Mathematical modelling and risk management in deregulated electricity markets

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dc.contributor.advisorStewart, Theodor Jen_ZA
dc.contributor.authorDavis, Stephenen_ZA
dc.date.accessioned2016-04-22T13:37:29Z
dc.date.available2016-04-22T13:37:29Z
dc.date.issued2005en_ZA
dc.description.abstractIn this thesis we aim to explore how electricity generation companies cope with the transition to a competitive environment in a newly deregulated electricity industry. Analyses and discussions are generally performed from the perspective of a Generator/Producer, otherwise they are undertaken with respect to the market as a whole. The techniques used for tackling the complex issues are diverse and wide-ranging as ascertained from the existing literature on the subject. The global ideology focuses on combining two streams of thought: the production optimisation and equilibrium techniques of the old monopolistic, cost-saving industry and; the new dynamic profit-maximising and risk-mitigating competitive industry. Financial engineering in a new and poorly understood market for electrical power must now take place in conjunction with - yet also constrained by - the physical production and distribution of the commodity.en_ZA
dc.identifier.apacitationDavis, S. (2005). <i>Mathematical modelling and risk management in deregulated electricity markets</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/19139en_ZA
dc.identifier.chicagocitationDavis, Stephen. <i>"Mathematical modelling and risk management in deregulated electricity markets."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2005. http://hdl.handle.net/11427/19139en_ZA
dc.identifier.citationDavis, S. 2005. Mathematical modelling and risk management in deregulated electricity markets. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Davis, Stephen AB - In this thesis we aim to explore how electricity generation companies cope with the transition to a competitive environment in a newly deregulated electricity industry. Analyses and discussions are generally performed from the perspective of a Generator/Producer, otherwise they are undertaken with respect to the market as a whole. The techniques used for tackling the complex issues are diverse and wide-ranging as ascertained from the existing literature on the subject. The global ideology focuses on combining two streams of thought: the production optimisation and equilibrium techniques of the old monopolistic, cost-saving industry and; the new dynamic profit-maximising and risk-mitigating competitive industry. Financial engineering in a new and poorly understood market for electrical power must now take place in conjunction with - yet also constrained by - the physical production and distribution of the commodity. DA - 2005 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2005 T1 - Mathematical modelling and risk management in deregulated electricity markets TI - Mathematical modelling and risk management in deregulated electricity markets UR - http://hdl.handle.net/11427/19139 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/19139
dc.identifier.vancouvercitationDavis S. Mathematical modelling and risk management in deregulated electricity markets. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2005 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/19139en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherOperations Researchen_ZA
dc.titleMathematical modelling and risk management in deregulated electricity marketsen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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