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Electricity systems are key to transforming today's society into a carbon-free economy. Long-term electricity market mechanisms, including auctions, support schemes, and other policy instruments, are critical in shaping the electricity…

Machine Learning · Computer Science 2025-12-22 Javier Gonzalez-Ruiz , Carlos Rodriguez-Pardo , Iacopo Savelli , Alice Di Bella , Massimo Tavoni

Coordination of distributed energy resources is critical for electricity grid management. Although nodal pricing schemes can mitigate congestion and voltage deviations, the resulting prices are not necessarily equitable. In this work, we…

Optimization and Control · Mathematics 2023-12-15 Emmanuel Balogun , Sonia Martin , Anthony Degleris , Ram Rajagopal

Electric power systems are undergoing a major transformation as they integrate intermittent renewable energy sources, and batteries to smooth out variations in renewable energy production. As privately-owned batteries grow from their role…

Theoretical Economics · Economics 2025-04-02 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes , Bolun Xu

Electricity market modelling is often used by governments, industry and agencies to explore the development of scenarios over differing timeframes. For example, how would the reduction in cost of renewable energy impact investments in gas…

Multiagent Systems · Computer Science 2020-05-22 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

Machine Learning · Computer Science 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

As the share of renewable energy sources in the present electric energy mix rises, their intermittence proves to be the biggest challenge to carbon free electricity generation. To address this challenge, we propose an electricity pricing…

Signal Processing · Electrical Eng. & Systems 2020-03-11 Filip Tolovski

The energy transition is profoundly reshaping electricity market dynamics. It makes it essential to understand how renewable energy generation actually impacts electricity prices, among all other market drivers. These insights are critical…

Applications · Statistics 2025-01-22 Davide Cacciarelli , Pierre Pinson , Filip Panagiotopoulos , David Dixon , Lizzie Blaxland

While deep learning gradually penetrates operational planning, its inherent prediction errors may significantly affect electricity prices. This letter examines how prediction errors propagate into electricity prices, revealing notable…

Machine Learning · Computer Science 2023-11-14 Vladimir Dvorkin , Ferdinando Fioretto

We focus on the aggregation of distributed energy resources (DERs) through a profit-maximizing intermediary that enables participation of DERs in wholesale electricity markets. Particularly, we study the market efficiency brought in by the…

Optimization and Control · Mathematics 2020-04-21 Khaled Alshehri , Mariola Ndrio , Subhonmesh Bose , Tamer Başar

This paper proposes a market mechanism for multi-interval electricity markets with generator and storage participants. Drawing ideas from supply function bidding, we introduce a novel bid structure for storage participation that allows…

Optimization and Control · Mathematics 2021-10-18 Rajni Kant Bansal , Pengcheng You , Dennice F. Gayme , Enrique Mallada

In this letter, we address the problem of controlling energy storage systems (ESSs) for arbitrage in real-time electricity markets under price uncertainty. We first formulate this problem as a Markov decision process, and then develop a…

Machine Learning · Computer Science 2019-05-07 Hanchen Xu , Xiao Li , Xiangyu Zhang , Junbo Zhang

Distributed energy resources (DERs) such as solar panels have small supply capacities and cannot be directly integrated into wholesale markets. So, the presence of an intermediary is critical. The intermediary could be a profit-seeking…

Optimization and Control · Mathematics 2022-09-16 Zuguang Gao , Khaled Alshehri , John R. Birge

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

In this paper, we study how datacenter energy cost can be effectively reduced in the wholesale electricity market via cooperative power procurement. Intuitively, by aggregating workloads and renewables across a group of datacenters, the…

Computer Science and Game Theory · Computer Science 2017-10-11 Zhe Yu , Yuanxiong Guo , Miao Pan , Yanmin Gong

We propose in this paper an optimal control framework for renewable energy communities (RECs) equipped with controllable assets. Such RECs allow its members to exchange production surplus through an internal market. The objective is to…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Samy Aittahar , Adrien Bolland , Guillaume Derval , Damien Ernst

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

Optimization and Control · Mathematics 2012-07-13 John N. Tsitsiklis , Yunjian Xu

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

We analyse the drivers of European Power Exchange (EPEX) wholesale electricity prices between 2012 and early 2022 using machine learning. The agnostic random forest approach that we use is able to reduce in-sample root mean square errors…

General Economics · Economics 2022-09-01 Emanuel Kohlscheen , Richhild Moessner