English
Related papers

Related papers: Locational Marginal Price Variability at Distribut…

200 papers

Accurate forecasts of electricity prices are crucial for the management of electric power systems and the development of smart applications. European electricity prices have risen substantially and became highly volatile after the Russian…

Carbon accounting methods for electricity consumption face challenges regarding physical deliverability, double counting, additionality, and impact magnitude. Locational Marginal Emissions (LMEs) show potential to address many of these key…

Optimization and Control · Mathematics 2025-12-23 Luc Cote , Andy Sun

Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…

Machine Learning · Statistics 2026-04-27 Simon Hirsch

A high share of distributed photovoltaic (PV) generation in low-voltage networks may lead to over-voltage, and line/transformer overloading. To mitigate these issues, we investigate how advanced electricity tariffs could ensure safe grid…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Jordan Holweger , Lionel Bloch , Christophe Ballif , Nicolas Wyrsch

This article proposes a spatial dynamic structural equation model for the analysis of housing prices at the State level in the USA. The study contributes to the existing literature by extending the use of dynamic factor models to the…

Applications · Statistics 2013-12-23 Pasquale Valentini , Luigi Ippoliti , Lara Fontanella

In this paper we investigate predictability of electricity prices in the Canadian provinces of Alberta and Ontario, as well as in the US Mid-C market. Using scale-dependent detrended fluctuation analysis, spectral analysis, and the…

Statistical Finance · Quantitative Finance 2015-06-01 Olga Y. Uritskaya , Vadim M. Uritsky

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

Applications · Statistics 2023-06-27 Raffaele Sgarlato

A minimal model of a market of myopic non-cooperative agents who trade bilaterally with random bids reproduces qualitative features of short-term electric power markets, such as those in California and New England. Each agent knows its own…

Trading and Market Microstructure · Quantitative Finance 2009-05-15 Randall A. LaViolette , Lory A. Ellebracht , Kevin L. Stamber , Charles J. Gieseler , Benjamin K. Cook

In this paper, a novel quadratic convex optimal power flow model, namely, MDOPF, is proposed to determine the optimal dispatches of distributed generators. Based on the results of MDOPF, two price mechanisms, distribution locational…

Systems and Control · Electrical Eng. & Systems 2020-09-07 Tianshu Yang , Ye Guo , Lirong Deng , Hongbin Sun , Wenchuan Wu

Passive liquidity providers (LPs) in automated market makers (AMMs) face losses due to adverse selection (LVR), which static trading fees often fail to offset in practice. We study the key determinants of LP profitability in a dynamic…

Trading and Market Microstructure · Quantitative Finance 2025-08-12 Steven Campbell , Philippe Bergault , Jason Milionis , Marcel Nutz

This paper proposes a method to design network-aware flexibility requests for local flexibility markets. These markets are becoming increasingly important for distribution system operators (DSOs) to ensure grid safety while minimizing costs…

Optimization and Control · Mathematics 2024-09-10 Eléa Prat , Irena Dukovska , Lars Herre , Rahul Nellikkath , Malte Thoma , Spyros Chatzivasileiadis

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

This paper examines the relationship between changes in telecommunications provider concentration on international long distance routes and changes in prices on those routes. Overall, decreased concentration is associated with significantly…

Computers and Society · Computer Science 2007-05-23 Sean F. Ennis

A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

Modern power grids need to cope with increasingly decentralized, volatile energy sources as well as new business models such as virtual power plants constituted from battery swarms. This warrants both, day-ahead planning of larger schedules…

Multiagent Systems · Computer Science 2020-03-31 Emilie Frost , Eric MSP Veith , Lars Fischer

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

We consider a market in which capacity-constrained generators compete in scalar-parameterized supply functions to serve an inelastic demand spread throughout a transmission constrained power network. The market clears according to a…

Computer Science and Game Theory · Computer Science 2019-01-29 Weixuan Lin , Eilyan Bitar

Supplementing a lattice with long-range connections effectively models small-world networks characterized by a high local and global interconnectedness observed in systems ranging from society to the brain. If the links have a wiring cost…

Disordered Systems and Neural Networks · Physics 2007-05-23 Thomas Petermann , Paolo De Los Rios

We propose an optimization formulation for locational pricing of energy transported through a pipeline network that carries mixtures of natural gas and hydrogen from distributed sources to consumers. The objective includes the economic…

Optimization and Control · Mathematics 2024-05-20 Mo Sodwatana , Saif R. Kazi , Kaarthik Sundar , Adam Brandt , Anatoly Zlotnik

The paper considers a distributed robust estimation problem over a network with Markovian randomly varying topology. The objective is to deal with network variations locally, by switching observer gains at affected nodes only. We propose…

Systems and Control · Computer Science 2015-12-07 V. Ugrinovskii