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We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has access to imperfect dynamically updated forecasts of the future…

Trading and Market Microstructure · Quantitative Finance 2016-10-17 Zongjun Tan , Peter Tankov

We study short-term prediction of wind speed and wind power (every 10 minutes up to 4 hours ahead). Accurate forecasts for these quantities are crucial to mitigate the negative effects of wind farms' intermittent production on energy…

Over the past years, the share of electricity production from wind power plants has increased to significant levels in several power systems across Europe and the United States. In order to cope with the fluctuating and partially…

Optimization and Control · Mathematics 2016-01-19 Line Roald , Sidhant Misra , Michael Chertkov , Scott Backhaus , Göran Andersson

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

Energy (load, wind, photovoltaic) forecasting is significant in the power industry as it can provide a reference for subsequent tasks such as power grid dispatch, thus bringing huge economic benefits. However, there are many differences…

Machine Learning · Computer Science 2024-10-07 Zhixian Wang , Qingsong Wen , Chaoli Zhang , Liang Sun , Leandro Von Krannichfeldt , Shirui Pan , Yi Wang

Despite the increasing importance of forecasts of renewable energy, current planning studies only address a general estimate of the forecast quality to be expected and selected forecast horizons. However, these estimates allow only a…

Applications · Statistics 2019-06-03 Jens Schreiber , Artjom Buschin , Bernhard Sick

Mitigating climate change demands a transition towards renewable electricity generation, with wind power being a particularly promising technology. Long periods either of high or of low wind therefore essentially define the necessary amount…

Atmospheric and Oceanic Physics · Physics 2020-01-07 Juliane Weber , Mark Reyers , Christian Beck , Marc Timme , Joaquim G. Pinto , Dirk Witthaut , Benjamin Schäfer

With growing amounts of wind and solar power in the electricity mix of many European countries, understanding and predicting variations of renewable energy generation at multiple timescales is crucial to ensure reliable electricity systems.…

Physics and Society · Physics 2022-02-08 Llorenç Lledó , Jaume Ramon , Albert Soret , Francisco-Javier Doblas-Reyes

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

Accurate prediction of non-dispatchable renewable energy sources is essential for grid stability and price prediction. Regional power supply forecasts are usually indirect through a bottom-up approach of plant-level forecasts, incorporate…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Eloi Lindas , Yannig Goude , Philippe Ciais

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…

Machine Learning · Statistics 2017-10-05 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

Electricity generated from renewable energy sources has been established as an efficient remedy for both energy shortages and the environmental pollution stemming from conventional energy production methods. Solar and wind power are two of…

Machine Learning · Computer Science 2025-01-06 Charalampos Symeonidis , Nikos Nikolaidis

World is looking for clean and renewable energy sources that do not pollute the environment, in an attempt to reduce greenhouse gas emissions that contribute to global warming. Wind energy has significant potential to not only reduce…

Machine Learning · Computer Science 2024-01-31 Alif Bin Abdul Qayyum , Xihaier Luo , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

The ever-growing use of wind energy makes necessary the optimization of turbine operations through pitch angle controllers and their maintenance with early fault detection. It is crucial to have accurate and robust models imitating the…

Machine Learning · Computer Science 2023-07-28 Alfonso Gijón , Ainhoa Pujana-Goitia , Eugenio Perea , Miguel Molina-Solana , Juan Gómez-Romero

Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…

Applications · Statistics 2025-10-20 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

The ability to accurately forecast power generation from renewable sources is nowadays recognised as a fundamental skill to improve the operation of power systems. Despite the general interest of the power community in this topic, it is not…

Renewable Energies (RE) have gained more attention in recent years since they offer clean and sustainable energy. One of the major sustainable development goals (SDG-7) set by the United Nations (UN) is to achieve affordable and clean…

Machine Learning · Computer Science 2022-12-27 Mehdi Hatamian , Bivas Panigrahi , Chinmaya Kumar Dehury

Renewable sources of energy are the future due to the environmental problems caused by non-renewable sources to produce energy. The biggest issue with renewable energy sources is that the power produced by devices such as PV solar panels…

Signal Processing · Electrical Eng. & Systems 2022-10-24 Rohaib Bhatti , Ali John Naqvi , Abdullah Tauqeer

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid