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The evolution of smart microgrid and its demand-response characteristics not only will change the paradigms of the century-old electric grid but also will shape the electricity market. In this new market scenario, once always energy…

Systems and Control · Computer Science 2017-04-24 Mosaddek Hossain Kamal Tushar , Chadi Assi

In the field of microgrids with a significant integration of Renewable Energy Sources, the efficient and practical power storage systems requirement is causing DC microgrids to gain increasing attention. However, uncertainties in power…

Optimization and Control · Mathematics 2023-03-14 Yanandlall Gopee , Margot Gaetani-Liseo , Anne Blavette , Guy Camilleri , Xavier Roboam , Corinne Alonso

Although electric power networks and district heating networks are physically coupled, they are not operated in a coordinated manner. With increasing penetration of renewable energy sources, a coordinated market-based operation of the two…

Systems and Control · Electrical Eng. & Systems 2022-11-07 Jona Maurer , Nicolai Tschuch , Stefan Krebs , Kankar Bhattacharya , Claudio Cañizares , Sören Hohmann

The integration of renewables gradually replaces the traditional power plants, and this makes that the rotational inertia provided by the power plants is decreasing with time. Virtual inertia emulated by power electronic devices is becoming…

Optimization and Control · Mathematics 2019-03-12 Shuchang Yan

Recently, the volatility associated with marginal prices has increased due to large scale integration of renewable generation. Price volatility is undesirable from a consumer perspective. To address this issue, we present a framework for…

Optimization and Control · Mathematics 2018-12-11 Shantanu Chakraborty , Kyri Baker , Milos Cvetkovic , Remco Verzijlbergh , Zofia Lukszo

This paper proposes a dynamic valuation framework to determine the opportunity value of battery capacity degradation in grid applications based on the internal degradation mechanism and utilization scenarios. The proposed framework follows…

Optimization and Control · Mathematics 2021-09-28 Bolun Xu

Prospective power supply systems based on Renewable Energy Sources require measures to balance power generation and load at all times. The utilisation of storage devices and backup power plants is widely suggested for this purpose, whereas…

Physics and Society · Physics 2016-09-22 Stefan Weitemeyer , David Kleinhans , Lars Siemer , Carsten Agert

The rapid growth of variable renewable energy has increased the need for flexible and efficiently coordinated energy resources. In this context, hybrid resources that combine renewable generation and battery storage within a single…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Hikaru Hoshino , Taiyo Mantani , Eiko Furutani

The energy market, and specifically the renewable sector carries volatility and risks, similar to the financial market. Here, we leverage on a well-established, return-risk approach, commonly used by equity portfolio-managers and apply it…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Haim Grebel , Divya Vikas , Jim Shi

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

Trading and Market Microstructure · Quantitative Finance 2020-04-14 Ioannis Boukas , Damien Ernst , Thibaut Théate , Adrien Bolland , Alexandre Huynen , Martin Buchwald , Christelle Wynants , Bertrand Cornélusse

In commodity markets the convergence of futures towards spot prices, at the expiration of the contract, is usually justified by no-arbitrage arguments. In this article, we propose an alternative approach that relies on the expected profit…

Mathematical Finance · Quantitative Finance 2018-02-27 René Aïd , Luciano Campi , Delphine Lautier

Efforts to utilize 100% renewable energy in community microgrids require new approaches to energy markets and transactions to efficiently address periods of scarce energy supply. In this paper we contribute to the promising approach of…

Optimization and Control · Mathematics 2021-12-23 Jonathan Lee , Rodrigo Henriquez-Auba , Bala Kameshwar Poolla , Duncan S. Callaway

This work presents a methodology for forward electricity contract price projection based on market equilibrium and social welfare optimization. In the methodology supply and demand for forward contracts are produced in such a way that each…

Optimization and Control · Mathematics 2019-11-27 Mateus A. Cavaliere , Sergio Granville , Gerson C. Oliveira , Mario V. F. Pereira

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

High penetration of renewable generation in the electricity grid presents power system operators with challenges including voltage instability mainly due to fluctuating power generation. To cope with intermittent generation, community…

Optimization and Control · Mathematics 2024-05-28 Khalil Gholami , Asef Nazari , Dhananjay Thiruvady , Valeh Moghaddam , Sutharshan Rajasegarar , Wei-Yu Chiu

Energy storage can be used for many applications in the Smart Grid such as energy arbitrage, peak demand shaving, power factor correction, energy backup to name a few, and can play a major role at increasing the capacity of power networks…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Md Umar Hashmi , Jose Horta , Diego Kiedanski , Ana Bušić , Daniel Kofman

Battery Energy Storage Systems (BESS) are a cornerstone of the energy transition, as their ability to shift electricity across time enables both grid stability and the integration of renewable generation. This paper investigates the…

Pricing of Securities · Quantitative Finance 2025-10-30 Daniel Oeltz , Tobias Pfingsten

We study how high charging rate demands from electric vehicles (EVs) in a power distribution grid may collectively cause poor dynamic performance, and propose a price incentivization strategy to steer customers to settle for lesser charging…

Optimization and Control · Mathematics 2025-08-26 Amit Kumer Podder , Tomonori Sadamoto , Aranya Chakrabortty

While wind and solar power contribute to sustainability, their intermittent nature poses challenges when integrated into the grid. To mitigate these issues, renewable energy can be combined with coal fired power and hydropower sources to…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Manling Hu , Manqi Xu , Dunnan Liu

As the "smart grid" paradigm becomes more prevalent, fundamental techno-economic challenges prominently arise. The variability of renewables may require conventional generators to remain active and operate inefficiently. The grid's inertia…

Physics and Society · Physics 2021-08-10 Iason-Iraklis Avramidis , Gerasimos Takis-Defteraios
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