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The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

Hybrid wind-wave energy system, integrating floating offshore wind turbine and wave energy converters, has received much attention in recent years due to its potential benefit in increasing the power harvest density and reducing the…

Systems and Control · Electrical Eng. & Systems 2025-04-09 Yingbo Huang , Bozhong Yuan , Haoran He , Jing Na , Yu Feng , Guang Li , Jing Zhao , Pak Kin Wong , Lin Cui

The global energy landscape is experiencing a transformative shift, with an increasing emphasis on sustainable and clean energy sources. Hydrogen remains a promising candidate for decarbonization, energy storage, and as an alternative fuel.…

Applications · Statistics 2025-07-01 Mohammad Asghari , Hamid Afshari , Mohamad Y Jaber , Cory Searcy

The emerging paradigm of interconnected microgrids advocates energy trading or sharing among multiple microgrids. It helps make full use of the temporal availability of energy and diversity in operational costs when meeting various energy…

Systems and Control · Electrical Eng. & Systems 2020-06-12 Dafeng Zhu , Bo Yang , Qi Liu , Kai Ma , Shanying Zhu , Xinping Guan

Sequential intraday electricity trading allows photovoltaic (PV) operators to reduce imbalance settlement costs as forecasts improve throughout the day. Yet deployable trading policies must jointly handle forecast uncertainty, intraday…

Machine Learning · Computer Science 2026-03-17 Arega Getaneh Abate , Xiao-Bing Zhang , Xiufeng Liu , Ruyu Liu

In this paper, we suggest that reserves must be computed dynamically to account for wind power volatility. We formalize the notion of dynamic reserves in support of sequential Day-Ahead-Market (DAM) and Real-Time-Market (RTM) clearing and…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Marija Ilic , Dongwei Zhao

Wind power forecasting is essential to power system operation and electricity markets. As abundant data became available thanks to the deployment of measurement infrastructures and the democratization of meteorological modelling, extensive…

Applications · Statistics 2023-11-30 Honglin Wen , Pierre Pinson , Jie Gu , Zhijian Jin

Given the advancements in data-driven modeling for complex engineering and scientific applications, this work utilizes a data-driven predictive control method, namely subspace predictive control, to coordinate hybrid power plant components…

Systems and Control · Electrical Eng. & Systems 2025-02-20 Manavendra Desai , Himanshu Sharma , Sayak Mukherjee , Sonja Glavaski

In power markets, Green Power Purchase Agreements have become an important contractual tool of the energy transition from fossil fuels to renewable sources such as wind or solar radiation. Trading Green PPAs exposes agents to price risks…

Computational Finance · Quantitative Finance 2025-03-18 Richard Biegler-König , Daniel Oeltz

We propose a novel portfolio trading system, which contains a feature preprocessing module and a trading module. The feature preprocessing module consists of various data processing operations, while in the trading part, we integrate the…

Trading and Market Microstructure · Quantitative Finance 2021-11-02 Lin Li

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the…

Trading and Market Microstructure · Quantitative Finance 2018-11-27 René Aïd , Pierre Gruet , Huyên Pham

This paper presents a novel hybrid approach for constricting probabilistic forecasts that combines both the Quantile Regression Averaging (QRA) method and the factor-based averaging scheme. The performance of the approach is evaluated on…

Applications · Statistics 2024-11-20 Katarzyna Maciejowska , Tomasz Serafin , Bartosz Uniejewski

Accurate prediction of wind power is essential for the grid integration of this intermittent renewable source and aiding grid planners in forecasting available wind capacity. Spatial differences lead to discrepancies in climatological data…

Machine Learning · Computer Science 2024-05-21 Md Saiful Islam Sajol , Md Shazid Islam , A S M Jahid Hasan , Md Saydur Rahman , Jubair Yusuf

We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a…

Optimization and Control · Mathematics 2022-07-12 Eike Cramer , Leonard Paeleke , Alexander Mitsos , Manuel Dahmen

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

The increasing integration of renewable energy sources has introduced complex dynamic behavior in power systems that challenge the adequacy of traditional continuous-time modeling approaches. These developments call for modeling frameworks…

Systems and Control · Electrical Eng. & Systems 2026-01-19 B. G. Odunlami , M. Netto , Y. Susuki

Using solar power in the process industry can reduce greenhouse gas emissions and make the production process more sustainable. However, the intermittent nature of solar power renders its usage challenging. Building a model to predict…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Yu Yang , Jia Mao , Richard Nguyen , Annas Tohmeh , Hen-Geul Yeh

Power producers use a wide range of decision support systems to manage and plan for sales in the day-ahead electricity market, and they are often faced with the challenge of choosing the most advantageous bidding strategy for any given day.…

Optimization and Control · Mathematics 2020-02-11 Hans Ole Riddervold , Signe Riemer-Sørensen , Peter Szederjesi , Magnus Korpås

The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or…

Machine Learning · Computer Science 2020-07-17 Michela Moschella , Mauro Tucci , Emanuele Crisostomi , Alessandro Betti

This paper proposes a regression market for wind agents to monetize data traded among themselves for wind power forecasting. Existing literature on data markets often treats data disclosure as a binary choice or modulates the data quality…

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