{"id":{"repo_id":"cape-town","oai_identifier":"oai:open.uct.ac.za:11427/19139"},"canonical_url":"https://search.dev.ndltd.org/etd/cape-town/oai:open.uct.ac.za:11427/19139","repository":{"repo_id":"cape-town","name":"University of Cape Town","base_url":"https://open.uct.ac.za/oai/request"},"display":{"title":"Mathematical modelling and risk management in deregulated electricity markets","abstract":"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.","abstract_html":"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.","abstract_has_math":false,"creators":["Davis, Stephen"],"institution":"Department of Statistical Sciences","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":["Stewart, Theodor J"],"committee_chairs":[],"committee_members":[],"year":2005,"date_issued":"2005","date_published":"2005","updated_at":"2026-07-22T22:23:06Z","subjects":[],"languages":["eng"],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"http://hdl.handle.net/11427/19139","outbound_label":"Handle","outbound_source":"dc:identifier.uri"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor.advisor","label":"Advisor","values":["Stewart, Theodor J"]},{"key":"dc:creator","label":"Author","values":["Davis, Stephen"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.accessioned","label":"Dc Date Accessioned","values":["2016-04-22T13:37:29Z"]},{"key":"dc:date.available","label":"Dc Date Available","values":["2016-04-22T13:37:29Z"]},{"key":"dc:date.issued","label":"Date","values":["2005"]},{"key":"dc:publisher.department","label":"Dc Publisher Department","values":["Department of Statistical Sciences"]},{"key":"dc:publisher.institution","label":"Dc Publisher Institution","values":["University of Cape Town"]},{"key":"dc:type","label":"Dc Type","values":["Master Thesis"]},{"key":"dc:type.qualificationlevel","label":"Dc Type Qualificationlevel","values":["Masters"]},{"key":"dc:type.qualificationname","label":"Dc Type Qualificationname","values":["MSc"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language.iso","label":"Language (ISO)","values":["eng"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier.uri","label":"Identifier URI","values":["http://hdl.handle.net/11427/19139"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["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. 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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."]},{"key":"dc:title","label":"Title","values":["Mathematical modelling and risk management in deregulated electricity markets"]}]}],"canonical_facts":{"dc:contributor.advisor":["Stewart, Theodor J"],"dc:creator":["Davis, Stephen"],"dc:date.accessioned":["2016-04-22T13:37:29Z"],"dc:date.available":["2016-04-22T13:37:29Z"],"dc:date.issued":["2005"],"dc:description.abstract":["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. 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