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Related papers: Risk- and Variance-Aware Electricity Pricing

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Electricity markets often utilize the DC approximation of the AC power flow equations to facilitate solving an otherwise complex nonconvex optimization problem. These DC power flow equations have analogies to DC circuit laws such as…

Optimization and Control · Mathematics 2024-03-29 Kyri Baker , Harsha Gangammanavar

The participation of consumers and producers in demand response programs has increased in smart grids, which reduces investment and operation costs of power systems. Also, with the advent of renewable energy sources, the electricity market…

Machine Learning · Computer Science 2022-07-29 Nafise Rezaei , Roozbeh Rajabi , Abouzar Estebsari

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

Deciding setpoints for distributed energy resources (DERs) via local control rules rather than centralized optimization offers significant autonomy. The IEEE Standard 1547 recommends deciding DER setpoints using Volt/VAR rules. Although…

Systems and Control · Electrical Eng. & Systems 2023-08-01 Jinlei Wei , Sarthak Gupta , Dionysios C. Aliprantis , Vassilis Kekatos

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

In this paper, we propose a complete modelling framework to value several batteries in the electricity intraday market at the trading session scale. The model consists of a stochastic model for the 24 mid-prices (one price per delivery…

Trading and Market Microstructure · Quantitative Finance 2024-12-23 Enzo Cognéville , Thomas Deschatre , Xavier Warin

We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity…

Optimization and Control · Mathematics 2025-10-07 Albert Solà Vilalta , Ignasi Mañé , F. - Javier Heredia

We consider a distribution grid used to charge electric vehicles such that voltage drops stay bounded. We model this as a class of resource-sharing networks, known as bandwidth-sharing networks in the communication network literature. We…

Optimization and Control · Mathematics 2019-01-17 Angelos Aveklouris , Maria Vlasiou , Bert Zwart

Uncoordinated charging of a rapidly growing number of electric vehicles (EVs) and the uncertainty associated with renewable energy resources may constitute a critical issue for the electric mobility (E-Mobility) in the transportation system…

Optimization and Control · Mathematics 2020-06-30 Hwei-Ming Chung , Sabita Maharjan , Yan Zhang , Frank Eliassen

Managing uncertainty and variability in power injections has become a major concern for power system operators due to the increasing levels of fluctuating renewable energy connected to the grid. This work addresses this uncertainty via a…

Optimization and Control · Mathematics 2020-05-05 Alejandra Pena-Ordieres , Daniel Molzahn , Line Roald , Andreas Waechter

With uncertain injections from Renewable Energy Sources (RESs) and loads, deterministic AC Optimal Power Flow (OPF) often fails to provide optimal setpoints of conventional generators. A computationally time-efficient, economical, and…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Anamika Tiwari , Abheejeet Mohapatra , Soumya Ranjan Sahoo

Renewable energy sources such as wind and solar have received much attention in recent years and large amount of renewable generation is being integrated to the electricity networks. A fundamental challenge in power system operation is to…

Optimization and Control · Mathematics 2014-07-11 W. A. Bukhsh , C. Zhang , P. Pinson

Optimal power flow (OPF) is an important tool for Independent System Operators (ISOs) to deal with the power generation management. With the increasing penetration of renewable energy into power grids, challenges arise in tackling the OPF…

Optimization and Control · Mathematics 2023-06-27 Jia Yang , Jun Song , Chaoyue Zhao

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

Optimization and Control · Mathematics 2022-10-05 Adrián Esteban-Pérez , Juan M. Morales

Power systems are shifted from conventional bulk generation toward renewable generation. This trend leads to the frequency security problem due to the decline of system inertia. On the other hand, natural gas-fired units are frequently…

Optimization and Control · Mathematics 2021-09-30 Lun Yang , Yinliang Xu , Jianguo Zhou , Hongbin Sun

Prediction plays a vital role in the active distribution network voltage regulation under the high penetration of photovoltaics. Current prediction models aim at minimizing individual prediction errors but overlook their collective impacts…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Linwei Sang , Yinliang Xu , Huan Long , Wenchuan Wu

The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment,…

Systems and Control · Electrical Eng. & Systems 2020-04-27 Nicola Viafora , Stefanos Delikaraoglou , Pierre Pinson , Gabriela Hug , Joachim Holbøll

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

Solving the nonlinear AC optimal power flow (AC OPF) problem remains a major computational bottleneck for real-time grid operations. In this paper, we propose a residual learning paradigm that uses fast DC optimal power flow (DC OPF)…

Machine Learning · Computer Science 2025-10-21 Muhy Eddin Za'ter , Bri-Mathias Hodge , Kyri Baker

This paper proposes a Separable Projective Approximation Routine-Optimal Power Flow (SPAR-OPF) framework for solving two-stage stochastic optimization problems in power systems. The framework utilizes a separable piecewise linear…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Shishir Lamichhane , Abodh Poudyal , Nicholas R. Jones , Bala Krishnamoorthy , Anamika Dubey