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Considering the sequential clearing of energy and reserves in Europe, enabling inter-area reserve exchange requires optimally allocating inter-area transmission capacities between these two markets. To achieve this, we provide a…

Optimization and Control · Mathematics 2021-07-14 Orcun Karaca , Stefanos Delikaraoglou , Maryam Kamgarpour

Accommodating the uncertain and variable renewable energy sources (VRES) in electricity markets requires sophisticated and scalable tools to achieve market efficiency. To account for the uncertain imbalance costs in the real-time market…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Dongwei Zhao , Vladimir Dvorkin , Stefanos Delikaraoglou , Alberto J. Lamadrid L. , Audun Botterud

Energy storage systems (ESSs) are essential components of the future smart grids with high penetration of renewable energy sources. However, deploying individual ESSs for all energy consumers, especially in large systems, may not be…

Systems and Control · Computer Science 2017-06-05 Katayoun Rahbar , Mohammad R. Vedady Moghadam , Sanjib Kumar Panda

One of the main challenges in the emerging smart grid is the integration of renewable energy resources (RER). The latter introduces both intermittency and uncertainty into the grid, both of which can affect the underlying energy market. An…

Optimization and Control · Mathematics 2012-01-18 Arman Kiani , Anuradha Annaswamy

Energy storage systems (ESS) are pivotal component in the energy market, serving as both energy suppliers and consumers. ESS operators can reap benefits from energy arbitrage by optimizing operations of storage equipment. To further enhance…

Machine Learning · Computer Science 2023-10-24 Luolin Xiong , Yang Tang , Chensheng Liu , Shuai Mao , Ke Meng , Zhaoyang Dong , Feng Qian

With the increasing penetration of intermittent renewable energy sources (RESs), it becomes increasingly challenging to maintain the supply-demand balance of power systems by solely relying on the generation side. To combat the volatility…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Tian Liu , Bo Sun , Danny H. K. Tsang

Flexibility options, such as demand response, energy storage and interconnection, have the potential to reduce variation in electricity prices between different future scenarios, therefore reducing investment risk. Moreover, investment in…

General Economics · Economics 2021-10-11 Thomas Möbius , Iegor Riepin , Felix Müsgens , Adriaan H. van der Weijde

In the Day-Ahead (DA) market, suppliers sell and load-serving entities (LSEs) purchase energy commitments, with both sides adjusting for imbalances between contracted and actual deliveries in the Real-Time (RT) market. We develop a supply…

Optimization and Control · Mathematics 2025-08-19 Agostino Capponi , Garud Iyengar , Bo Yang , Daniel Bienstock

The concept of Energy Hub (EH) has been emerged to accommodate renewable energy sources in a multi-energy system to deploy the synergies between electricity and other energy sources. However, the market mechanisms for the integration of the…

Optimization and Control · Mathematics 2022-05-31 Lu Wang , Mokhtar Bozorg , Mohammad Rayati , Rachid Cherkaoui

Cross-border transmission infrastructure is pivotal in balancing modern power systems, but requires fair allocation of cross-border transmission capacity, possibly via fair pricing thereof. This requirement can be implemented using…

Optimization and Control · Mathematics 2024-01-30 Erwann de Belloy de Saint-Lienard , Jakub Marecek , Vyacheslav Kungurtsev

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

Local electricity markets represent a way of supplementing traditional retailing contracts for end consumers -- among these markets, the renewable energy community has gained momentum over the last few years. This paper proposes a practical…

Systems and Control · Electrical Eng. & Systems 2022-01-21 Miguel Manuel de Villena , Samy Aittahar , Sebastien Mathieu , Ioannis Boukas , Eric Vermeulen , Damien Ernst

This paper presents a dynamic pricing and energy management framework for electric vehicle (EV) charging service providers. To set the charging prices, the service providers faces three uncertainties: the volatility of wholesale electricity…

Signal Processing · Electrical Eng. & Systems 2018-01-10 Chao Luo , Yih-Fang Huang , Vijay Gupta

The growing share of variable renewable energy (VRE) sources in power systems is increasing the need for short term operational flexibility, particularly from large industrial electricity consumers. This study proposes a practical, two…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Sebastián Rojas-Innocenti , Enrique Baeyens , Alejandro Martín-Crespo , Sergio Saludes-Rodil , Fernando Frechoso-Escudero

Modern market management systems continue to evolve due to the intentions to improve system security and reliability. This evolvement has been leading to a transition of market auction models from a deterministic structure with…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Mohammad Ghaljehei , Mojdeh Khorsand

Accurate load forecasting serves as the foundation for the flexible operation of multi-energy systems (MES). Multi-energy loads are tightly coupled and exhibit significant uncertainties. Many works focus on enhancing forecasting accuracy by…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Yangze Zhou , Qingsong Wen , Jie Song , Xueyuan Cui , Yi Wang

The increasing vulnerability of power systems has heightened the need for operating reserves to manage contingencies such as generator outages, line failures, and sudden load variations. Unlike energy costs, driven by consumer demand,…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Luiza Ribeiro , Alexandre Street , Jose Manuel Arroyo , Rodrigo Moreno

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 2014-01-20 Mohammad Rasouli , Demosthenis Teneketzis

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Applications · Statistics 2022-04-05 Pierre Pinson , Liyang Han , Jalal Kazempour

Energy storage systems (ESSs) are essential components of the future smart grid to smooth out the fluctuating output of renewable energy generators. However, installing large number of ESSs for individual energy consumers may not be…

Systems and Control · Computer Science 2016-07-25 Katayoun Rahbar , Mohammad R. Vedady Moghadam , Sanjib Kumar Panda , Thomas Reindl