This thesis consists of two main parts: The first one is on coalitional market games whereas the second one is on strategic market games. In coalitional market games the relationship between cooperative games and markets, and their respective solution concepts are investigated. In joint work with Jan-Philip Gamp we show the following results: For coalitional market games with transferable utility we present a detailed proof that extends the results of Shapley and Shubik (1975) to any closed convex subset of the core following a remark of these authors.

For coalitional market games with non-transferable utility we extend the results of Qin (1993) to a large class of closed subsets of the inner core. Afterwards, we investigate the relationship between the inner core and asymmetric Nash bargaining solutions.

A strategic market game is a non-cooperative game that is used to describe the price formation in an exchange economy. In this thesis the departing point is the model in Giraud and Weyers (2004). For strategic market games with finite horizon, I show proving an analogue of a perfect folk theorem that even with collateral requirements almost everything is possible as soon as people are sufficiently patient. Finally, in joint work with Gaël Giraud, for strategic market games with infinite horizon and incomplete information we prove a partial folk theorem à la Wiseman (2011).