Browsing NTNU Open by Author "Kalvø, Oyvind Iversen"
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The effects of risk preferences on investments and trade in the natural gas market
Walle-Hansen, Thomas Meyer; Kalvø, Oyvind Iversen (Master thesis, 2014)In this thesis we have developed and solved a multi-stage stochastic mixed complementarity problem (MCP) for a natural gas market that accounts for market power and risk averse behaviour amongst producers using the risk ...