英文标题：
《Nash equilibrium for coupling of CO2 allowances and electricity markets》
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作者：
Mireille Bossy and Nadia Maizi and Odile Pourtallier
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最新提交年份：
2013
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英文摘要：
In this note, we present an existence result of a Nash equilibrium 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 that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions covered.
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中文摘要：
在本文中，我们给出了发电商在电力市场上出售其生产和在拍卖碳市场上购买二氧化碳排放配额之间纳什均衡的存在性结果。发电商的策略通过电力生产的成本函数整合了两个市场的耦合。我们设定了一个明确的纳什均衡，可以用来计算两个市场的均衡价格，以及相关的发电量和二氧化碳排放量。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Trading and Market Microstructure 交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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