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Wind energy has emerged as one of the most vital and economically viable forms of renewable energy. The integration of wind energy sources into power grids across the globe has been increasing substantially, largely due to the higher levels…

Optimization and Control · Mathematics 2024-10-16 Narin Nemati , Amin Ahmadi Kasani

In future smart grids, energy storage systems (ESSs) are expected to play a key role in reducing peak hour electricity generation cost and the associated level of carbon emissions. Considering their high acquisition, operation, and…

Optimization and Control · Mathematics 2015-01-08 I. Safak Bayram , Mohamed Abdallah , Ali Tajer , Khalid Qaraqe

Energy storage promotes the integration of renewables by operating with charge and discharge policies that balance an intermittent power supply. A key challenge in this emerging sector is how to optimize the operation of storage assets…

Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off…

Optimization and Control · Mathematics 2021-06-14 Alvaro Gonzalez-Castellanos , Anton Hinneck , Robert Mieth , David Pozo , Yury Dvorkin

We introduce a new and highly tractable structural model for spot and derivative prices in electricity markets. Using a stochastic model of the bid stack, we translate the demand for power and the prices of generating fuels into electricity…

Pricing of Securities · Quantitative Finance 2015-05-27 Rene Carmona , Michael Coulon , Daniel Schwarz

Constant rise in energy consumption that comes with the population growth and introduction of new technologies has posed critical issues such as efficient energy management on the consumer side. That has elevated the importance of the use…

Systems and Control · Electrical Eng. & Systems 2021-12-08 Sarvar Hussain Nengroo , Sangkeum Lee , Hojun Jin , Dongsoo Har

Wind power, as a green energy resource, is growing rapidly worldwide, along with energy storage systems (ESSs) to mitigate its volatility. Sizing of wind power generation and ESSs has become an important problem to be addressed. Wake effect…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Rui Xie , Wei Wei , Yue Chen

We offer a parsimonious model to investigate how strategic wind producers sell energy under stochastic production constraints, where the extent of heterogeneity of wind energy availability varies according to wind farm locations. The main…

General Economics · Economics 2019-01-01 Ali Kakhbod , Asuman Ozdaglar , Ian Schneider

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of different energy resources, such as conventional…

Optimization and Control · Mathematics 2020-09-23 Takayuki Ishizaki , Masakazu Koike , Nobuyuki Yamaguchi , Yuzuru Ueda , Jun-ichi Imura

Recent years have seen rapid increases in intermittent renewable generation, requiring novel battery energy storage systems (BESS) solutions. One recent trend is the emergence of large grid-connected batteries, that can be controlled to…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Tudor Octavian Pocola , Valentin Robu , Jip Rietveld , Sonam Norbu , Benoit Couraud , Merlinda Andoni , David Flynn , H. Vincent Poor

Grid-scale battery energy storage systems (BESSs) can provide flexibility to the power system and capture shortterm price volatility by shifting energy in time through controlled charging and discharging. The highly volatile European…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Timothée Hornek , Youngsub Lee , Sergio Potenciano Menci , Ivan Pavić

We study the optimal green hydrogen production and energy market participation of a renewable-colocated hydrogen producer (RCHP) that utilizes onsite renewable generation for both hydrogen production and grid services. Under deterministic…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Siying Li , Lang Tong , Timothy Mount , Kanchan Upadhyay , Harris Eisenhardt , Pradip Kumar

The rapid growth of battery energy storage in wholesale electricity markets calls for a deeper understanding of storage operators' bidding strategies and their market impacts. This study examines energy storage bidding data from the…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Neal Ma , Ningkun Zheng , Ning Qi , Bolun Xu

This paper proposes a novel algorithm to optimally size and place storage in low voltage (LV) networks based on a linearized multiperiod optimal power flow method which we call forward backward sweep optimal power flow (FBS-OPF). We show…

Systems and Control · Computer Science 2019-03-19 Philipp Fortenbacher , Martin Zellner , Göran Andersson

This paper presents an analytical method for calculating the operational value of an energy storage device under multi-stage price uncertainties. Our solution calculates the storage value function from price distribution functions directly…

Optimization and Control · Mathematics 2024-03-29 Bolun Xu , Audun Botterud , Magnus Korpas

Studies looking at electricity market designs for very high shares of wind and solar often conclude that the energy-only market will break down. Without fuel costs, it is said that there is nothing to set prices. Symptoms of breakdown…

General Economics · Economics 2025-10-29 Tom Brown , Fabian Neumann , Iegor Riepin

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Yury Dvorkin

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…

Statistical Finance · Quantitative Finance 2026-04-22 Simon Hirsch , Florian Ziel

This paper proposes a new optimization model and solution method for determining optimal locations and sizing of renewable energy sources and hydrogen storage in a power network. We obtain these strategic decisions based on the multi-period…

Optimization and Control · Mathematics 2022-07-25 Sezen Ece Kayacık , Albert H. Schrotenboer , Evrim Ursavas , Iris F. A. Vis

This paper examines the marginal value of mobile energy storage, i.e., energy storage units that can be efficiently relocated to other locations in the power network. In particular, we formulate and analyze the joint problem for operating…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Utkarsha Agwan , Junjie Qin , Kameshwar Poolla , Pravin Varaiya
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