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Related papers: Distribution Electricity Pricing under Uncertainty

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Locational marginal pricing (LMP) is a widely employed method for pricing electricity in the wholesale electricity market. Although it is well known that the LMP mechanism is vulnerable to market manipulation, there is little literature…

Computer Science and Game Theory · Computer Science 2013-10-17 Wenyuan Tang , Rahul Jain

Introduction of market mechanisms in distribution systems is currently subject to extensive studies. One of the challenges facing Distribution Market Operators (DMOs) is to implement a fair and economically efficient pricing mechanism that…

Systems and Control · Computer Science 2017-02-24 Sina Parhizi , Alireza Majzoobi , Amin Khodaei

The start up costs in many kinds of generators lead to complex cost structures, which in turn yield severe market loopholes in the locational marginal price (LMP) scheme. Convex hull pricing (a.k.a. extended LMP) is proposed to improve the…

Optimization and Control · Mathematics 2020-02-19 Jian Sun , Chenye Wu

Modern market management systems continue to evolve due to the intentions to improve system security and reliability. This evolvement has been leading to a transition of market auction models from a deterministic structure with…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Mohammad Ghaljehei , Mojdeh Khorsand

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…

Computational Engineering, Finance, and Science · Computer Science 2025-09-26 Naga Venkata Sai Jitin Jami , Juraj Kardoš , Olaf Schenk , Harald Köstler

This paper considers the day-ahead operational planning problem of radial distribution networks hosting Distributed Energy Resources, such as Solar Photovoltaic (PV) and Electric Vehicles (EVs). We present an enhanced AC Optimal Power Flow…

Optimization and Control · Mathematics 2020-12-25 Panagiotis Andrianesis , Michael Caramanis

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained…

Machine Learning · Computer Science 2014-02-17 Vassilis Kekatos , Georgios B. Giannakis , Ross Baldick

Wind energy has emerged as one of the most vital and economically viable forms of renewable energy. The integration of wind energy sources into power grids across the globe has been increasing substantially, largely due to the higher levels…

Optimization and Control · Mathematics 2024-10-16 Narin Nemati , Amin Ahmadi Kasani

This paper investigates large fluctuations of Locational Marginal Prices (LMPs) in wholesale energy markets caused by volatile renewable generation profiles. Specifically, we study events of the form $\mathbb{P} \Big ( \mathbf{LMP} \notin…

Optimization and Control · Mathematics 2021-07-07 Tommaso Nesti , John Moriarty , Alessandro Zocca , Bert Zwart

This paper investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a…

Optimization and Control · Mathematics 2019-07-16 Xinyang Zhou , Emiliano Dall'Anese , Lijun Chen

Retail electrical power marketers, also known as retailers, typically set up contracts with suppliers to secure electricity at fixed prices on the one hand and with end users to meet their load requirements at agreed rates on the other…

Optimization and Control · Mathematics 2016-07-28 Barati Masoud , Nikkhah Mojdehi Mohammad , Kazemi Ahad

In electricity markets, locational marginal price (LMP) forecasting is particularly important for market participants in making reasonable bidding strategies, managing potential trading risks, and supporting efficient system planning and…

Machine Learning · Computer Science 2021-07-28 Yuyun Yang , Zhenfei Tan , Haitao Yang , Guangchun Ruan , Haiwang Zhong

Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off…

Optimization and Control · Mathematics 2021-06-14 Alvaro Gonzalez-Castellanos , Anton Hinneck , Robert Mieth , David Pozo , Yury Dvorkin

Coordinated optimization and control of distribution-level assets can enable a reliable and optimal integration of massive amount of distributed energy resources (DERs) and facilitate distribution system management (DSM). Accordingly, the…

Systems and Control · Computer Science 2018-08-15 Kaiqing Zhang , Wei Shi , Hao Zhu , Emiliano Dall'Anese , Tamer Başar

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. These uncertainties have to be accommodated by flexible re- sources (i.e. upward and downward generation reserves). In this…

Optimization and Control · Mathematics 2016-08-03 Hongxing Ye , Yinyin Ge , Mohammad Shahidehpour , Zuyi Li

The growing penetration of distributed energy resources (DERs) is leading to continually changing operating conditions, which need to be managed efficiently by distribution grid operators. The intermittent nature of DERs such as solar…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Kshitij Girigoudar , Ashley M. Hou , Line A. Roald

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

The short-term forecasting of real-time locational marginal price (LMP) and network congestion is considered from a system operator perspective. A new probabilistic forecasting technique is proposed based on a multiparametric programming…

Applications · Statistics 2016-06-28 Yuting Ji , Robert J. Thomas , Lang Tong

We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…

General Economics · Economics 2025-07-04 Jozef Barunik , Lubos Hanus

Some consumers, particularly households, are unwilling to face volatile electricity prices, and they can perceive as unfair price differentiation in the same local area. For these reasons, nodal prices in distribution networks are rarely…

General Economics · Economics 2021-06-09 Iacopo Savelli , Thomas Morstyn