Dear colleagues,
please circulate the following information about the postdoc grant.
With my best wishes, Sara
-----------------------------------------------------------------------------------
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
-- 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/
Dear colleagues, this is to inform you that the deadline of the postdoc call has been extended to June 19 at 2pm. All the best wishes, Sara B.
---------- Forwarded message --------- From: Sara sara.biagini@gmail.com Date: Sat, Apr 18, 2020 at 11:40 PM Subject: Two years postdoc grant at Luiss To: Random@fields.dm.unipi.it
Dear colleagues,
please circulate the following information about the postdoc grant.
With my best wishes, Sara
-----------------------------------------------------------------------------------
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
-- 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/
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Sara