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This paper studies the optimal clearing problem for prosumers in peer-to-peer (P2P) energy markets. It is proved that if no trade weights are enforced and the communication structure between successfully traded peers is connected, then the…

Systems and Control · Electrical Eng. & Systems 2020-09-02 Dinh Hoa Nguyen

The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.S. regions. A subject of ongoing debate, the capacity market…

Optimization and Control · Mathematics 2023-11-14 Cheng Guo , Christian Kroer , Yury Dvorkin , Daniel Bienstock

This paper proposes a set of closed-form conditions to ensure the strong duality of second-order cone program (SOCP) formulation for AC power flow in radial power networks. In addition, numerical evaluations on IEEE 33-bus test networks and…

Optimization and Control · Mathematics 2018-07-25 Xiaoyu Cao , Jianxue Wang , Bo Zeng

European electricity markets have been complex since their inception. Policies and technologies advancing renewable integration, consumer empowerment, flexibility, and electrification are reshaping generation and consumption, increasing…

Physics and Society · Physics 2025-07-14 Sergio Potenciano Menci , Laura Andolfi , Rawan Akkouch

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

Statistical Finance · Quantitative Finance 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

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

In face of the pressing need of decarbonization in the power sector, the re-design of electricity market is necessary as a Marco-level approach to accommodate the high penetration of renewable generations, and to achieve power system…

Artificial Intelligence · Computer Science 2023-05-15 Ziqing Zhu , Siqi Bu , Ka Wing Chan , Bin Zhou , Shiwei Xia

Optimization problems that involve topology optimization in scenarios with large scale outages, such as post-disaster restoration or public safety power shutoff planning, are very challenging to solve. Using simple power flow…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Noah Rhodes , James Luedkte , Line Roald

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

Applications · Statistics 2020-05-19 Christof Naumzik , Stefan Feuerriegel

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

The advent of intelligent agents who produce and consume energy by themselves has led the smart grid into the era of "prosumer", offering the energy system and customers a unique opportunity to revaluate/trade their spot energy via a…

Optimization and Control · Mathematics 2019-06-25 Yue Chen , Shengwei Mei , Wei Wei , Steven H. Low , Adam Wierman , Feng Liu

We study an electricity market clearing formulation that seeks to remunerate spatio-temporal, load-shifting flexibility provided by data centers (DaCes). Load-shifting flexibility is a key asset for power grid operators as they aim to…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Weiqi Zhang , Victor M. Zavala

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

Applications · Statistics 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

The new technologies emerging in the energy sector pose new requirements for both the regulation and operation of the electricity grid. Revised tariff structures and the introduction of local markets are two approaches that could tackle the…

Systems and Control · Electrical Eng. & Systems 2021-03-19 Bence Suto , Daniel Divenyi

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

Precise day-ahead forecasts for electricity prices are crucial to ensure efficient portfolio management, support strategic decision-making for power plant operations, enable efficient battery storage optimization, and facilitate demand…

Machine Learning · Computer Science 2026-03-31 Btissame El Mahtout , Florian Ziel

Investments into renewable energy are increasing rapidly around the world. Energy system models are able to provide insights into optimal investment capacities and thus are widely used to aid the long-term investment decision-making under…

Optimization and Control · Mathematics 2022-01-06 Ni Wang , Remco A. Verzijlbergh , Petra W. Heijnen , Paulien M. Herder

This paper proposes a novel continuous Local Flexibility Market where active power flexibility located in the distribution system can be traded. The market design engages the Market Operator, the Distribution System Operator and Market…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Aikaterini A. Forouli , Georgios K. Papazoglou , Emmanouil A. Bakirtzis , Pandelis N. Biskas , Anastasios G. Bakirtzis