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Research I specialize in Industrial Organization and Energy Economics. My current research interests concern market power issues and optimal bidding in electricity markets, regulation and deregulation issues in energy markets, capacity investment in game-theoretic settings, resource allocations under indivisibilities, and equilibrium characterization and computations under uncertainty in large-scale oligopolies.
Refereed Publications 1. "Equilibrium Predictions in Wholesale Electricity Markets", [.pdf], Handbook of Networks in Power Systems, Panos Pardalos et al. eds. Springer-Verlag, forthcoming. 2. "Investment in Electricity Markets with Asymmetric Technologies", [.pdf] with H. Thille, Energy Economics, 33(3): 379-387, 2011. 3. "Supply Function Equilibria with Capacity Constraints and Pivotal Suppliers", [.pdf] with S. Reynolds, International Journal of Industrial Organization, 29(4): 432-442, 2011. 4. "Multimarket Contact in Vertically Related Markets", [.pdf] with S. Ecer, Information Systems and Operational Research, special issue on Energy Markets and Game Theory, 48(4): 203-213, 2010.
5. "Discriminatory versus Uniform-price Electricity Auctions with Supply Function Equilibrium", [.pdf] Journal of Optimization Theory and Applications, 140(1): 9-31, 2009. 6. "An Analysis of Capacity and Price Trajectories for the Ontario Electricity Market Using Dynamic Nash Equilibrium under Uncertainty", [.pdf] with S. Sen, Energy Economics, 30(1): 173-191, 2008. 7. "A Dynamic Cournot-Nash Game: A Representation of a Finitely Repeated Feedback Game", [.pdf] Computational Management Science, 4(2):141-157, 2007, special issue on Computations and Game Theory. 8. "Dynamic Oligopolistic Games Under Uncertainty: A Stochastic Programming Approach", [.pdf] with S. Reynolds and S. Sen, Journal of Economic Dynamics and Control, 31(1):55-80, 2007. 9. "A Stochastic Programming Approach to Power Portfolio Optimization", [.pdf] with S. Sen & L. Yu, Operations Research, 54(1):55-72, 2006. 10. "Decision Aids for Scheduling and Hedging (DASH) in Deregulated Electricity Markets: A Stochastic Programming Approach to Power Portfolio Optimization", [.pdf] with S. Sen and L. Yu, Proceedings of the 2002 Winter Simulation Conference, E.Yucesan, C.H. Chen, J.L. Snowdon, J.M. Charnes, eds., 1530-1538, 2002.
Working Papers 1. "Shadow Prices in a Resource Allocation Model with Indivisibilities", [.pdf] with S. Sen, 2011. 2. "Dynamic Competition in Electricity Markets: Hydropower and Thermal Generation", [.pdf] with H. Thille, 2011. 3. "Capacity Investment Dynamics under Demand Uncertainty", [.pdf] with G. Zaccour, 2011. 4. "Electricity Trade Patterns in a Network: Evidence from the Ontario Market", [.pdf], with P.O.Pineau, E. Yazgan, 2010.
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