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Environmental Social Governance (ESG) is a widely used metric that measures the sustainability of a company practices. Currently, ESG is determined using self-reported corporate filings, which allows companies to portray themselves in an…

Social and Information Networks · Computer Science 2023-09-12 Aarav Patel , Peter Gloor

Over the last few decades, electricity markets around the world have adopted multi-settlement structures, allowing for balancing of supply and demand as more accurate forecast information becomes available. Given increasing uncertainty due…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Nathan Dahlin , Rahul Jain

Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but they also want to take into account the sustainability of…

Portfolio Management · Quantitative Finance 2023-12-19 Francesco Cesarone , Manuel Luis Martino , Federica Ricca , Andrea Scozzari

Ambitious renewable portfolio standards motivate the incorporation of energy storage resources (ESR) as sources of flexibility. While the United States government aims to promote ESR participation in electricity markets, work on market…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Weiqi Zhang , Philip A. Tominac , Victor M. Zavala

The widespread confusion among investors regarding Environmental, Social, and Governance (ESG) rankings assigned by rating agencies has underscored a critical issue in sustainable investing. To address this uncertainty, our research has…

Portfolio Management · Quantitative Finance 2025-09-23 Jiayue Zhang , Ken Seng Tan , Tony S. Wirjanto , Lysa Porth

Motivated by applications such as voluntary carbon markets and educational testing, we consider a market for goods with varying but hidden levels of quality in the presence of a third-party certifier. The certifier can provide informative…

Computer Science and Game Theory · Computer Science 2023-02-01 Andreas A. Haupt , Nicole Immorlica , Brendan Lucier

This paper considers endogenous uncertainty (EnU) in the stochastic economic dispatch (SED) problem, where the endogenous uncertainty means decision dependent uncertainty. In this problem, demand response (DR) commitment is the source of…

Optimization and Control · Mathematics 2023-06-01 Nasrin Bayat , Qifeng Li , Joon-Hyuk Park

Sustainability or ESG rating agencies use company disclosures and external data to produce scores or ratings that assess the environmental, social, and governance performance of a company. However, sustainability ratings across agencies for…

Artificial Intelligence · Computer Science 2026-02-20 Xiaoran Cai , Wang Yang , Xiyu Ren , Chekun Law , Rohit Sharma , Peng Qi

Edge computing (EC) promises to deliver low-latency and ubiquitous computation to numerous devices at the network edge. This paper aims to jointly optimize edge node (EN) placement and resource allocation for an EC platform, considering…

Optimization and Control · Mathematics 2024-01-17 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

With the increased level of distributed generation and demand response comes the need for associated mechanisms that can perform well in the face of increasingly complex deregulated energy market structures. Using Lagrangian duality theory,…

Optimization and Control · Mathematics 2016-03-24 Erik Miehling , Demosthenis Teneketzis

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

We propose an operating envelopes (OEs) aware energy community market mechanism that dynamically charges/rewards its members based on two-part pricing. The OEs are imposed exogenously by a regulated distribution system operator (DSO) on the…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Ahmed S. Alahmed , Guido Cavraro , Andrey Bernstein , Lang Tong

The sustainable development strategy in the management of information and communication technology (ICT) is an advanced research sector which provides a theoretical framework for integrating social and environmental responsibilities of…

Computers and Society · Computer Science 2016-05-11 Rachid Hba , Abderrazak Bakkas , Abdellah El Manouar , Mohammed Abdou Janati Idrissi

Environmental, Social, and Governance (ESG) are non-financial factors that are garnering attention from investors as they increasingly look to apply these as part of their analysis to identify material risks and growth opportunities. Some…

Computation and Language · Computer Science 2022-04-01 Srishti Mehra , Robert Louka , Yixun Zhang

SREC markets are a relatively novel market-based system to incentivize the production of energy from solar means. A regulator imposes a floor on the amount of energy each regulated firm must generate from solar power in a given period and…

Mathematical Finance · Quantitative Finance 2020-04-07 Arvind Shrivats , Sebastian Jaimungal

We present a novel approach to the pricing of financial instruments in emission markets, for example, the EU ETS. The proposed structural model is positioned between existing complex full equilibrium models and pure reduced form models.…

Pricing of Securities · Quantitative Finance 2015-06-03 Sam Howison , Daniel Schwarz

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

Optimization and Control · Mathematics 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

Environmental, Social and Governance (ESG) rating is a way for investors to prioritise investments in companies with good corporate behaviour. However, ESG ratings are vulnerable to greenwashing in a number of ways. In this paper we study…

Social and Information Networks · Computer Science 2026-03-20 Rudy Arthur , Guillherme Machado

Since the formal introduction of its "dual-carbon" strategy in 2020, China has witnessed the concepts of green development and sustainability evolve from policy directives into a broad societal consensus. Within this transformative context,…

General Finance · Quantitative Finance 2026-03-31 Li Xiao

This paper studies the duopoly competition between renewable energy suppliers with or without energy storage in a local energy market. The storage investment brings the benefits of stabilizing renewable energy suppliers' outputs, but it…

Systems and Control · Electrical Eng. & Systems 2019-10-15 Dongwei Zhao , Hao Wang , Jianwei Huang , Xiaojun Lin
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