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Demand response provides utilities with a mechanism to share with end users the stochasticity resulting from the use of renewable sources. Pricing is accordingly used to reflect energy availability, to allocate such a limited resource to…

Artificial Intelligence · Computer Science 2016-06-08 Andrea Monacchi , Wilfried Elmenreich

Power systems operate under uncertainty originating from multiple factors that are impossible to account for deterministically. Distributional forecasting is used to control and mitigate risks associated with this uncertainty. Recent…

Machine Learning · Computer Science 2024-10-07 Slawek Smyl , Boris N. Oreshkin , Paweł Pełka , Grzegorz Dudek

Electricity markets typically clear in two stages: a day-ahead market and a real-time market. In this paper, we propose market mechanisms for a two-stage multi-interval electricity market with energy storage, generators, and demand…

Optimization and Control · Mathematics 2024-03-08 Rajni Kant Bansal , Enrique Mallada , Patricia Hidalgo-Gonzalez

Cloud computing revolutionised the industry with its elastic, on-demand approach to computational resources, but has lead to a tremendous impact on the environment. Data centers constitute 1.1-1.5% of total electricity usage in the world.…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-01-22 Dražen Lučanin , Ivona Brandić

In this work we propose a heuristic clearing method of day-ahead electricity markets. In the first part of the process, a computationally less demanding problem is solved using an approximation of the cumulative demand and supply curves,…

Computer Science and Game Theory · Computer Science 2024-01-22 Botond Feczkó , Dániel Divényi , Ádám Sleisz , Dávid Csercsik

The energy transition is expected to significantly increase the share of renewable energy sources whose production is intermittent in the electricity mix. Apart from key benefits, this development has the major drawback of generating a…

Trading and Market Microstructure · Quantitative Finance 2023-01-30 Thibaut Théate , Antonio Sutera , Damien Ernst

Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in demand, solar energy, wind power, and electricity prices as…

Machine Learning · Computer Science 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to…

Machine Learning · Computer Science 2024-03-25 Hannes Hilger , Dirk Witthaut , Manuel Dahmen , Leonardo Rydin Gorjao , Julius Trebbien , Eike Cramer

Recent work has suggested reducing electricity generation cost by cutting the peak to average ratio (PAR) without reducing the total amount of the loads. However, most of these proposals rely on consumer's willingness to act. In this paper,…

Artificial Intelligence · Computer Science 2013-08-23 Tri Kurniawan Wijaya , Kate Larson , Karl Aberer

In this paper, the problem of optimal dynamic pricing for retail electricity with an unknown demand model is considered. Under the day-ahead dynamic pricing (a.k.a. real time pricing) mechanism, a retailer obtains electricity in a…

Optimization and Control · Mathematics 2014-04-07 Liyan Jia , Lang Tong , Qing Zhao

The rapid growth of decentralized energy resources and especially Electric Vehicles (EV), that are expected to increase sharply over the next decade, will put further stress on existing power distribution networks, increasing the need for…

Machine Learning · Computer Science 2023-10-16 Christoforos Menos-Aikateriniadis , Stavros Sykiotis , Pavlos S. Georgilakis

The ATLAS model simulates the various stages of the electricity market chain in Europe, including the formulation of offers by different market actors, the coupling of European markets, strategic optimization of production portfolios and,…

General Economics · Economics 2024-02-21 Florent Cogen , Emily Little , Virginie Dussartre , Quentin Bustarret

Electricity supply must be matched with demand at all times. This helps reduce the chances of issues such as load frequency control and the chances of electricity blackouts. To gain a better understanding of the load that is likely to be…

Econometrics · Economics 2021-03-09 Alexander J. M. Kell , A. Stephen McGough , Matthew Forshaw

The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

Computational Finance · Quantitative Finance 2021-07-20 Wei Li , Denis Mike Becker

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

Regulators and utilities have been exploring hourly retail electricity pricing, with several existing programs providing day-ahead hourly pricing schedules. At the same time, customers are deploying distributed energy resources and smart…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Phillippe K. Phanivong , Duncan S. Callaway

The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliable electricity price forecasting is crucial for effective…

Machine Learning · Computer Science 2025-02-10 Ciaran O'Connor , Mohamed Bahloul , Roberto Rossi , Steven Prestwich , Andrea Visentin

Short-Term Electricity-Load Forecasting (STELF) refers to the prediction of the immediate demand (in the next few hours to several days) for the power system. Various external factors, such as weather changes and the emergence of new…

Machine Learning · Computer Science 2025-05-20 Qi Dong , Rubing Huang , Chenhui Cui , Dave Towey , Ling Zhou , Jinyu Tian , Jianzhou Wang

Electricity is bought and sold in wholesale markets at prices that fluctuate significantly. Short-term forecasting of electricity prices is an important endeavor because it helps electric utilities control risk and because it influences…

Computers and Society · Computer Science 2018-05-16 Elaheh Fata , Igor Kadota , Ian Schneider

The smart metering infrastructure has changed how electricity is measured in both residential and industrial application. The large amount of data collected by smart meter per day provides a huge potential for analytics to support the…

Machine Learning · Computer Science 2019-05-31 Nameer Al Khafaf , Mahdi Jalili , Peter Sokolowski