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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

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

The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price volatility while maintaining stability of the power grid. This…

Optimization and Control · Mathematics 2017-06-13 Juri Hinz , Jeremy Yee

The growing amount of intermittent renewables in power generation creates challenges for real-time matching of supply and demand in the power grid. Emerging ancillary power markets provide new incentives to consumers (e.g., electrical…

Systems and Control · Computer Science 2016-02-09 Hao Chen , Zhenhua Liu , Ayse K. Coskun , Adam Wierman

Flexibility options, such as demand response, energy storage and interconnection, have the potential to reduce variation in electricity prices between different future scenarios, therefore reducing investment risk. Moreover, investment in…

General Economics · Economics 2021-10-11 Thomas Möbius , Iegor Riepin , Felix Müsgens , Adriaan H. van der Weijde

Energy storage can facilitate the integration of renewable energy resources by providing arbitrage and ancillary services. Jointly optimizing energy and ancillary services in a centralized electricity market reduces the system's operating…

The emerging paradigm of interconnected microgrids advocates energy trading or sharing among multiple microgrids. It helps make full use of the temporal availability of energy and diversity in operational costs when meeting various energy…

Systems and Control · Electrical Eng. & Systems 2020-06-12 Dafeng Zhu , Bo Yang , Qi Liu , Kai Ma , Shanying Zhu , Xinping Guan

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

Increased penetration of Distributed Energy Resources (DER) and Renewable Energy Systems (RES) transforming the conventional distribution grid into a transactive framework supervised by a distribution system operator (DSO). Although the…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Arnab Dey , Vivek Khatana , Ankur Mani , Murti V. Salapaka

The integration of large shares of electricity produced by non-dispatchable Renewable Energy Sources (RES) leads to an increasingly volatile energy generation side, with temporary local overproduction. The application of energy storage…

Optimization and Control · Mathematics 2016-03-14 Lars Siemer , Frank Schöpfer , David Kleinhans

We investigate the problem of characterizing the economic value of energy storage capacity to a wind power producer (WPP) that sells its energy in a conventional two-settlement electricity market. The WPP can offer a forward contract to…

Optimization and Control · Mathematics 2018-10-01 Eilyan Bitar , Pramod Khargonekar , Kameshwar Poolla

This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The first novelty consist in proposing a model…

Pricing of Securities · Quantitative Finance 2014-06-30 Patrick Henaff , Ismail Laachir , Francesco Russo

This study addresses the transmission value of energy storage in electric grids. The inherent connection between storage and transmission infrastructure is captured from a "cumulative energy" perspective, which enables the reformulating of…

Systems and Control · Electrical Eng. & Systems 2024-07-15 Qian Zhang , P. R. Kumar , Le Xie

We propose a hedging approach for general contingent claims when liquidity is a concern and trading is subject to transaction cost. Multiple assets with different liquidity levels are available for hedging. Our risk criterion targets a…

Mathematical Finance · Quantitative Finance 2018-07-02 Panagiotis Christodoulou , Nils Detering , Thilo Meyer-Brandis

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

Optimization and Control · Mathematics 2017-04-04 Lin Zhao , Wei Zhang

This paper considers the representation of energy storage in electricity sector capacity planning models. The incorporation of storage in long-term systems models of this type is increasingly relevant as the cost of storage technologies,…

Optimization and Control · Mathematics 2021-06-01 James H. Merrick , John E. T. Bistline , Geoffrey J. Blanford

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

Optimization and Control · Mathematics 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

Frequency stability of power systems becomes more vulnerable with the increase of solar photovoltaic (PV). Energy storage provides an option to mitigate the impact of high PV penetration. Using the U.S. Eastern Interconnection (EI) and…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Shutang You

Electricity distribution companies deploy battery storage to defer grid upgrades by reducing peak demand. In deregulated jurisdictions, such storage often sits idle because regulatory constraints bar participation in electricity markets.…

Optimization and Control · Mathematics 2026-03-24 Dirk Lauinger , Deepjyoti Deka , Sungho Shin

Hydropower plants are crucial for stable renewable energy and serve as vital water sources for sustainable agriculture. However, it is essential to assess the current water management practices associated with hydropower plant management…

Machine Learning · Computer Science 2023-11-23 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás