Publications associées à Price gouging

The Time‐Varying Price of Financial Intermediation in the Mortgage Market

We introduce a new measure of the price charged by ﬁnancial intermediaries for con-necting mortgage borrowers with capital market investors. Based on administrativelender pricing data, we document that the price of intermediation reacts stronglyto variatio ...

2024

Dataset for the article "Frequency regulation with storage: On losses and profits"

Daniel Kuhn, François Richard Vuille, Dirk Lauinger

This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.

Zenodo2023

Price-based regulation of oligopolistic markets under discrete choice models of demand

Michel Bierlaire, Virginie Janine Camille Lurkin, Stefano Bortolomiol

We propose a framework to find optimal price-based policies to regulate markets characterized by oligopolistic competition and in which consumers make a discrete choice among a finite set of alternatives. The framework accommodates general discrete choice ...

2022

Equilibrium Models for Derivatives Markets with Frictions

Yuan Zhang

This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns. In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...

EPFL2018

Uniqueness of equilibrium in a payment system with liquidation costs

Damir Filipovic, Léo Hamed Amini

We study a financial network where forced liquidations of an illiquid asset have a negative impact on its price, thus reinforcing network contagion. We give conditions for uniqueness of the clearing asset price and liability payments. Our main result holds ...

Elsevier Science Bv2016

An exact algorithm for the integrated planning of berth allocation and quay crane assignment

Michel Bierlaire, Matteo Salani, Ilaria Vacca

In this paper we study the simultaneous optimization of berth allocation and quay crane assignment in seaport container terminals. We propose a model based on an exponential number of variables that is solved via column generation. An exact branch and pric ...

Informs2013

Effective Consumption Scheduling for Demand-Side Management in the Smart Grid using Non-Uniform Participation Rate

Karl Aberer, Tri Kurniawan Wijaya, Xin Liu

Periods of peak consumer demand in today’s electricity sector are expensive to satisfy and can be the source of power failures. One possible solution is the use of demand-side management (DSM) applying dynamic pricing mechanisms. However, instead of reduci ...

2013

Impact of Storage on the Efficiency and Prices in Real-Time Electricity Markets

Jean-Yves Le Boudec, Dan-Cristian Tomozei, Nicolas Gabriel Gast

We study the effect of energy-storage systems in dynamic real-time electricity markets. We consider that demand and renewable generation are stochastic, that real-time production is affected by ramping constraints, and that market players seek to selfishly ...

ACM2013

Discrete choice and microsimulation methods for agent-based land use modeling

Ricardo Daniel Hurtubia González

This thesis describes methods to model the land use component of an urban system. Specifi- cally, it proposes methods to model and simulate the location choice of agents (households or firms) and the formation of prices for real estate goods in a city. The ...

EPFL2012

Voting on the Environment: Price or Ideology? Evidence from Swiss Referendums

Nicholas Bornstein

Studies on preferences for environmental quality usually posit that price and income explain most of the observed choices. However, we argue that conceptions of social norms and the common good are equally important when analyzing environmental voting outc ...

2008

Assessing environmental amenities and testing for discrimination in housing markets using hedonic price models

Caroline Schaerer

The present thesis applies the property hedonic price model in order to assess the economic value of environmental amenities and discrimination on the Swiss rental markets of Geneva and Zurich. Indeed, economic textbooks teach that differentials in environ ...

EPFL2008