des Ponts ParisTech
3 HEPHAISTOS - HExapode, PHysiologie, AssISTance et Objets de Service
CRISAM - Inria Sophia Antipolis - Méditerranée
4 CMA - Centre de Mathématiques Appliquées
Abstract : 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 market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions released.
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Mireille Bossy, Odile Pourtallier, Nadia Maïzi. Game theory analysis for carbon auction market through electricity market coupling. Ludkovski, Michael; Sircar, Ronnie; Aid, Rene. Commodities, Energy and Environmental Finance, 74, ⟨Springer⟩, pp. 335-370, 2015, Fields Institute Communications, 978-1-4939-2732-6. ⟨10.1007/978-1-4939-2733-3_13⟩. ⟨hal-00954377⟩

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