Extended Version: Characterizing Distributed Photovoltaic Panel Investment Equilibria

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Main Authors: Davoudi, Mehdi, Qin, Junjie, Lin, Xiaojun
Format: Preprint
Published: 2025
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author Davoudi, Mehdi
Qin, Junjie
Lin, Xiaojun
author_facet Davoudi, Mehdi
Qin, Junjie
Lin, Xiaojun
contents This study investigates long-term investment decisions in distributed photovoltaic panels by individual investors. We consider a setting where investment decisions are driven by expected revenue from participating in short-term electricity markets over the panel lifespan. These revenues depend on short-term market equilibria, i.e., prices and allocations, which are influenced by aggregate invested panel capacity participating in the markets. We model the interactions among investors by a non-atomic game and develop a framework that links short-term market equilibria to the resulting long-term investment equilibrium. Then, within this framework, we analyze three market mechanisms: (a) a single-product real-time energy market, (b) a product-differentiated real-time energy market that treats solar energy and grid energy as different products, and (c) a contract-based panel market that trades claims/rights to the production of certain panel capacity ex-ante, rather than the realized solar production ex-post. For each, we derive expressions for short-term equilibria and the associated expected revenues, and analytically characterize the corresponding long-term Nash equilibrium aggregate capacity. We compare the solutions of these characterizing equations under different conditions and theoretically establish that the product-differentiated market always supports socially optimal investment, while the single-product market consistently results in under-investment. We also establish that the contract-based market leads to over-investment when the extra valuations of users for solar energy are small. Finally, we validate our theoretical results through numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2509_07203
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Extended Version: Characterizing Distributed Photovoltaic Panel Investment Equilibria
Davoudi, Mehdi
Qin, Junjie
Lin, Xiaojun
Systems and Control
General Economics
Economics
This study investigates long-term investment decisions in distributed photovoltaic panels by individual investors. We consider a setting where investment decisions are driven by expected revenue from participating in short-term electricity markets over the panel lifespan. These revenues depend on short-term market equilibria, i.e., prices and allocations, which are influenced by aggregate invested panel capacity participating in the markets. We model the interactions among investors by a non-atomic game and develop a framework that links short-term market equilibria to the resulting long-term investment equilibrium. Then, within this framework, we analyze three market mechanisms: (a) a single-product real-time energy market, (b) a product-differentiated real-time energy market that treats solar energy and grid energy as different products, and (c) a contract-based panel market that trades claims/rights to the production of certain panel capacity ex-ante, rather than the realized solar production ex-post. For each, we derive expressions for short-term equilibria and the associated expected revenues, and analytically characterize the corresponding long-term Nash equilibrium aggregate capacity. We compare the solutions of these characterizing equations under different conditions and theoretically establish that the product-differentiated market always supports socially optimal investment, while the single-product market consistently results in under-investment. We also establish that the contract-based market leads to over-investment when the extra valuations of users for solar energy are small. Finally, we validate our theoretical results through numerical experiments.
title Extended Version: Characterizing Distributed Photovoltaic Panel Investment Equilibria
topic Systems and Control
General Economics
Economics
url https://arxiv.org/abs/2509.07203