With my best wishes, Sara
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Here is the link to the call:
https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco
rso-2020 and the description:
RESEARCH PROJECTS
Name of the research project
Energy and capacity
Head(s)
Prof.ssa Sara BIAGINI
Summary description of the project
The goal of this two years project is the study of the newborn capacity
markets.
Hereby we propose an innovative approach to the problems, in a dynamic setup
and with interplay among the economics agents, namely producers and
retailers.
Both types of agents face an utility maximization problem, to be solved via
a blend of dynamic programming and duality techniques.
The study of optimal strategies will reveal information on the structure of
the relation between the capacity price and the energy price.
The existence of Nash equilibria will lead to an equilibrium solution for
the capacity price, and also will lead to the confirmation or modification
of the actual incentives/penalties system.
Thus, we expect both theoretical results on the resolutions of the problems,
and relevant applied results, given the nature of the project itself.
Countries in which the research can be conducted (apart from Italy)
All
Countries of residence of the candidates
All
Nationality of candidates
All
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Sara Biagini, Professor of Mathematical Finance
Department of Economics and Finance
LUISS Guido Carli
Address: viale Romania, 32 - 00197 Roma
Web:
http://sites.google.com/site/sarabiagini/