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Related papers: Robust Data-driven Profile-based Pricing Schemes

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We study the design of pricing schemes for a group of consumers with smart meters (e.g., in a Greenfield area) who are connected through a gateway to a traditional electricity greed with a progressive tariff. Because the progressive tariff…

Computational Engineering, Finance, and Science · Computer Science 2014-12-31 Kyeong Soo Kim

How can a system designer exploit system-level knowledge to derive incentives to optimally influence social behavior? The literature on network routing contains many results studying the application of monetary tolls to influence behavior…

Computer Science and Game Theory · Computer Science 2019-07-25 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

Optimized charging of electric vehicles (EVs) at public locations consists of two decisions: how much energy to deliver at what times, which is continuous, and where to plug in, which is binary. This makes optimizing EV charging a…

Optimization and Control · Mathematics 2026-04-17 Nanfei Jiang , Yi Zhou , Josh A. Taylor , Mahnoosh Alizadeh

The fast uptake of distributed energy resources (DERs) presents increasing challenges for managing hosting capacity in distribution networks. Existing solutions include direct load control, operating envelopes, and price-based control…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Jiawei Zhang , Gregor Verbic , Frederik Geth , Mohsen Aldaadi , Rahmat Heidari , Julio Braslavsky

This paper combines a techno-economic energy system model with an econometric model to maximise electricity price forecasting accuracy. The proposed combination model is tested on the German day-ahead wholesale electricity market. Our paper…

General Economics · Economics 2024-11-08 Souhir Ben Amor , Thomas Möbius , Felix Müsgens

Networking on white spaces (i.e., locally unused spectrum) relies on active monitoring of spectrum usage. Spectrum databases based on empirical radio propagation models are widely adopted but shown to be error-prone, since they do not…

Networking and Internet Architecture · Computer Science 2017-05-23 Xuhang Ying , Sumit Roy , Radha Poovendran

Electricity markets currently fail to incorporate preferences of buyers, treating polluting and renewable energy sources as having equal social benefit under a system of uniform clearing prices. Meanwhile, renewable energy is prone to…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Emilie Jong , Samuel Chevalier , Spyros Chatzivasileiadis , Shie Mannor

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

The rising share of abundant renewable energy inevitably increases volatility in the electricity production. The concept of sector coupling means that the volatility of electricity production to a large degree can be absorbed by dispatching…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-29 P. Bechtle , O. Freyermuth , M. Geffers , M. Giffels , M. Hübner , F. Kirfel , J. Kreutz , S. Krieg , S. Matberg , M. Schnepf

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through conic bids, and a…

Theoretical Economics · Economics 2022-12-20 Anubhav Ratha , Pierre Pinson , Hélène Le Cadre , Ana Virag , Jalal Kazempour

With the development of the smart grid concept and the increasing expansion of advanced communication and measurement equipment, consumers can actively participate in the power system operation. The intelligent use of these facilities…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Mohammad Panahazari , Minoo Mohebbifar , Vahid Nazari Farsani , Mahmoud-Reza Haghifam

Demand response (DR), as one of the important energy resources in the future's grid, provides the services of peak shaving, enhancing the efficiency of renewable energy utilization with a short response period, and low cost. Various…

Artificial Intelligence · Computer Science 2022-02-10 Kuan-Cheng Lee , Hong-Tzer Yang , Wenjun Tang

This paper studies how to aggregate prosumers (or large consumers) and their collective decisions in electricity markets, with a focus on fairness. Fairness is essential for prosumers to participate in aggregation schemes. Some prosumers…

Optimization and Control · Mathematics 2024-09-02 Zoé Fornier , Vincent Leclère , Pierre Pinson

Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…

Machine Learning · Computer Science 2023-06-27 Jun Song , Chaoyue Zhao

We propose an innovative data-driven option pricing methodology that relies exclusively on the dataset of historical underlying asset prices. While the dataset is rooted in the objective world, option prices are commonly expressed as…

Pricing of Securities · Quantitative Finance 2024-01-23 Min Dai , Hanqing Jin , Xi Yang

We propose a new structural model that can compute the electricity spot and forward prices in two coupled markets with limited interconnection and multiple fuels. We choose a structural approach in order to represent some key…

Mathematical Finance · Quantitative Finance 2017-04-21 Clemence Alasseur , Olivier Feron

An electricity bill of a data center (DC) is determined not only by how much energy the DC consumes, but especially by how the consumed energy is spread over time during the billing cycle. More specifically, these electricity costs are…

Networking and Internet Architecture · Computer Science 2020-05-07 Mehiar Dabbagh , Bechir Hamdaoui , Ammar Rayes

The recent advent of smart meters has led to large micro-level datasets. For the first time, the electricity consumption at individual sites is available on a near real-time basis. Efficient management of energy resources, electric…

Applications · Statistics 2014-09-10 Siddharth Arora , James W. Taylor

This paper proposes a hybrid approach to optimal day-ahead pricing for demand response management. At the customer-side, compared with the existing work, a detailed, comprehensive and complete energy management system, which includes all…

Systems and Control · Computer Science 2015-10-29 Fan-Lin Meng , Xiao-Jun Zeng

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…

Pricing of Securities · Quantitative Finance 2019-09-13 Luisa Andreis , Maria Flora , Fulvio Fontini , Tiziano Vargiolu