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We propose and analyze a day-ahead reserve market model that handles bids from flexible loads. This pool market model takes into account the fact that a load modulation in one direction must usually be compensated later by a modulation of…

Computer Science and Game Theory · Computer Science 2014-05-28 Sébastien Mathieu , Quentin Louveaux , Damien Ernst , Bertrand Cornélusse

The increasing integration of renewable energy sources into power systems is intensifying the demand for greater flexibility among industrial electricity consumers. However, operational constraints, production requirements, and market…

Systems and Control · Electrical Eng. & Systems 2025-09-22 Sebastián Rojas-Innocenti , Enrique Baeyens , Alejandro Martín-Crespo , Sergio Saludes-Rodil , Fernando Frechoso

In this paper, the intra-day multi-interval rolling-window joint dispatch and pricing of energy and reserve is studied under increasing volatile and uncertain renewable generations. A look-ahead energy-reserve co-optimization model is…

Systems and Control · Electrical Eng. & Systems 2023-08-09 Jiantao Shi , Ye Guo , Wenchuan Wu , Hongbin Sun

Virtual power plants (VPPs) are an emerging paradigm that aggregates distributed energy resources (DERs) for coordinated participation in power systems, including bidding as a single dispatchable entity in the wholesale market. In this…

Optimization and Control · Mathematics 2026-04-03 Weiqi Meng , Hongyi Li , Bai Cui

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

Managing and unlocking the flexibility hidden in electric vehicles (EVs) has emerged as a critical yet challenging task towards low-carbon power and energy systems. This paper focuses on the online bidding and dispatch strategies for an EV…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Manqi Xu , Ye Guo , Hongbin Sun

Recent studies show that the fast growing expansion of wind power generation may lead to extremely high levels of price volatility in wholesale electricity markets. Storage technologies, regardless of their specific forms e.g. pump-storage…

Optimization and Control · Mathematics 2017-08-02 Amin Masoumzadeh , Ehsan Nekouei , Tansu Alpcan , Deb Chattopadhyay

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…

Statistical Finance · Quantitative Finance 2017-12-08 Jesus Lago , Fjo De Ridder , Peter Vrancx , Bart De Schutter

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

The problem of dynamic pricing of electricity in a retail market is considered. A Stackelberg game is used to model interactions between a retailer and its customers; the retailer sets the day-ahead hourly price of electricity and consumers…

Optimization and Control · Mathematics 2016-03-01 Liyan Jia , Lang Tong

Local electricity markets offer a promising solution for integrating renewable energy sources and other distributed energy resources (DERs) into distribution networks. These markets enable the effective utilization of flexible resources by…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Niloofar Pourghaderi , Milad Kabirifar , Payman Dehghanian

This paper considers the representation of energy storage in electricity sector capacity planning models. The incorporation of storage in long-term systems models of this type is increasingly relevant as the cost of storage technologies,…

Optimization and Control · Mathematics 2021-06-01 James H. Merrick , John E. T. Bistline , Geoffrey J. Blanford

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

Physics and Society · Physics 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

This dissertation is to study the interplay between large-scale electric vehicle (EV) charging and the power system. We address three important issues pertaining to EV charging and integration into the power system: (1) charging station…

Econometrics · Economics 2018-08-20 Chao Luo

This study proposes a bi-level optimization program to represent the electric vehicle (EV) charging infrastructure design and utilization management problem with user-equilibrium (UE) decisions. The upper level aims to minimize total…

Optimization and Control · Mathematics 2021-05-25 Amir Mirheli , Leila Hajibabai

This paper proposes a hybrid CCGT model for day-ahead market clearing, in order to enhance operation flexibility of CCGTs in practice. The proposed hybrid model, by taking benefits of combined offers on configurations and individual PTs…

Optimization and Control · Mathematics 2017-08-23 Chenxi Dai , Yonghong Chen , Fengyu Wang , Jie Wan , Lei Wu

Energy storage is needed to match renewable generation to industrial loads in energy parks. However, the future performance of bulk storage technologies is currently highly uncertain. Due to the urgency of decarbonization targets, energy…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Max Langtry , Ruchi Choudhary

High performance grid computing is a key enabler of large scale collaborative computational science. With the promise of exascale computing, high performance grid systems are expected to incur electricity bills that grow super-linearly over…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-01 Prakash Murali , Sathish Vadhiyar

Volatile electrical energy prices are a challenge and an opportunity for small and medium-size companies in energy-intensive industries. By using electrical energy storage and/or an adaptation of production processes, companies can…

Optimization and Control · Mathematics 2023-11-21 Michael Stiglmayr , Svenja Uhlemeyer , Björn Uhlemeyer , Markus Zdrallek

This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Eleni Stai , Evangelia Kokolaki , Lesia Mitridati , Petros Tatoulis , Ioannis Stavrakakis , Gabriela Hug
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