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Related papers: Risk- and Variance-Aware Electricity Pricing

200 papers

For a timely decarbonization of our economy, power systems need to accommodate increasing numbers of clean but stochastic resources. This requires new operational methods that internalize this stochasticity to ensure safety and efficiency.…

Optimization and Control · Mathematics 2024-04-02 Robert Mieth , H. Vincent Poor

With the integration of Renewable Energy Sources (RESs), the power network must be robust to handle the system's uncertain scenarios. DC Transmission Expansion Planning (TEP) plans are generally not feasible for the AC network. A first…

Systems and Control · Electrical Eng. & Systems 2021-11-11 P. Naga Yasasvi , Abheejeet Mohapatra , Suresh Chandra Srivastava

As power systems become more complex with the continuous integration of intelligent distributed energy resources (DERs), new risks and uncertainties arise. Consequently, to enhance system resiliency, it is essential to account for various…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Md Isfakul Anam , Tuyen Vu , Jianhua Zhang

In recent years, electricity generation has been responsible for more than a quarter of the greenhouse gas emissions in the US. Integrating a significant amount of renewables into a power grid is probably the most accessible way to reduce…

This paper develops risk-averse models to support system operators in planning and operating the electricity grid under uncertainty from renewable power generation. We incorporate financial risk hedging using conditional value at risk…

Optimization and Control · Mathematics 2026-01-06 Arash Khojaste , Jonathan Pearce , Daniela Pucci de Farias , Geoffrey Pritchard , Golbon Zakeri

The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

Electricity markets are under increasing pressure to maintain reliability amidst rising renewable penetration, demand variability, and occasional price shocks. Traditional capacity market designs often fall short in addressing this by…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Millend Roy , Agostino Capponi , Vladimir Pyltsov , Yinbo Hu , Vijay Modi

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

Real-time coordination of distributed energy resources (DERs) is crucial for regulating the voltage profile in distribution grids. By capitalizing on a scalable neural network (NN) architecture, one can attain decentralized DER decisions to…

Machine Learning · Computer Science 2022-04-20 Shanny Lin , Shaohui Liu , Hao Zhu

Due to the increasing amount of electricity generated from renewable sources, uncertainty in power system operation will grow. This has implications for tools such as Optimal Power Flow (OPF), an optimization problem widely used in power…

Optimization and Control · Mathematics 2015-04-02 Line Roald , Sidhant Misra , Michael Chertkov , Göran Andersson

The trend in the electric power system is to move towards increased amounts of distributed resources which suggests a transition from the current highly centralized to a more distributed control structure. In this paper, we propose a method…

Optimization and Control · Mathematics 2014-10-17 Javad Mohammadi , Soummya Kar , Gabriela Hug

In pursuit of carbon neutrality, many countries have adopted renewable portfolio standards to facilitate the integration of renewable energy. However, increasing penetration of renewable energy resources will also pose higher requirements…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Wenli Wu , Ye Guo , Jiantao Shi

At present, electricity markets largely ignore the fact that renewable power producers impose significant externalities on non-renewable energy producers. This is because consumers are generally guaranteed electricity within certain load…

Optimization and Control · Mathematics 2016-11-28 Ashkan Zeinalzadeh , Indraneel Chakraborty , Vijay Gupta

With the development of offshore wind farms (OWFs) in far-offshore and deep-sea areas, each OWF could contain more and more wind turbines and cables, making it imperative to study high-reliability electrical collector system (ECS) for OWF.…

Systems and Control · Electrical Eng. & Systems 2023-04-11 Xiaochi Ding , Xinwei Shen , Qiuwei Wu , Liming Wang , Dechang Yang

Securing an adequate supply of dispatchable resources is critical for keeping a power system reliable under high penetrations of variable generation. Traditional resource adequacy mechanisms are poorly suited to exploiting the growing…

Systems and Control · Electrical Eng. & Systems 2022-10-27 Farhad Billimoria , Filiberto Fele , Iacopo Savelli , Thomas Morstyn , Malcolm McCulloch

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

In this paper, we demonstrate the fragility of decentralized load-side frequency algorithms proposed in [1] against stochastic parametric uncertainty in power network model. The stochastic parametric uncertainty is motivated through the…

Optimization and Control · Mathematics 2017-02-20 Sai Pushpak , Umesh Vaidya

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

This work presents a methodology to incorporate reliability constraints in the optimal power systems expansion planning problem. Besides LOLP and EPNS, traditionally used in power systems, this work proposes the use of the risk measures VaR…

Optimization and Control · Mathematics 2019-11-11 Luiz Carlos da Costa , Fernanda Souza Thomé , Joaquim Dias Garcia , Mario V. F. Pereira

This two-part paper addresses the design of retail electricity tariffs for distribution systems with distributed energy resources such as solar power and storage. In particular, the optimal design of dynamic two-part tariffs for a regulated…

Optimization and Control · Mathematics 2017-02-08 Daniel Munoz-Alvarez , Lang Tong