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To phase-out fossil fuels, energy systems must shift to renewable electricity as the main source of primary energy. In this paper, we analyze how electrification can support the integration of fluctuating renewables, like wind and PV, and…

Systems and Control · Electrical Eng. & Systems 2023-06-16 Leonard Göke , Jens Weibezahn , Mario Kendziorski

This paper analyzes stability conditions for wholesale electricity markets under real-time retail pricing and realistic consumption models with memory, which explicitly take into account previous electricity prices and consumption levels.…

Systems and Control · Computer Science 2017-02-21 Datong P. Zhou , Mardavij Roozbehani , Munther A. Dahleh , Claire J. Tomlin

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

Optimization and Control · Mathematics 2017-04-04 Lin Zhao , Wei Zhang

Global demographic and economic changes have a critical impact on the total energy consumption, which is why demographic and economic parameters have to be taken into account when making predictions about the energy consumption. This…

Machine Learning · Computer Science 2018-10-29 Radmila Janković , Alessia Amelio

Energy policy in Europe has been driven by the three goals of security of supply, economic competitiveness and environmental sustainability, referred to as the energy trilemma. Although there are clear conflicts within the trilemma, member…

Econometrics · Economics 2018-02-22 Anthony D Stephens , David R Walwyn

For a cost efficient design of a future renewable European electricity system, the placement of renewable generation capacity will seek to exploit locations with good resource quality, that is for instance onshore wind in countries…

Physics and Society · Physics 2018-03-05 Bo Tranberg , Leon J. Schwenk-Nebbe , Mirko Schäfer , Jonas Hörsch , Martin Greiner

This article evaluates the types of typical renewable energy technologies separately. Switching from fossil-fuel-based technology to green energies is time-consuming and requires a high investment cost. In addition, the production of energy…

Physics and Society · Physics 2024-04-26 Hamid Zakernezhad , Ali Soleimani , Milad Mohabbati

The recent liberalization of the electricity and gas markets has resulted in the growth of energy exchanges and modelling problems. In this paper, we modelize jointly gas and electricity spot prices using a mean-reverting model which fits…

Statistical Finance · Quantitative Finance 2018-02-20 Noufel Frikha , Vincent Lemaire

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

Achieving decarbonization across energy sectors requires demand-side transformation such as behavioural changes and end-use efficiency improvements to complement supply-side technological shifts. However, changing consumption patterns is…

Physics and Society · Physics 2025-08-07 Parisa Rahdan , Mirko Schäfer , Ana Belén Cristóbal López , Marta Victoria

The correlations of multiple renewable power plants (RPPs) should be fully considered in the power system with very high penetration renewable power integration. This paper models the uncertainties, spatial correlation of multiple RPPs…

Optimization and Control · Mathematics 2017-07-04 Chenghui Tang , Yishen Wang , Jian Xu , Yuanzhang Sun , Baosen Zhang

In this paper, the intra-day multi-interval rolling-window joint dispatch and pricing of energy and reserve is studied under increasing volatile and uncertain renewable generations. A look-ahead energy-reserve co-optimization model is…

Systems and Control · Electrical Eng. & Systems 2023-08-09 Jiantao Shi , Ye Guo , Wenchuan Wu , Hongbin Sun

In European day-ahead electricity markets, carbon allowance costs passed through by marginal fossil plants raise consumer expenditure and generate inframarginal rents for non-emitting generators. We propose a settlement modification: when…

General Economics · Economics 2026-03-30 Simon Finster , Bernhard Kasberger , Simon Rütten

Renewable-energy-based grids development needs new methods to maintain the balance between the load and generation using the efficient energy storages models. Most of the available energy storages models do not take into account such…

Signal Processing · Electrical Eng. & Systems 2019-06-10 Denis Sidorov , Qing Tao , Ildar Muftahov , Aleksei Zhukov , Dmitriy Karamov , Aliona Dreglea , Fang Liu

The price of solar panels is decreasing rapidly and governments around the world are investing in solar power plants to increase the portion of solar energy in the smart grid. The price of electricity produced by solar power plants is much…

Systems and Control · Electrical Eng. & Systems 2021-02-12 Muhammad Hamad Zaheer

The large variability of renewable power sources is a central challenge in the transition to a sustainable energy system. Electricity markets are central for the coordination of electric power generation. These markets rely evermore on…

Statistical Finance · Quantitative Finance 2021-12-07 Chengyuan Han , Hannes Hilger , Eva Mix , Philipp C. Böttcher , Mark Reyers , Christian Beck , Dirk Witthaut , Leonardo Rydin Gorjão

The rapid expansion of low-cost renewable electricity combined with end-use electrification in transport, industry, and buildings offers a promising path to deep decarbonisation. However, aligning variable supply with demand requires…

We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…

Dynamical Systems · Mathematics 2026-01-21 Romain Aimino , Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We study historical calibration of one- and two-factor models that are known to describe relatively well the dynamics of energy underlyings such as spot and index natural gas or oil prices at different physical locations or regional power…

Pricing of Securities · Quantitative Finance 2010-11-23 Josh Gray , Konstantin Palamarchuk

The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Guanyu Gao , Yonggang Wen , Xiaohu Wu , Ran Wang