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Economic withholding in electricity markets refers to generators bidding higher than their true marginal fuel cost, and is a typical approach to exercising market power. However, existing market designs require storage to design bids…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Xin Qin , Ioannis Lestas , Bolun Xu

Energy storage can absorb variability from the rising number of wind and solar power producers. Storage is different from the conventional generators that have traditionally balanced supply and demand on fast time scales due to its hard…

Computer Science and Game Theory · Computer Science 2015-07-02 Josh A. Taylor , Johanna L. Mathieu , Duncan S. Callaway , Kameshwar Poolla

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-10-07 Mohammad Rasouli , Demosthenis Teneketzis

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

This paper presents an analysis of competition between generators when incentive-based demand response is employed in an electricity market. Thermal and hydropower generation are considered in the model. A smooth inverse demand function is…

Computer Science and Game Theory · Computer Science 2018-02-23 José Vuelvas , Fredy Ruiz

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through conic bids, and a…

Theoretical Economics · Economics 2022-12-20 Anubhav Ratha , Pierre Pinson , Hélène Le Cadre , Ana Virag , Jalal Kazempour

The increasing penetration of volatile renewables combined with increasing demands poses a challenge to modern power grids. Furthermore, distributed energy resources and flexible devices (electric vehicles, PV generation, ...) are becoming…

Optimization and Control · Mathematics 2024-04-01 Emrah Öztürk , Kevin Kaspar , Timm Faulwasser , Karl Worthmann , Peter Kepplinger , Klaus Rheinberger

Demand response provides utilities with a mechanism to share with end users the stochasticity resulting from the use of renewable sources. Pricing is accordingly used to reflect energy availability, to allocate such a limited resource to…

Artificial Intelligence · Computer Science 2016-06-08 Andrea Monacchi , Wilfried Elmenreich

The combinatorial pricing problem (CPP) is a bilevel problem in which the leader maximizes their revenue by imposing tolls on certain items that they can control. Based on the tolls set by the leader, the follower selects a subset of items…

Optimization and Control · Mathematics 2025-06-10 Quang Minh Bui , Margarida Carvalho , José Neto

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Econometrics · Economics 2020-11-17 Christopher Kath , Florian Ziel

The electric power system is one of the cornerstones of modern society. One of its most serious malfunctions is the blackout, a catastrophic event that may disrupt a substantial portion of the system, playing havoc to human life and causing…

Data Analysis, Statistics and Probability · Physics 2016-03-07 Chengwei Wang , Celso Grebogi , Murilo S. Baptista

Electric storage units constitute a key element in the emerging smart grid system. In this paper, the interactions and energy trading decisions of a number of geographically distributed storage units are studied using a novel framework…

Computer Science and Game Theory · Computer Science 2013-10-08 Yunpeng Wang , Walid Saad , Zhu Han , H. Vincent Poor , Tamer Başar

The recent energy crisis starting in 2021 led to record-high gas, coal, carbon and power prices, with electricity reaching up to 40 times the pre-crisis average. This had dramatic consequences for operational and risk management prompting…

Applications · Statistics 2024-08-27 Paul Ghelasi , Florian Ziel

In this paper, we demonstrate that a consumer's marginal system impact is only determined by their demand profile rather than their demand level. Demand profile clustering is identical to cluster consumers according to their marginal…

Economics · Quantitative Finance 2017-01-11 Yang Yu , Guangyi Liu , Wendong Zhu , Fei Wang , Bin Shu , Kai Zhang , Ram Rajagopal , Nicolas Astier

This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel programming problem, uses price-consumption data to estimate the…

Optimization and Control · Mathematics 2015-11-04 Javier Saez-Gallego , Juan M. Morales , Marco Zugno , Henrik Madsen

Time-varying electricity pricing better reflects the varying cost of electricity compared to flat-rate pricing. Variations between peak and off-peak costs are increasing due to weather variation, renewable intermittency, and increasing…

General Economics · Economics 2025-09-03 Nathan Engelman Lado , Richard Chen , Saurabh Amin

The vulnerability of false data injection attacks on real-time electricity pricing for the power grid market has been recently explored. Previous work has focused on the impact caused by attackers that compromise pricing signals and send…

Systems and Control · Computer Science 2014-10-21 Jairo Giraldo , Alvaro Cárdenas , Nicanor Quijano

We discuss an incentivizing market and model-based approach to design the energy management and control systems which realize high-quality ancillary services in dynamic power grids. Under the electricity liberalization, such incentivizing…

Systems and Control · Computer Science 2019-01-01 Yasuaki Wasa , Kenji Hirata , Kenko Uchida

Community electricity storage systems for multiple applications promise benefits over household electricity storage systems. More economical flexibility options such as demand response and sector coupling might reduce the market size for…

Systems and Control · Electrical Eng. & Systems 2020-11-12 Fabian Scheller , Robert Burkhardt , Robert Schwarzeit , Russell McKenna , Thomas Bruckner

Optimizing a building's energy supply design is a task with multiple competing criteria, where not only monetary but also, for example, an environmental objective shall be taken into account. Moreover, when deciding which storages and…

Optimization and Control · Mathematics 2024-07-26 Elisabeth Halser , Elisabeth Finhold , Neele Leithäuser , Tobias Seidel , Karl-Heinz Küfer
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