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The increasing interest in demand-side management (DSM) as part of the energy cost optimization calls for effective methods to determine representative electricity prices for energy optimization and scheduling investigations. We propose a…

Applications · Statistics 2026-01-15 Chrysanthi Papadimitriou , Jan C. Schulze , Alexander Mitsos

We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

Systems and Control · Electrical Eng. & Systems 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

The uncertainties of the renewable generation units and the proliferation of price-responsive loads make it a challenge for independent system operators (ISOs) to manage the energy trading market in the future power systems. A centralized…

Systems and Control · Computer Science 2017-05-09 Shahab Bahrami , M. Hadi Amini

Electricity market price predictions enable energy market participants to shape their consumption or supply while meeting their economic and environmental objectives. By utilizing the basic properties of the supply-demand matching process…

Applications · Statistics 2019-06-11 Ana Radovanovic , Tommaso Nesti , Bokan Chen

The coordinated operation of interconnected but locally controlled electricity markets is generally referred to as a "coupling". In this paper we propose a new mechanism design for efficient coupling of independent electricity markets. The…

Optimization and Control · Mathematics 2021-01-13 Alfredo Garcia , Roohallah Khatami , Ceyhun Eksin , Furkan Sezer

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

New generation electricity network called Smart Grid is a recently conceived vision for a cleaner, more efficient and cheaper electricity system. One of the major challenges of electricity network is that generation and consumption should…

Systems and Control · Computer Science 2016-08-02 Lorant Kovacs , Rajmund Drenyovszki , Andras Olah , Janos Levendovszky , Kalman Tornai , Istvan Pinter

Accurate electrical consumption forecasting is crucial for efficient energy management and resource allocation. While traditional time series forecasting relies on historical patterns and temporal dependencies, incorporating external…

Machine Learning · Computer Science 2025-06-18 Fabien Bernier , Maxime Cordy , Yves Le Traon

Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. However, the majority of models developed in both academic and…

Statistical Finance · Quantitative Finance 2024-10-08 Arkadiusz Lipiecki , Bartosz Uniejewski , Rafał Weron

Accurate predictions of electricity demands are necessary for managing operations in a small aggregation load setting like a Microgrid. Due to low aggregation, the electricity demands can be highly stochastic and point estimates would lead…

Machine Learning · Computer Science 2025-11-10 Rohit Dube , Natarajan Gautam , Amarnath Banerjee , Harsha Nagarajan

There is a persistent lack of funding, especially for SMEs, that cyclically worsens. The factoring and invoice discounting market appears to address delays in paying commercial invoices: sellers bring still-to-be-paid invoices to financial…

General Finance · Quantitative Finance 2023-02-20 Peplluis R. Esteva , Alberto Ballesteros Rodríguez

With increasing energy prices, low income households are known to forego or minimize the use of electricity to save on energy costs. If a household is on a prepaid electricity program, it can be automatically and immediately disconnected…

Systems and Control · Electrical Eng. & Systems 2024-08-28 Maitreyee Marathe , Line A. Roald

The Pay-as-Clear (PaC) mechanism currently used in the European electricity market can generate significant submarginal profits for renewable sources when the clearing price is determined by the marginal offers of gas-fired generation units…

Optimization and Control · Mathematics 2026-02-23 Andrea Altamura , Fabrizio Lacalandra , Antonio Frangioni

Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have…

Machine Learning · Computer Science 2025-08-21 Timothée Hornek Amir Sartipi , Igor Tchappi , Gilbert Fridgen

Electricity is a volatile power source that requires great planning and resource management for both short and long term. More specifically, in the short-term, accurate instant energy consumption forecasting contributes greatly to improve…

Artificial Intelligence · Computer Science 2022-07-05 Nuno Oliveira , Norberto Sousa , Isabel Praça

We propose a multivariate elastic net regression forecast model for German quarter-hourly electricity spot markets. While the literature is diverse on day-ahead prediction approaches, both the intraday continuous and intraday call-auction…

Statistical Finance · Quantitative Finance 2018-11-22 Christopher Kath , Florian Ziel

Energy usage optimal scheduling has attracted great attention in the power system community, where various methodologies have been proposed. However, in real-world applications, the optimal scheduling problems require reliable energy…

Machine Learning · Computer Science 2022-10-25 Yogesh Pipada Sunil Kumar , Rui Yuan , Nam Trong Dinh , S. Ali Pourmousavi

Accurate and fast demand forecast is one of the hot topics in supply chain for enabling the precise execution of the corresponding downstream processes (inbound and outbound planning, inventory placement, network planning, etc). We develop…

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

We present a practical, market-based solution to the resource provisioning problem in a set of heterogeneous resource clusters. We focus on provisioning rather than immediate scheduling decisions to allow users to change long-term job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-25 Murray Stokely , Jim Winget , Ed Keyes , Carrie Grimes , Benjamin Yolken