The effects of risk preferences on investments and trade in the natural gas market

dc.contributor.advisor	Egging, Rudolf	nb_NO
dc.contributor.advisor	Pichler, Alois	nb_NO
dc.contributor.author	Walle-Hansen, Thomas Meyer	nb_NO
dc.contributor.author	Kalvø, Oyvind Iversen	nb_NO
dc.date.accessioned	2014-12-19T14:31:11Z
dc.date.available	2014-12-19T14:31:11Z
dc.date.created	2014-09-16	nb_NO
dc.date.issued	2014	nb_NO
dc.identifier	747479	nb_NO
dc.identifier	ntnudaim:10861	nb_NO
dc.identifier.uri	http://hdl.handle.net/11250/266925
dc.description.abstract	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 measure conditional value at risk (CV@R). The model treats different sources of natural gas as separate resources, and accounts for endogenous expansions of production capacities, pipeline capacities and natural gas reserves.	nb_NO
dc.language	eng	nb_NO
dc.publisher	Institutt for industriell økonomi og teknologiledelse	nb_NO
dc.title	The effects of risk preferences on investments and trade in the natural gas market	nb_NO
dc.type	Master thesis	nb_NO
dc.source.pagenumber	167	nb_NO
dc.contributor.department	Norges teknisk-naturvitenskapelige universitet, Fakultet for samfunnsvitenskap og teknologiledelse, Institutt for industriell økonomi og teknologiledelse	nb_NO