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Generation portfolio can be significantly altered due to the deployment of distributed energy resources (DER) in distribution networks and the concept of microgrid. Generally, distribution networks can operate in a more resilient and…

Systems and Control · Computer Science 2018-02-19 Yichen Zhang , Alexander Melin , Mohammed Olama , Seddik Djouadi , Jin Dong , Kevin Tomsovic

We study price formation in intraday electricity markets in the presence of intermittent renewable generation. We consider the setting where a major producer may interact strategically with a large number of small producers. Using…

Pricing of Securities · Quantitative Finance 2020-11-17 Olivier Féron , Peter Tankov , Laura Tinsi

Aggregators are playing an increasingly crucial role in the integration of renewable generation in power systems. However, the intermittent nature of renewable generation makes market interactions of aggregators difficult to monitor and…

Computer Science and Game Theory · Computer Science 2016-06-22 Navid Azizan Ruhi , Krishnamurthy Dvijotham , Niangjun Chen , Adam Wierman

This study investigates two models of varying complexity for optimizing intraday arbitrage energy trading of a battery energy storage system using a model predictive control approach. Scenarios reflecting different stages of the system's…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Martin Cornejo , Melina Graner , Holger Hesse , Andreas Jossen

The provision of renewable electricity is the foundation for a sustainable future. To achieve the goal of sustainable renewable energy, Battery Energy Storage Systems (BESS) could play a key role to counteract the intermittency of solar and…

Trading and Market Microstructure · Quantitative Finance 2025-09-29 Luis van Sandbergen

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…

Statistical Finance · Quantitative Finance 2026-04-22 Simon Hirsch , Florian Ziel

The increased deployment of intermittent renewable energy generators opens up opportunities for grid-connected energy storage. Batteries offer significant flexibility but are relatively expensive at present. Battery lifetime is a key factor…

Systems and Control · Computer Science 2018-02-21 Jorn M. Reniers , Grietus Mulder , Sina Ober-Blobaum , David A. Howey

Distributed, controllable energy storage devices offer several benefits to electric power system operation. Three such benefits include reducing peak load, providing standby power, and enhancing power quality. These benefits, however, are…

Physics and Society · Physics 2014-09-10 Reza Arghandeh , Jeremy Woyak , Ahmet Onen , Jaesung Jung , Robert P. Broadwater

A robust power scheduling algorithm is proposed to schedule power flow between the main electricity grid and a microgird with solar energy generation and battery energy storage subject to uncertainty in solar energy production. To avoid…

Systems and Control · Computer Science 2019-02-22 Amir Valibeygi , Abdulelah H. Habib , Raymond A. de Callafon

This paper presents a dynamic pricing and energy management framework for electric vehicle (EV) charging service providers. To set the charging prices, the service providers faces three uncertainties: the volatility of wholesale electricity…

Signal Processing · Electrical Eng. & Systems 2018-01-10 Chao Luo , Yih-Fang Huang , Vijay Gupta

The integration of renewable generation poses operational and economic challenges for the electricity grid. For the core problem of power balance, the legacy paradigm of tailoring supply to follow random demand may be inappropriate under…

Systems and Control · Computer Science 2014-09-25 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya

With the increasing penetration of renewable resources in the distribution grid, the demand for alternatives to grid reinforcement measures rises. One possible solution is the use of battery systems to balance the power flow at crucial…

Systems and Control · Electrical Eng. & Systems 2020-01-17 Benjamin Matthiss , Arghavan Momenifarahani , Jann Binder

This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their…

Mathematical Finance · Quantitative Finance 2021-07-30 Thomas Deschatre , Olivier Féron , Pierre Gruet

We present a methodology for determining the relationship between the optimal control points of a power storage facility and a number of different factors including storage level and temperature. The interaction between different factors is…

Optimization and Control · Mathematics 2024-07-04 Fraser J W O'Brien , Timothy C Johnson

Modern power grids are fast evolving with the increasing volatile renewable generation, distributed energy resources (DERs) and time-varying operating conditions. The DERs include rooftop photovoltaic (PV), small wind turbines, energy…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Xun Gong , Xiaozhe Wang , Bo Cao

The inherent intermittency of renewable sources like wind and solar has resulted in a bundling of renewable generators with storage resources (batteries) for increased reliability. In this paper, we consider the problem of energy sharing…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Vivek Deulkar , Jayakrishnan Nair

In many power grids, a large portion of the energy costs for commercial and industrial consumers are set with reference to the coincident peak load, the demand during the maximum system-wide peak, and their own maximum peak load, the…

Optimization and Control · Mathematics 2024-09-09 Rene Carmona , Xinshuo Yang , Siddharth Bhela , Claire Zeng

We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation. Using stochastic control theory, we identify the optimal strategies of agents with market…

Pricing of Securities · Quantitative Finance 2021-07-01 Olivier Féron , Peter Tankov , Laura Tinsi

Electrical energy storage is considered essential for the future energy systems. Among all the energy storage technologies, battery systems may provide flexibility to the power grid in a more distributed and decentralized way. In countries…

General Finance · Quantitative Finance 2021-12-13 Yu Hu , David Soler Soneira , María Jesús Sánchez

Optimal execution, i.e., the determination of the most cost-effective way to trade volumes in continuous trading sessions, has been a topic of interest in the equity trading world for years. Electricity intraday trading slowly follows this…

Trading and Market Microstructure · Quantitative Finance 2020-10-06 Christopher Kath , Florian Ziel
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