Strategic Reneging and Market Power in Sequential Markets.

This article investigates the incentives for firms with market power to manipulate markets by strategically reneging on forward commitments. We first study the behavior of a dominant firm in a two‐period model with demand uncertainty. We then use the model's predictions and a machine learning approa...

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Publicado en:RAND Journal of Economics (Wiley-Blackwell) Vol. 56; no. 1; pp. 3 - 35
Autores principales: Benatia, David, de Villemeur, Étienne Billette
Formato: Artículo
Publicado: Wiley-Blackwell Spring2025
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Acceso en línea:Ver este registro en EBSCOhost
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        atl: Strategic Reneging and Market Power in Sequential Markets.
      aug:
        au:
          Benatia, David
          de Villemeur, Étienne Billette
        affil:
          HEC Montréal, Montréal Québec,, Canada
          LEM‐CNRS (UMR 9221), Université de Lille, Lille, France
      su:
        Electricity markets
        Market power
        Market manipulation
        Functional analysis
        Machine learning
      sug:
        subj:
          Electricity markets
          Market power
          Market manipulation
          Functional analysis
          Machine learning
      keyword:
        functional data analysis
        market manipulation
        strategic outages
        wind curtailment
        functional data analysis
        market manipulation
        strategic outages
        wind curtailment
      ab: This article investigates the incentives for firms with market power to manipulate markets by strategically reneging on forward commitments. We first study the behavior of a dominant firm in a two‐period model with demand uncertainty. We then use the model's predictions and a machine learning approach to investigate multiple occurrences of reneging on long‐term commitments in Alberta's electricity market in 2010–2011. We find that a supplier significantly increased its revenues by strategically reneging on its capacity availability obligations, causing Alberta's annual electricity procurement costs to increase by as much as $600 million (+17%).
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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