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We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through conic bids, and a…

Theoretical Economics · Economics 2022-12-20 Anubhav Ratha , Pierre Pinson , Hélène Le Cadre , Ana Virag , Jalal Kazempour

This paper presents a multi-agent Deep Reinforcement Learning (DRL) framework for autonomous control and integration of renewable energy resources into smart power grid systems. In particular, the proposed framework jointly considers demand…

We present a hierarchical framework aimed at decentralizing the distribution systems market operations using localized peer-to-peer energy markets. Hierarchically designed decision-making algorithm approaches the power systems market…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-21 Sakshi Mishra , Roohallah Khatami , Yu Christine Chen

Electric vehicles (EVs) are an eco-friendly alternative to vehicles with internal combustion engines. Despite their environmental benefits, the massive electricity demand imposed by the anticipated proliferation of EVs could jeopardize the…

Systems and Control · Electrical Eng. & Systems 2019-11-18 Nanduni I. Nimalsiri , Chathurika P. Mediwaththe , Elizabeth L. Ratnam , Marnie Shaw , David B. Smith , Saman K. Halgamuge

Mobile data demand is increasing tremendously in wireless social networks, and thus an efficient pricing scheme for social-enabled services is urgently needed. Though static pricing is dominant in the actual data market, price intuitively…

Computer Science and Game Theory · Computer Science 2018-08-14 Zehui Xiong , Dusit Niyato , Ping Wang , Zhu Han , Yang Zhang

The problem of heat and electricity pricing in combined heat and power systems regarding the time scales of electricity and heat, as well as thermal energy quality, is studied. Based on the asynchronous coordinated dispatch of the combined…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Xinyi Yi , Ye Guo , Hongbin Sun , Qiuwei Wu , Li Xiao

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

The power consumption of households has been constantly growing over the years. To cope with this growth, intelligent management of the consumption profile of the households is necessary, such that the households can save the electricity…

Optimization and Control · Mathematics 2020-06-30 Hwei-Ming Chung , Sabita Maharjan , Yan Zhang , Frank Eliassen

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Tianyu Zhao , Hanling Yi , Minghua Chen , Chenye Wu , Yunjian Xu

Active distribution grids are accommodating an increasing number of controllable electric loads and distributed energy resources (DERs). A majority of these DERs are managed by entities other than the distribution utility, such as…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Kshitij Girigoudar , Line A. Roald

Integrating volatile renewable energy resources into the bulk power grid is challenging, due to the reliability requirement that at each instant the load and generation in the system remain balanced. In this study, we tackle this challenge…

Systems and Control · Computer Science 2016-11-17 Miao He , Sugumar Murugesan , Junshan Zhang

This paper proposes a market clearing mechanism for energy trading in a local transactive market, where each player can participate in the market as seller or buyer and tries to maximize its welfare individually. Market players send their…

Systems and Control · Computer Science 2018-10-29 Mohsen Khorasany , Yateendra Mishra , Gerard Ledwich

Motivated by demand-side management in smart grids, a decentralized controlled Markov chain formulation is proposed to model a homogeneous population of users with binary demands (i.e., off or on). The binary demands often arise in…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam

The growing electricity demand and use of smart appliances are placing pressure on power grids, making efficient energy management more important than ever. The existing energy management systems often prioritize system efficiency (balanced…

Multiagent Systems · Computer Science 2026-02-05 Rabiya Khalid , Evangelos Pournaras

In a grid constrained transactive distribution system market, distribution locational marginal pricing DLMP is influenced by the distance from the substation to an energy user, thereby causing households that are further away from the…

Computational Engineering, Finance, and Science · Computer Science 2019-06-11 Ahmad Khaled Zarabie , Sanjoy Das

Our paper aims to model and forecast the electricity price by taking a completely new perspective on the data. It will be the first approach which is able to combine the insights of market structure models with extensive and modern…

Trading and Market Microstructure · Quantitative Finance 2016-10-18 Florian Ziel , Rick Steinert

There are various undergoing efforts by system operators to set up an electricity market at the distribution level to enable a rapid and widespread deployment of distributed energy resources (DERs) and microgrids. This paper follows the…

Systems and Control · Computer Science 2016-04-04 Sina Parhizi , Amin Khodaei , Shaghayegh Bahramirad

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

The growing penetration of distributed energy resources (DERs) is leading to continually changing operating conditions, which need to be managed efficiently by distribution grid operators. The intermittent nature of DERs such as solar…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Kshitij Girigoudar , Ashley M. Hou , Line A. Roald
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