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Energy storage can absorb variability from the rising number of wind and solar power producers. Storage is different from the conventional generators that have traditionally balanced supply and demand on fast time scales due to its hard…

Computer Science and Game Theory · Computer Science 2015-07-02 Josh A. Taylor , Johanna L. Mathieu , Duncan S. Callaway , Kameshwar Poolla

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

The fluctuations of electricity prices in demand response schemes and intermittency of renewable energy supplies necessitate the adoption of energy storage in microgrids. However, it is challenging to design effective real-time energy…

Data Structures and Algorithms · Computer Science 2017-09-25 Chi-Kin Chau , Guanglin Zhang , Minghua Chen

Energy storage systems (ESS) are pivotal component in the energy market, serving as both energy suppliers and consumers. ESS operators can reap benefits from energy arbitrage by optimizing operations of storage equipment. To further enhance…

Machine Learning · Computer Science 2023-10-24 Luolin Xiong , Yang Tang , Chensheng Liu , Shuai Mao , Ke Meng , Zhaoyang Dong , Feng Qian

As an efficient way to integrate multiple distributed energy resources and the user side, a microgrid is mainly faced with the problems of small-scale volatility, uncertainty, intermittency and demand-side uncertainty of DERs. The…

Machine Learning · Computer Science 2022-11-14 Jinsong Sang , Hongbin Sun , Lei Kou

This paper examines empirical methods for estimating the response of aggregated electricity demand to high-frequency price signals, the short-term elasticity of electricity demand. We investigate how the endogeneity of prices and the…

Econometrics · Economics 2023-06-23 Silvana Tiedemann , Raffaele Sgarlato , Lion Hirth

The recent widespread adoption of rooftop solar backed by battery storage is enabling energy customers to both produce and consume electricity (i.e., prosumers of electricity). To facilitate prosumer participation in the electric grid, new…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Guodong Shi , Duncan S. Callaway , Elizabeth L. Ratnam

To ensure security of supply in the power sector, many countries are already using or discussing the introduction of capacity mechanisms. Two main types of such mechanisms include capacity markets and capacity reserves. Simultaneously, the…

General Economics · Economics 2025-06-18 Franziska Klaucke , Karsten Neuhoff , Alexander Roth , Wolf-Peter Schill , Leon Stolle

We introduce a new and highly tractable structural model for spot and derivative prices in electricity markets. Using a stochastic model of the bid stack, we translate the demand for power and the prices of generating fuels into electricity…

Pricing of Securities · Quantitative Finance 2015-05-27 Rene Carmona , Michael Coulon , Daniel Schwarz

Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitment (UC) problem in electricity markets, where costly…

Optimization and Control · Mathematics 2026-02-18 Cheng Guo , Lauren Henderson , Ryan Cory-Wright , Boshi Yang

Shared energy storage systems (ESS) present a promising solution to the temporal imbalance between energy generation from renewable distributed generators (DGs) and the power demands of prosumers. However, as DG penetration rates rise,…

Systems and Control · Electrical Eng. & Systems 2025-01-09 Yingcong Sun , Laijun Chen , Yue Chen , Mingrui Tang , Shengwei Mei

The problem of pricing utility-scale energy storage resources (ESRs) in the real-time electricity market is considered. Under a rolling-window dispatch model where the operator centrally dispatches generation and consumption under…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Cong Chen , Lang Tong , Ye Guo

Increased penetration of wind energy will make electricity market prices more volatile. As a result, market participants will bear increased financial risks, which impact investment decisions and in turn, makes it harder to achieve…

Optimization and Control · Mathematics 2021-04-16 Khaled Alshehri , Subhonmesh Bose , Tamer Başar

As the number of prosumers with distributed energy resources (DERs) grows, the conventional centralized operation scheme may suffer from conflicting interests, privacy concerns, and incentive inadequacy. In this paper, we propose an energy…

Computer Science and Game Theory · Computer Science 2022-06-29 Yue Chen , Changhong Zhao , Steven H. Low , Adam Wierman

We study equilibria in an Electric Vehicle (EV) charging game, a cost minimization game inherent to decentralized charging control strategy for EV power demand management. In our model, each user optimizes its total cost which is sum of…

Theoretical Economics · Economics 2022-12-13 Trivikram Dokka , Jorge Bruno , Sonali SenGupta , Chowdhury Mohammad Sakib Anwar

European energy markets are decentralized and entail balance responsibility of each market player. This stresses the importance of imbalance management of renewable energy sources (RES), as the imbalance payments can strongly reduce their…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Petra Draskovic , Ivan Pavic , Karlo Sepetanc , Hrvoje Pandzic

This paper presents a stochastic optimization model for planning the participation of battery energy storage systems (BESSs) in energy and regulation markets. The proposed model quantifies and compares the business value of single and…

Optimization and Control · Mathematics 2025-06-11 Zeenat Hameed , Chresten Traeholt

This paper incorporates a continuous-type network flexibility into chance constrained economic dispatch (CCED). In the proposed model, both power generations and line susceptances are continuous variables to minimize the expected generation…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Yue Song , Tao Liu , David J. Hill

The increasing penetration of renewable energy sources introduces significant challenges to power grid stability, primarily due to their inherent variability. A new opportunity for grid operation is the smart integration of electricity…

Optimization and Control · Mathematics 2025-10-30 Janik Pinter , Frederik Zahn , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer

An effective distribution electricity market (DEM) is required to manage the rapidly growing small-scale distributed energy resources (DERs) in distribution systems (DSs). This paper proposes a day-ahead DEM clearing and pricing mechanism…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang
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