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Liberalized electricity markets often include resource adequacy mechanisms that require consumers to contract with generation resources well in advance of real-time operations. While administratively defined mechanisms have most commonly…

Trading and Market Microstructure · Quantitative Finance 2024-03-25 Han Shu , Jacob Mays

The vast integration of non-synchronous renewable energy sources compromises power system stability, increasing vulnerability to frequency deviations due to the lack of inertia. Current efforts to decarbonise electricity grids while…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Carlos Matamala , Goran Strbac

The energy transition requires flexible technologies to maintain grid stability, and electrolyzers are playing an increasingly important role in meeting this need. While previous studies often question the dynamic capabilities of…

Systems and Control · Electrical Eng. & Systems 2026-02-25 Marvin Dorn , Julian Hoffmann , André Weber , Veit Hagenmeyer

Load-serving entities which procure electricity from the wholesale electricity market to service end-users face significant quantity and price risks due to the volatile nature of electricity demand and quasi-fixed residential tariffs at…

Systems and Control · Computer Science 2017-03-21 Datong P. Zhou , Munther A. Dahleh , Claire J. Tomlin

We propose and analyze a day-ahead reserve market model that handles bids from flexible loads. This pool market model takes into account the fact that a load modulation in one direction must usually be compensated later by a modulation of…

Computer Science and Game Theory · Computer Science 2014-05-28 Sébastien Mathieu , Quentin Louveaux , Damien Ernst , Bertrand Cornélusse

The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

Optimization and Control · Mathematics 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

In response to the global shift towards renewable energy resources, the production of green hydrogen through electrolysis is emerging as a promising solution. Modular electrolysis plants, designed for flexibility and scalability, offer a…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Vincent Henkel , Maximilian Kilthau , Felix Gehlhoff , Lukas Wagner , Alexander Fay

Hydrogen can contribute substantially to the reduction of carbon emissions in industry and transportation. However, the production of hydrogen through electrolysis creates interdependencies between hydrogen supply chains and electricity…

General Economics · Economics 2021-11-11 Frederik vom Scheidt , Jingyi Qu , Philipp Staudt , Dharik S. Mallapragada , Christof Weinhardt

Demand response provides utilities with a mechanism to share with end users the stochasticity resulting from the use of renewable sources. Pricing is accordingly used to reflect energy availability, to allocate such a limited resource to…

Artificial Intelligence · Computer Science 2016-06-08 Andrea Monacchi , Wilfried Elmenreich

In wind- and solar-dominated energy systems it has been assumed that there are synergies between producing electricity and electrolytic hydrogen since electrolysis can use excess electricity that would otherwise be curtailed. However, it…

Physics and Society · Physics 2023-10-20 Christoph Tries , Fabian Hofmann , Tom Brown

Optimal scheduling of hydrogen production in dynamic pricing power market can maximize the profit of hydrogen producer; however, it highly depends on the accurate forecast of hydrogen consumption. In this paper, we propose a deep leaning…

Machine Learning · Computer Science 2018-08-23 Yusheng Luo , Min Xian , Manish Mohanpurkar , Bishnu P. Bhattarai , Anudeep Medam , Rahul Kadavil , Rob Hovsapian

Recently, the volatility associated with marginal prices has increased due to large scale integration of renewable generation. Price volatility is undesirable from a consumer perspective. To address this issue, we present a framework for…

Optimization and Control · Mathematics 2018-12-11 Shantanu Chakraborty , Kyri Baker , Milos Cvetkovic , Remco Verzijlbergh , Zofia Lukszo

In this paper we study the pricing and hedging of structured products in energy markets, such as swing and virtual gas storage, using the exponential utility indifference pricing approach in a general incomplete multivariate market model…

Mathematical Finance · Quantitative Finance 2016-02-23 Giorgia Callegaro , Luciano Campi , Valeria Giusto , Tiziano Vargiolu

Flexible loads, i.e. the loads whose power trajectory is not bound to a specific one, constitute a sizable portion of current and future electric demand. This flexibility can be used to improve the performance of the grid, should the right…

Optimization and Control · Mathematics 2014-07-08 Mahdi Kefayati , Ross Baldick

In many markets, like electricity or cloud computing markets, providers incur large costs for keeping sufficient capacity in reserve to accommodate demand fluctuations of a mostly fixed user base. These costs are significantly affected by…

Computer Science and Game Theory · Computer Science 2020-04-07 Ludwig Dierks , Sven Seuken

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

European energy markets are decentralized and entail balance responsibility of each market player. This stresses the importance of imbalance management of renewable energy sources (RES), as the imbalance payments can strongly reduce their…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Petra Draskovic , Ivan Pavic , Karlo Sepetanc , Hrvoje Pandzic

Flexible energy resources can help balance the power grid by providing different types of ancillary services. However, the balancing potential of most types of resources is restricted by physical constraints such as the size of their energy…

Systems and Control · Computer Science 2018-06-22 Fabian L. Müller , Stefan Woerner , John Lygeros

Utility-scale renewable power-to-hydrogen (ReP2H) production typically uses thyristor rectifiers (TRs) to supply power to multiple electrolyzers (ELZs). They exhibit a nonlinear and non-decouplable relation between active and reactive…

Optimization and Control · Mathematics 2023-12-25 Yangjun Zeng , Buxiang Zhou , Jie Zhu , Jiarong Li , Bosen Yang , Jin Lin , Yiwei Qiu

Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage…

Optimization and Control · Mathematics 2026-05-12 Dirk Lauinger , Luc Coté , Andy Sun