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Related papers: Risk-Informed Participation in T&D Markets

200 papers

With the increasing integration of power plants into the frequency-regulation markets, the importance of optimal trading has grown substantially. This paper conducts an in-depth analysis of their optimal trading behavior in sequential…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Saeed Nordin , Abolfazl Khodadadi , Priyanka Shinde , Evelin Blom , Mohammad Reza Hesamzadeh , Lennart Söder

As distributed energy resources (DERs) grow, the electricity grid faces increased net load variability at the grid edge, impacting operability and reliability. Transactive energy, facilitated through local energy markets, offers a…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Daniel May , Matthew Taylor , Petr Musilek

In electricity markets with a dual-pricing scheme for balancing energy, controllable production units typically participate in the balancing market as "active" actors by offering regulating energy to the system, while renewable stochastic…

Optimization and Control · Mathematics 2018-12-20 Nicolò Mazzi , Alessio Trivella , Juan M. Morales

This paper studies repeated games where two players play multiple duopolistic games simultaneously (multimarket contact). A key assumption is that each player receives a noisy and private signal about the other's actions (private monitoring…

Computer Science and Game Theory · Computer Science 2019-11-26 Atsushi Iwasaki , Tadashi Sekiguchi , Shun Yamamoto , Makoto Yokoo

Two-stage electricity market clearing is designed to maintain market efficiency under ideal conditions, e.g., perfect forecast and nonstrategic generation. This work demonstrates that the individual strategic behavior of inelastic load…

Optimization and Control · Mathematics 2019-09-17 Pengcheng You , Dennice F. Gayme , Enrique Mallada

Local energy markets empower prosumers to form coalitions for energy trading. However, the optimal partitioning of the distribution grid into such coalitions remains unclear, especially in constrained grids with stochastic production and…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Saurabh Vaishampayan , Maryam Kamgarpour

Electricity markets are experiencing a rapid increase in energy storage unit participation. Unlike conventional generation resources, quantifying the competitive operation and identifying if a storage unit is exercising market power is…

Systems and Control · Electrical Eng. & Systems 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

The cost of the power distribution infrastructures is driven by the peak power encountered in the system. Therefore, the distribution network operators consider billing consumers behind a common transformer in the function of their peak…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Wenqi Cai , Hossein N. Esfahani , Arash B. Kordabad , Sébastien Gros

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Patrick Naivasha , George Musumba , Patrick Gikunda , John Wandeto

This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and hedged against. We examine the effect of different market…

Condensed Matter · Physics 2009-10-31 P. Jefferies , M. L. Hart , P. M. Hui , N. F. Johnson

Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

Computational Engineering, Finance, and Science · Computer Science 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

We investigate group formations and strategic behaviors of renewable power producers in electricity markets. These producers currently bid into the day-ahead market in a conservative fashion because of the real-time risk associated with not…

Optimization and Control · Mathematics 2016-11-17 Baosen Zhang , Ramesh Johari , Ram Rajagopal

This paper investigates cell-free massive multiple input multiple output systems with a particular focus on uplink power allocation. In these systems, uplink power control is highly non-trivial, since a single user terminal is associated…

Signal Processing · Electrical Eng. & Systems 2022-12-29 Juno V. Saraiva , Roberto P. Antonioli , Gábor Fodor , Walter C. Freitas , Yuri C. B. Silva

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…

Networking and Internet Architecture · Computer Science 2013-05-14 François Mériaux , Samson Lasaulce , Hamidou Tembine

The increasing penetration of distributed energy resources has sparked interests in participating in power markets. Here, we consider two settings where Virtual Power Plants (VPPs) with some flexible resources participate in the electricity…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Peng Wang , Xi Zhang , Luis Badesa

In two-stage electricity markets, renewable power producers enter the day-ahead market with a forecast of future power generation and then reconcile any forecast deviation in the real-time market at a penalty. The choice of the forecast…

Systems and Control · Electrical Eng. & Systems 2025-01-15 Vladimir Dvorkin

Due to the growing concerns for sustainable development, supply chains seek to invest in social sustainability issues to seize more market share in today's competitive business environment. This study aims to develop a coordination scheme…

Optimization and Control · Mathematics 2023-01-18 Mahdi Ebrahimzadeh-Afrouzi , Masoud Asadpour Ahmadchali

This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g.,…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Jalal Kazempour , Luis Baringo , Pierre Pinson

In order to deal with market power that sporadically results from contingencies (e.g., severe weather, plant outages) most electricity markets have institutions in charge of monitoring market performance and mitigating market power. The…

Optimization and Control · Mathematics 2017-03-07 Shi Pu , Alfredo Garcia

The rapid growth of distributed energy resources (DERs), including rooftop solar and energy storage, is transforming the grid edge, where distributed technologies and customer-side systems increasingly interact with the broader power grid.…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Jun He , Andrew L. Liu