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Storage is expected to be a critical source of firming in low-carbon grids. A common concern raised from ex-post assessments is that storage resources can fail to respond to strong price signals during times of scarcity. While commonly…

Optimization and Control · Mathematics 2023-02-20 Ogun Yurdakul , Farhad Billimoria

There is a growing interest in the integration of energy infrastructures to increase systems' flexibility and reduce operational costs. The most studied case is the synergy between electric and heating networks. Even though integrated heat…

General Economics · Economics 2020-11-23 Alvaro Gonzalez-Castellanos , David Pozo , Aldo Bischi

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

This paper studies an optimal allocation of demand response (DR) provisions among strategic photovoltaic (PV) prosumers, through third-party DR providers which operate within the territory of the regulated distribution utility. A game…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Sayyid Mohssen Sajjadi , Meng Wu

Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage…

Optimization and Control · Mathematics 2026-05-12 Dirk Lauinger , Luc Coté , Andy Sun

The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Robert Mieth , Jip Kim , Yury Dvorkin

In the effort to achieve carbon neutrality through a decentralized electricity market, accurate short-term load forecasting at low aggregation levels has become increasingly crucial for various market participants' strategies. Accurate…

Risk Management · Quantitative Finance 2023-05-17 Jungyeon Park , Estêvão Alvarenga , Jooyoung Jeon , Ran Li , Fotios Petropoulos , Hokyun Kim , Kwangwon Ahn

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

In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity…

Optimization and Control · Mathematics 2018-03-21 Kári Hreinsson , Bita Analui , Anna Scaglione

Regulators and utilities have been exploring hourly retail electricity pricing, with several existing programs providing day-ahead hourly pricing schedules. At the same time, customers are deploying distributed energy resources and smart…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Phillippe K. Phanivong , Duncan S. Callaway

Continuous integration of renewable energy sources into power networks is causing a paradigm shift in energy generation and distribution with regards to trading and control; the intermittent nature of renewable sources affects pricing of…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Pablo R. Baldivieso Monasterios , Nandor Verba , Euan A Morris , Thomas Morstyn , George. C , . Konstantopoulos , Elena Gaura , Stephen McArthur

In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…

Optimization and Control · Mathematics 2016-11-22 Francesca Maggioni , Florian Potra , Marida Bertocchi

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

Machine Learning · Computer Science 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

The start up costs in many kinds of generators lead to complex cost structures, which in turn yield severe market loopholes in the locational marginal price (LMP) scheme. Convex hull pricing (a.k.a. extended LMP) is proposed to improve the…

Optimization and Control · Mathematics 2020-02-19 Jian Sun , Chenye Wu

In response to the escalating need for sustainable manufacturing practices amid fluctuating energy prices, this study introduces a novel dispatching rule that integrates energy price and workload considerations with Material Requirement…

General Economics · Economics 2024-11-05 Balwin Bokor , Wolfgang Seiringer , Klaus Altendorfer , Thomas Felberbauer

Energy storage can facilitate the integration of renewable energy resources by providing arbitrage and ancillary services. Jointly optimizing energy and ancillary services in a centralized electricity market reduces the system's operating…

Microgrids are autonomous clusters of generators, storage units and loads. Special requirements arise in interconnected operation: control schemes that do not require individual microgrids to disclose information about their internal…

Optimization and Control · Mathematics 2024-07-04 T. Alissa Schenck , Christian A. Hans

The optimization-based design of renewable energy systems is a computationally demanding task because of the high temporal fluctuation of supply and demand time series. In order to reduce these time series, the aggregation of typical…

Optimization and Control · Mathematics 2018-02-01 Leander Kotzur , Peter Markewitz , Martin Robinius , Detlef Stolten

In this paper, we investigate a practical demand side management scenario where the selfish consumers compete to minimize their individual energy cost through scheduling their future energy consumption profiles. We propose an instantaneous…

Optimization and Control · Mathematics 2014-06-25 He Chen , Yonghui Li , Raymond H. Y. Louie , Branka Vucetic

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
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