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As the penetration of variable renewable powergeneration increases in power systems around the world, systemsecurity is challenged. Ensuring that enough reserve capacity isavailable to balance the increased forecast errors introduced bywind…

Optimization and Control · Mathematics 2019-03-13 Christian Øyn Naversen , Hossein Farahmand , Arild Helseth

The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

Computational Finance · Quantitative Finance 2021-07-20 Wei Li , Denis Mike Becker

Increased share of renewable sources of energy in a power grid leads to larger deviations in grid frequency from the nominal value resulting in more challenging control and its modelling. In this paper we focus on the grid frequency for the…

Physics and Society · Physics 2022-10-10 David Kraljic

Financial markets are often modelled as if time were unique and continuous across assets and markets. Financial markets are however asynchronous, order flow is event-driven, and waiting times between events are often random. Many of the…

Trading and Market Microstructure · Quantitative Finance 2026-04-29 Chris Angstmann , Tim Gebbie

We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

Systems and Control · Electrical Eng. & Systems 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

Modelling, forecasting and overall understanding of the dynamics of the power grid and its frequency are essential for the safe operation of existing and future power grids. Much previous research was focused on large continental areas,…

The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…

Optimization and Control · Mathematics 2015-08-26 Line Roald , Frauke Oldewurtel , Bart Van Parys , Göran Andersson

This paper focuses on the operation of an electricity market that accounts for participants that bid at a sub-minute timescale. To that end, we model the market-clearing process as a dynamical system, called market dynamics, which is…

Optimization and Control · Mathematics 2021-12-14 Pengcheng You , Yan Jiang , Enoch Yeung , Dennice F. Gayme , Enrique Mallada

As the role of variable renewables in electricity markets expands, new market products help system operators manage imbalances caused by uncertainty and variability. Whereas work in the last decade has focused on constructing demand curves…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Elina Spyrou , Robin Hytowitz , Benjamin F. Hobbs , Ibrahim Krad , Liping Li , Mengmeng Cai , Michael Blonsky

Transmission System Operators (TSOs) rely on balancing energy provided by Balancing Service Providers (BSPs) to maintain the supply-demand balance in real time. Balance Responsible Parties (BRPs) can simultaneously deviate from their…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Seyed Soroush Karimi Madahi , Kenneth Bruninx , Bert Claessens , Chris Develder

This paper addresses the distributed frequency control problem in a multi-area power system taking into account of unknown time-varying power imbalance. Particularly, fast controllable loads are utilized to restore system frequency under…

Systems and Control · Computer Science 2018-10-31 Zhaojian Wang , Shengwei Mei , Feng Liu , Steven H. Low , Peng Yang

How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these…

Applications · Statistics 2011-10-26 Egil Ferkingstad , Anders Løland , Mathilde Wilhelmsen

With some of the world's most ambitious renewable energy (RE) growth targets, especially when normalized for scale, India aims more than quadrupling wind and solar by 2030. Simultaneously, coal dominates the electricity grid, providing…

General Economics · Economics 2022-08-02 Rahul Tongia

The power grid frequency is the central observable in power system control, as it measures the balance of electrical supply and demand. A reliable frequency forecast can facilitate rapid control actions and may thus greatly improve power…

Physics and Society · Physics 2020-08-24 Johannes Kruse , Benjamin Schäfer , Dirk Witthaut

As consumer flexibility becomes expected, it is important that the market mechanisms which attain that flexibility are perceived as fair. We set out fairness issues in energy markets today, and propose a market design to address them.…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Shaun Sweeney , Chris King , Mark O'Malley , Robert Shorten

The continuous introduction of renewable electricity and increased consumption through electrification of the transport and heating sector challenges grid stability. This study investigates load shifting through demand side management as a…

Systems and Control · Electrical Eng. & Systems 2023-07-04 Simon Thorsteinsson , Alex Arash Sand Kalaee , Pierre Vogler-Finck , Henrik Lund Stærmose , Ivan Katic , Jan Dimon Bendtsen

Active power control regulates the total power generated by wind farms with the power consumed on the electricity grid. Due to wake effects, the available power is reduced and turbulence is increased at downstream wind turbines. Such…

Systems and Control · Electrical Eng. & Systems 2021-04-09 Jean Gonzalez Silva , Bart Doekemeijer , Riccardo Ferrari , Jan-Willem van Wingerden

Studies looking at electricity market designs for very high shares of wind and solar often conclude that the energy-only market will break down. Without fuel costs, it is said that there is nothing to set prices. Symptoms of breakdown…

General Economics · Economics 2025-10-29 Tom Brown , Fabian Neumann , Iegor Riepin

Power system coherency refers to the phenomenon that machines in a power network exhibit similar frequency responses after disturbances, and is foundational for model reduction and control design. Despite abundant empirical observations,…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Yixuan Liu , Yingzhu Liu , Pengcheng You

When the traded energy and reserve products between zones are co-allocated to optimize the infrastructure usage, both deterministic and stochastic flows have to be accounted for on interconnector lines. We focus on allocation models, which…

General Finance · Quantitative Finance 2025-11-05 Dávid Csercsik , Ádám Sleisz