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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

The participation of renewable, energy storage, and resources with limited fuel inventory in electricity markets has created the need for optimal scheduling and pricing across multiple market intervals for resources with intertemporal…

Optimization and Control · Mathematics 2019-10-08 Jinye Zhao , Tongxin Zheng , Eugene Litvinov

Overhead distribution lines play a vital role in distributing electricity, however, their freestanding nature makes them vulnerable to extreme weather conditions and resultant disruption of supply. The current UK regulation of power…

Applications · Statistics 2022-09-09 Antoni M. Sieminski , Carl R. Donovan

The recent widespread adoption of rooftop solar backed by battery storage is enabling energy customers to both produce and consume electricity (i.e., prosumers of electricity). To facilitate prosumer participation in the electric grid, new…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Guodong Shi , Duncan S. Callaway , Elizabeth L. Ratnam

Accurate load forecasting is essential to the operation of modern electric power systems. Given the sensitivity of electricity demand to weather variability and temporal dynamics, capturing non-linear patterns is essential for long-term…

Machine Learning · Computer Science 2025-07-31 Abhiram Bhupatiraju , Sung Bum Ahn

This paper proposes an optimal strategy for a Renewable Energy Community participating in the Italian pay-as-bid ancillary service market. The community is composed by a group of residential customers sharing a common facility equipped with…

Systems and Control · Electrical Eng. & Systems 2023-11-22 F. Conte , S. Massucco , G. Natrella , M. Saviozzi , F. Silvestro

An optimal scheduling model for a microgrid participating in the electricity distribution market in interaction with a Distribution Market Operator (DMO) is proposed in this paper. The DMO administers the established electricity market in…

Systems and Control · Computer Science 2016-11-15 Sina Parhizi , Amin Khodaei , Mohammad Shahidehpour

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

We build upon previous work out of UC Berkeley's energy, controls, and applications laboratory (eCal) that developed a model for price prediction of the energy day-ahead market (DAM) and a stochastic load scheduling for distributed energy…

Systems and Control · Computer Science 2018-05-17 Bertrand Travacca , Greg Rybka , Kenji Shiraishi

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars…

Statistical Finance · Quantitative Finance 2022-05-16 Vishal Kuber , Divakar Yadav , Arun Kr Yadav

Energy is a critical driver of modern economic systems. Accurate energy price forecasting plays an important role in supporting decision-making at various levels, from operational purchasing decisions at individual business organizations to…

Machine Learning · Computer Science 2024-11-07 Alexandru-Victor Andrei , Georg Velev , Filip-Mihai Toma , Daniel Traian Pele , Stefan Lessmann

The United States' power market is featured by the lack of judicial power at the federal level. The market thus provides a unique testing environment for the market organization structure. At the same time, the econometric modeling and…

Econometrics · Economics 2018-06-13 Chelsea Sun

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

PM-Gati-Shakti Initiative, integration of ministries, including railways, ports, waterways, logistic infrastructure, mass transport, airports, and roads. Aimed at enhancing connectivity and bolstering the competitiveness of Indian…

General Economics · Economics 2023-08-16 SujayKumar Reddy M , Gopakumar G

As the number of prosumers with distributed energy resources (DERs) grows, the conventional centralized operation scheme may suffer from conflicting interests, privacy concerns, and incentive inadequacy. In this paper, we propose an energy…

Computer Science and Game Theory · Computer Science 2022-06-29 Yue Chen , Changhong Zhao , Steven H. Low , Adam Wierman

In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with a kernel correction built on additional forecast of…

Applications · Statistics 2024-11-26 Andrzej Puć , Joanna Janczura

With the increasing penetration of electric vehicles (EVs) into the automotive market, the electricity peak demand would increase significantly due to home-EV-charging. This paper tackles this problem by defining an 'ideal' EV consumption…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Qun Zhang , Gururaghav Raman , Jimmy Chih-Hsien Peng

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

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

Recent studies indicate that the effects of inter-annual climate-based variability in power system planning are significant and that long samples of demand & weather data (spanning multiple decades) should be considered. At the same time,…

Applications · Statistics 2019-05-30 Adriaan P Hilbers , David J Brayshaw , Axel Gandy
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