Sökning: "clearing market"

Visar resultat 1 - 5 av 12 avhandlingar innehållade orden clearing market.

1. 1. Essays on credit markets and banking

   Författare :Ulf Holmberg; Kurt Brännäs; Jörgen Hellström; Peter Englund; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial stability; credit market; banking; agent based model; simulations; disequilibrium; clearing market; business cycle; risk; organization; ekonometri; Econometrics; nationalekonomi; Economics;

   Sammanfattning : This thesis consists of four self-contained papers related to banking, credit markets and financial stability.    Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. LÄS MER

3. 2. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

   Författare :Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER

4. 3. On Distributed Balancing of Wind Power Forecast Deviations in Competitive Power Systems

   Författare :Richard Scharff; Lennart Söder; Mikael Amelin; Gerard L. Doorman; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; balancing; wind power integration; electricity market; wind power variations; wind power forecast errors;

   Sammanfattning : Wind power generation does, on the one hand, contribute to a less polluting and more sustainable electric power generation mix. On the other hand, the uncertainty and the variability of the power output do challenge the operation of the power system: hourly variations in wind power generation are hardly predictable in a precise way. LÄS MER

5. 4. Regulatory Design of Capacity Remuneration Mechanisms in Regional and Low-Carbon Electric Power Markets

   Författare :Paolo Mastropietro; Mehrdad Ghandhari; Carlos Batlle; Tomás Gómez San Román; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Capacity remuneration mechanisms; security of supply; system adequacy; design elements; regional market integration; reliability options; performance incentives; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Capacity remuneration mechanisms (CRMs) are “climbing” regulatory agendas in all liberalised power sectors, especially in the European Union. CRMs are introduced to improve system reliability and to minimise power shortages to an economically efficient extent. These schemes will have a central role in future power systems. LÄS MER

7. 5. Competition, regulation and integration in international financial markets

   Författare :Jens Nystedt; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : Chapter I - Derivative Market Competition: OTC Markets Versus Organized Derivative Exchanges Recent regulatory initiatives in the United States have again raised the issue of a ''level regulatory and supervisory playing field'' and the degree of competition globally between over-the-counter (OTC) derivatives and organized derivative exchange (ODE) markets. This chapter models some important aspects of how an ODE market interrelates with the OTC markets. LÄS MER