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This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest studied market in Europe}. The inter-dependencies are…

Applications · Statistics 2022-01-05 Fabrizio Durante , Angelica Gianfreda , Francesco Ravazzolo , Luca Rossini

The energy transition is well underway in most European countries. It has a growing impact on electric power systems as it dramatically modifies the way electricity is produced. To ensure a safe and smooth transition towards a pan-European…

Physics and Society · Physics 2018-10-17 Laurent Pagnier , Philippe Jacquod

Power systems are subject to fundamental changes due to the increasing infeed of decentralised renewable energy sources and storage. The decentralised nature of the new actors in the system requires new concepts for structuring the power…

Adaptation and Self-Organizing Systems · Physics 2020-04-22 Lia Strenge , Paul Schultz , Jürgen Kurths , Jörg Raisch , Frank Hellmann

As energy markets begin clearing at sub-hourly rates, their interaction with load control systems becomes a potentially important consideration. A simple model for the control of thermal systems using market-based power distribution…

Chaotic Dynamics · Physics 2008-12-02 Nicolas Ho , David P. Chassin

To decarbonize the economy, many governments have set targets for the use of renewable energy sources. These are often formulated as relative shares of electricity demand or supply. Implementing respective constraints in energy models is a…

General Economics · Economics 2024-11-05 Martin Kittel , Wolf-Peter Schill

The variability and intermittency of renewable energy sources pose several challenges for power systems operations, including energy curtailment and price volatility. In power systems with considerable renewable sources, co-variability in…

Systems and Control · Electrical Eng. & Systems 2023-07-21 Elnaz Kabir , Vivek Srikrishnan , M. Vivienne Liu , Scott Steinschneider , C. Lindsay Anderson

Electricity demand and generation have become increasingly unpredictable with the growing share of variable renewable energy sources in the power system. Forecasting electricity supply by fuel mix is crucial for market operation, ensuring…

Applications · Statistics 2025-10-30 Han Lin Shang , Lin Han , Stefan Trück

We investigate group formations and strategic behaviors of renewable power producers in electricity markets. These producers currently bid into the day-ahead market in a conservative fashion because of the real-time risk associated with not…

Optimization and Control · Mathematics 2016-11-17 Baosen Zhang , Ramesh Johari , Ram Rajagopal

Electrical infrastructures provide services at the basis of a number of application sectors, several of which are critical from the perspective of human life, environment or financials. Following the increasing trend in electricity…

Other Computer Science · Computer Science 2017-08-16 Giulio Masetti

Over the past years, distributed energy resources (DER) have been the object of many studies, which recognise and establish their emerging role in the future of power systems. However, the implementation of many scenarios and mechanism are…

Systems and Control · Computer Science 2018-09-20 Jaysson Guerrero , Archie Chapman , Gregor Verbic

Electricity market mechanisms designed to steer sustainable generation of electricity play an important role for the energy transition intended to mitigate climate change. One of the major problems is to complement volatile renewable energy…

Computers and Society · Computer Science 2017-05-01 Cem Kiyak , Andreas de Vries

The average economic agent is often used to model the dynamics of simple markets, based on the assumption that the dynamics of many agents can be averaged over in time and space. A popular idea that is based on this seemingly intuitive…

Trading and Market Microstructure · Quantitative Finance 2015-07-29 Sebastian M. Krause , Stefan Boerries , Stefan Bornholdt

We study the spreading of renewable power fluctuations through grids with Ohmic losses on the lines. By formulating a network adapted linear response theory, we find that vulnerability patterns are linked to the left Laplacian eigenvectors…

Adaptation and Self-Organizing Systems · Physics 2024-06-19 Anton Plietzsch , Sabine Auer , Jürgen Kurths , Frank Hellmann

It is expected, and regionally observed, that energy demand will soon be covered by a widespread deployment of renewable energy sources. However, the weather and climate driven energy sources are characterized by a significant spatial and…

Physics and Society · Physics 2020-02-20 J. Jurasz , F. A. Canales , A. Kies , M. Guezgouz , A. Beluco

In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the…

Machine Learning · Statistics 2024-10-30 Jens Schreiber , Bernhard Sick

A competitive wholesale electricity market consists of thousands of interacting market participants. Driven by the variations of fuel costs, system loads and weathers, these market participants compete actively and behave variously in the…

Systems and Control · Electrical Eng. & Systems 2019-11-01 Zhongyang Zhao , Caisheng Wang , Huaiwei Liao , Carol J. Miller

These lecture notes provide a comprehensive guide on Grid Modeling of Renewable Energy, offering a foundational overview of power system network modeling, power flow, and load flow algorithms critical for electrical and renewable energy…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Sohail Khan

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

In this paper we study the impact of errors in wind and solar power forecasts on intraday electricity prices. We develop a novel econometric model which is based on day-ahead wholesale auction curves data and errors in wind and solar power…

General Economics · Economics 2020-11-24 Sergei Kulakov , Florian Ziel

Accurate power forecasting from renewable energy sources (RES) is crucial for integrating additional RES capacity into the power system and realizing sustainability goals. This work emphasizes the importance of integrating decentralized…

Machine Learning · Computer Science 2025-01-23 Carla Goncalves , Ricardo J. Bessa , Tiago Teixeira , Joao Vinagre