Dynamic Competition and Arbitrage in Electricity Markets: The Role of Financial Players

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2022
Volume: 14
Issue: 3
Pages: 665-99

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I study the effects of financial players who trade alongside physical buyers and sellers in electricity markets. Using detailed firm-level data, I examine physical and financial firms' responses to regulation that exogenously increased financial trading. I show that the effect of speculators on generators' market power depends on the kind of equilibrium they are in. I develop a test of the null of static Nash equilibrium and reject it. To implement the test, I present a new method to define markets using machine-learning tools. I find that increased financial trading reduced generators' market power and increased consumer surplus.

Technical Details

RePEc Handle
repec:aea:aejmic:v:14:y:2022:i:3:p:665-99
Journal Field
General
Author Count
1
Added to Database
2026-01-26