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Renewable Energy Sources play a key role in smart energy systems. To achieve 100% renewable energy, utilizing the flexibility potential on the demand side becomes the cost-efficient option to balance the grid. However, it is not trivial to…

Systems and Control · Electrical Eng. & Systems 2024-08-01 Seyed Shahabaldin Tohidi , Henrik Madsen , Davide Calì , Tobias K. S. Ritschel

Some consumers, particularly households, are unwilling to face volatile electricity prices, and they can perceive as unfair price differentiation in the same local area. For these reasons, nodal prices in distribution networks are rarely…

General Economics · Economics 2021-06-09 Iacopo Savelli , Thomas Morstyn

Due to major shifts in European energy supply, a structural change can be observed in Austrian electricity spot price data starting from the second quarter of the year 2021 onward. In this work we study the performance of two different…

Mathematical Finance · Quantitative Finance 2024-04-24 Christian Laudagé , Florian Aichinger , Sascha Desmettre

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

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. In order to maintain system reliability and security, electricity market operators need to keep certain reserves in the…

Optimization and Control · Mathematics 2015-12-21 Hongxing Ye , Zuyi Li

Electric load forecasting is an indispensable component of electric power system planning and management. Inaccurate load forecasting may lead to the threat of outages or a waste of energy. Accurate electric load forecasting is challenging…

Machine Learning · Computer Science 2023-10-25 Linxiao Yang , Rui Ren , Xinyue Gu , Liang Sun

Energy storage are strategic participants in electricity markets to arbitrage price differences. Future power system operators must understand and predict strategic storage arbitrage behaviors for market power monitoring and capacity…

Systems and Control · Electrical Eng. & Systems 2024-02-02 Yuexin Bian , Ningkun Zheng , Yang Zheng , Bolun Xu , Yuanyuan Shi

Electricity price forecasts are typically evaluated using accuracy measures such as RMSE and MAE, although these metrics often fail to reflect their economic value in operational decisions. This paper investigates which statistical…

Computational Finance · Quantitative Finance 2026-04-01 Katarzyna Maciejowska , Arkadiusz Lipiecki , Bartosz Uniejewski

The recent widespread adoption of rooftop solar backed by battery storage is enabling energy customers to both produce and consume electricity (i.e., prosumers of electricity). To facilitate prosumer participation in the electric grid, new…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Guodong Shi , Duncan S. Callaway , Elizabeth L. Ratnam

Electricity market mechanisms designed to steer sustainable generation of electricity play an important role for the energy transition intended to mitigate climate change. One of the major problems is to complement volatile renewable energy…

Computers and Society · Computer Science 2017-05-01 Cem Kiyak , Andreas de Vries

The energy system is rapidly changing to accommodate the increasing number of renewable generators and the general transition towards a more sustainable future. Simultaneously, business models and market designs evolve, affecting power-grid…

Adaptation and Self-Organizing Systems · Physics 2020-03-24 Leonardo Rydin Gorjão , Mehrnaz Anvari , Holger Kantz , Christian Beck , Dirk Witthaut , Marc Timme , Benjamin Schäfer

The recent research report of U.S. Department of Energy prompts us to re-examine the pricing theories applied in electricity market design. The theory of spot pricing is the basis of electricity market design in many countries, but it has…

Econometrics · Economics 2017-10-24 Haoyong Chen , Lijia Han

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

With the development of the electric power system, the smart grid has become an important part of the smart city. The rational transmission of electric energy and the guarantee of power supply of the smart grid are very important to smart…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Zhengxian Chen , Maowei Wang , Conghu Li

The increasing interest in demand-side management (DSM) as part of the energy cost optimization calls for effective methods to determine representative electricity prices for energy optimization and scheduling investigations. We propose a…

Applications · Statistics 2026-01-15 Chrysanthi Papadimitriou , Jan C. Schulze , Alexander Mitsos

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

Distribution grids across the world are undergoing profound changes due to advances in energy technologies. Electrification of the transportation sector and the integration of Distributed Energy Resources (DERs), such as photo-voltaic…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Athindra Venkatraman , Anupam Thatte , Le Xie

The South Australia region of the Australian National Electricity Market (NEM) displays some of the highest levels of price volatility observed in modern electricity markets. This paper outlines an approach to probabilistic forecasting…

Machine Learning · Computer Science 2023-12-13 Cameron Cornell , Nam Trong Dinh , S. Ali Pourmousavi

In electricity markets, locational marginal price (LMP) forecasting is particularly important for market participants in making reasonable bidding strategies, managing potential trading risks, and supporting efficient system planning and…

Machine Learning · Computer Science 2021-07-28 Yuyun Yang , Zhenfei Tan , Haitao Yang , Guangchun Ruan , Haiwang Zhong

In this paper we investigate predictability of electricity prices in the Canadian provinces of Alberta and Ontario, as well as in the US Mid-C market. Using scale-dependent detrended fluctuation analysis, spectral analysis, and the…

Statistical Finance · Quantitative Finance 2015-06-01 Olga Y. Uritskaya , Vadim M. Uritsky