Browsing Scopus İndeksli Yayınlar Koleksiyonu by Subject "Equilibrium"
Now showing items 1-2 of 2
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Agent-based Optimization to Estimate Nash Equilibrium in Power Markets
(Taylor & Francis Inc, 2013)In most deregulated power markets firms bid daily into a day-ahead power market. The auction mechanism supply and demand determine the equilibrium at each hour. In this environment firms aim to maximize their revenues by ... -
Information shocks and the cross section of expected returns
(Elsevier, 2023)This paper examines the risk premium associated with information shocks in equity markets. For all stocks traded on Borsa Istanbul between March 2005 and December 2020, we calculate information shocks as unanticipated ...