Fields- Workshop on Stochastic Games, Equilibrium, and Applications to Energy & Commodities Markets

  1. Title:
    Strategic R&D in Cournot Markets

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  2. Title:
    Game-theory Approach for Electricity and Carbon Allowances: a markets coupling study

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  3. Title:
    Power trade, welfare,and air quality

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  4. Title:
    A probabilistic weak formulation of mean field games and applications

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  5. Title:
    The correlation structure of exchange rates and commodity prices

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  6. Title:
    Mean field Consumption-Accumulation Games with Congestion

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  7. Title:
    Mean Field Games with a Common Noise

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  8. Title:
    Energy Production and Differential Games

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  9. Title:
    Equilibrium commodity trading

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  10. Title:
    Measuring the Competitiveness Benefits of Transmission Investments in Wholesale Market with Locational Pricing: The Case of the Australian Electricity Market

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  11. Title:
    Price Modelling in Carbon Emission and Electricity Markets

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  12. Title:
    Dynamic Cournot Models for Production of Exhaustible Commodities under Stochastic Demand

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  13. Title:
    Generalized Multi-Factor Commodity Spot Price Modeling through Dynamic Cournot Resource Extraction Models

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  14. Title:
    Incorporating Cash-Flow Distributions into Real Options: Risk and Ambiguity

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  15. Title:
    An Options Pricing Approach to Ramping Rate Restrictions at Hydro Power Plants

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  16. Title:
    A numerical algorithm for general HJB equations: a jump-constrained BSDE approach

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  17. Title:
    Modelling shared gas storage facilities

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  18. Title:
    Smooth solutions to portfolio liquidation problems under price-sensitive market impact

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