Robust trading in spot and forward oligopolistic markets.
(2012)
Journal Article
GÜLPıNAR, N. and OLIVEIRA, F.S. 2012. Robust trading in spot and forward oligopolistic markets. International journal of production economics [online], 138(1), pages 35-45. Available from: https://doi.org/10.1016/j.ijpe.2011.12.005
In this article we consider the interaction between forward and spot prices and analyze trading in oligopolistic markets under uncertainty. We extend the two-stage risk-neutral stochastic model to worst-case analysis with rival demand scenarios. At t... Read More about Robust trading in spot and forward oligopolistic markets..