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The combustion of coal, the most polluting form of energy, must be significantly curtailed to limit global average temperature increase to well below 2 degrees C. The effectiveness of carbon pricing is frequently undermined by sub-optimally…

General Economics · Economics 2024-06-21 Sugandha Srivastav , Michael Zaehringer

The exponential growth of renewable energy capacity has brought much uncertainty to electricity prices and to electricity generation. To address this challenge, the energy exchanges have been developing further trading possibilities,…

Statistical Finance · Quantitative Finance 2022-05-24 Michał Narajewski

This paper addresses the question of how much to bid to maximize the profit when trading in two electricity markets: the hourly Day-Ahead Auction and the quarter-hourly Intraday Auction. For optimal coordinated bidding many price scenarios…

Statistical Finance · Quantitative Finance 2026-01-27 Michał Narajewski , Florian Ziel

Solar prosumers, residential electricity consumers equipped with photovoltaic (PV) systems and battery storage, are transforming electricity markets. Their interactions with the transmission grid under varying tariff designs are not yet…

In Europe, Germany is taking the lead in the switch from the conventional to renewable energy. This poses new challenges as wind and solar energy are fundamentally intermittent, weather-dependent and less predictable. It is therefore of…

Statistical Finance · Quantitative Finance 2019-03-12 Abdolrahman Khoshrou , Eric J. Pauwels

Bidding flexibility in day-ahead and intraday auctions would enable decentralized flexible resources, such as electric vehicles and heat pumps, to efficiently align their consumption with the intermittent generation of renewable energy.…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Gabriel Ellemund , Thomas Hübner , Quentin Lété , Stefano Bracco , Matteo Fresia , Gabriela Hug

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

This research article explores potential influencing factors of solar photovoltaic (PV) system adoption by municipal authorities in Germany in the year 2019. We derive seven hypothesized relationships from the empirical literature on…

General Economics · Economics 2022-12-13 Maren Springsklee , Fabian Scheller

This work proposes a bid shading strategy for first-price auctions as a measure-valued optimization problem. We consider a standard parametric form for bid shading and formulate the problem as convex optimization over the joint distribution…

Machine Learning · Computer Science 2025-09-16 Iman Nodozi , Djordje Gligorijevic , Abhishek Halder

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

Offshore wind energy is rapidly expanding, facilitated largely through auctions run by governments. We provide a detailed quantified overview of applied auction schemes, including geographical spread, volumes, results, and design…

Distributed solar photovoltaic (PV) systems are projected to be a key contributor to future energy landscape, but are often poorly represented in energy models due to their distributed nature. They have higher costs compared to utility PV,…

Physics and Society · Physics 2023-07-20 Parisa Rahdan , Elisabeth Zeyen , Cristobal Gallego-Castillo , Marta Victoria

With the growth of networks, promoting products through social networks has become an important problem. For auctions in social networks, items are needed to be sold to agents in a network, where each agent can bid and also diffuse the sale…

Computer Science and Game Theory · Computer Science 2023-08-03 Mingyu Xiao , Guixin Lin , Bakh Khoussainov , Yuchao Song

In a single-parameter mechanism design problem, a provider is looking to sell a service to a group of potential buyers. Each buyer $i$ has a private value $v_i$ for receiving the service and a feasibility constraint restricts which sets of…

Computer Science and Game Theory · Computer Science 2022-02-21 Michal Feldman , Vasilis Gkatzelis , Nick Gravin , Daniel Schoepflin

Obtaining accurate probabilistic energy forecasts and making effective decisions amid diverse uncertainties are routine challenges in future energy systems. This paper presents the winning solution of team GEB, which ranked 3rd in trading,…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Chuanqing Pu , Feilong Fan , Nengling Tai , Songyuan Liu , Jinming Yu

We study how to enable auctions in the big data context to solve many upcoming data-based decision problems in the near future. We consider the characteristics of the big data including, but not limited to, velocity, volume, variety, and…

Cryptography and Security · Computer Science 2015-11-23 Taeho Jung , Xiang-Yang Li

The increasing gap between electricity prices and feed-in tariffs for photovoltaic (PV) electricity in many countries, along with the recent strong cost degression of batteries, led to a rise in installed combined PV and battery systems…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Rafael Hirschburger , Anke Weidlich

Transition pathways for Europe to achieve carbon neutrality emphasize the need for a massive deployment of solar and wind energy. Global cost optimization would lead to installing most of the renewable capacity in a few resource-rich…

Physics and Society · Physics 2024-10-28 Parisa Rahdan , Elisabeth Zeyen , Marta Victoria

Most recent papers addressing the algorithmic problem of allocating advertisement space for keywords in sponsored search auctions assume that pricing is done via a first-price auction, which does not realistically model the Generalized…

Data Structures and Algorithms · Computer Science 2009-08-21 Yossi Azar , Benjamin Birnbaum , Anna R. Karlin , C. Thach Nguyen

Effective integration planning for small, distributed solar photovoltaic (PV) arrays into electric power grids requires access to high quality data: the location and power capacity of individual solar PV arrays. Unfortunately, national…

Computer Vision and Pattern Recognition · Computer Science 2022-07-27 Wei Hu , Kyle Bradbury , Jordan M. Malof , Boning Li , Bohao Huang , Artem Streltsov , K. Sydny Fujita , Ben Hoen
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