  We study a competitive electricity market equilibrium with two trading
stages, day-ahead and real-time. The welfare of each market agent is exposed to
uncertainty (here from renewable energy production), while agent information on
the probability distribution of this uncertainty is not identical at the
day-ahead stage. We show a high sensitivity of the equilibrium solution to the
level of information asymmetry and demonstrate economic, operational, and
computational value for the system stemming from potential information sharing.
