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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

Typically, a large portion of microgrid generating capacity is from variable renewable resources that are greatly impacted by the environment and can be intermittent as well as stochastic. This would result in uncertainty of microgrid…

Systems and Control · Electrical Eng. & Systems 2020-06-23 Cunzhi Zhao , Xingpeng Li

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

This paper examines the relationship between system imbalance and several explanatory variables within the French electricity system. The factors considered include lagged imbalance values, observations of renewable energy sources (RES)…

Systems and Control · Electrical Eng. & Systems 2025-07-14 Jonathan Dumas , Sébastien Finet , Nathalie Grisey , Ibtissam Hamdane , Paul Plessiez

An optimal scheduling model for a microgrid participating in the electricity distribution market in interaction with a Distribution Market Operator (DMO) is proposed in this paper. The DMO administers the established electricity market in…

Systems and Control · Computer Science 2016-11-15 Sina Parhizi , Amin Khodaei , Mohammad Shahidehpour

This work fits in the context of community microgrids, where members of a community can exchange energy and services among themselves, without going through the usual channels of the public electricity grid. We introduce and analyze a…

Systems and Control · Computer Science 2019-04-23 Bertrand Cornélusse , Iacopo Savelli , Simone Paoletti , Antonio Giannitrapani , Antonio Vicino

Owing to the fluctuant renewable generation and power demand, the energy surplus or deficit in each nanogrid is embodied differently across time. To stimulate local renewable energy consumption and minimize the long-term energy cost, some…

Computer Science and Game Theory · Computer Science 2022-03-02 Jiaxin Cao , Bo Yang , Shanying Zhu , Kai Ma , Xinping Guan

We consider the optimal power management in renewable driven smart building MicroGrid under noise corrupted conditions as a stochastic optimization problem. We first propose our user satisfaction and electricity consumption balanced (USECB)…

Systems and Control · Computer Science 2018-02-23 Yan Shen , Zhonghao Sun , Qinglong Wang

The future power system is increasingly interconnected via both AC and DC interconnectors. These interconnectors establish links between previously decoupled energy markets. In this paper, we propose an optimal multi-market energy storage…

Optimization and Control · Mathematics 2023-10-03 Md Umar Hashmi , Stephen Hardy , Dirk Van Hertem , Harsha Nagarajan

The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asymmetry. Real-time retail pricing is characterized by passing on…

Systems and Control · Computer Science 2011-06-08 Mardavij Roozbehani , Munther A Dahleh , Sanjoy K Mitter

The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Robert Mieth , Jip Kim , Yury Dvorkin

In energy systems with high shares of weather-driven renewable power sources, gas-fired power plants can serve as a back-up technology to ensure security of supply and provide short-term flexibility. Therefore, a tighter coordination…

Optimization and Control · Mathematics 2018-05-17 Christos Ordoudis , Pierre Pinson , Juan M. Morales

As the penetration of variable renewable powergeneration increases in power systems around the world, systemsecurity is challenged. Ensuring that enough reserve capacity isavailable to balance the increased forecast errors introduced bywind…

Optimization and Control · Mathematics 2019-03-13 Christian Øyn Naversen , Hossein Farahmand , Arild Helseth

Data center operators are typically faced with three significant problems when running their data centers, i.e., rising electricity bills, growing carbon footprints and unexpected power outages. To mitigate these issues, running data…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-02 Liang Yu , Tao Jiang , Yulong Zou

Due to the energy transition, lots of research has been conducted within the last decade on the topics of energy management systems or local energy trading approaches, often on the day-ahead or intraday level. A large majority of these…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Jens Hönen , Johann L. Hurink , Bert Zwart

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Guanyu Gao , Yonggang Wen , Xiaohu Wu , Ran Wang

Energy storage can facilitate the integration of renewable energy resources by providing arbitrage and ancillary services. Jointly optimizing energy and ancillary services in a centralized electricity market reduces the system's operating…

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the…