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Wildfires and other extreme weather conditions due to climate change are stressing the aging electrical infrastructure. Power utilities have implemented public safety power shutoffs as a method to mitigate the risk of wildfire by…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Muhammad Waseem , Arash F. Soofi , Saeed D. Manshadi

An increasing share of energy is produced from renewable sources by many small producers. The efficiency of those sources is volatile and, to some extent, random, exacerbating the problem of energy market balancing. In many countries, this…

Machine Learning · Computer Science 2024-02-15 Łukasz Lepak , Paweł Wawrzyński

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their set of optimal solutions. Motivated by the recent advances…

Computational Finance · Quantitative Finance 2021-04-13 Zheng Gong , Carmine Ventre , John O'Hara

Energy and water systems are highly interconnected. Energy is required to extract, transmit, and treat water and wastewater, and water is needed for cooling energy systems. There is a rapid increase in demand for energy and water due to…

Systems and Control · Electrical Eng. & Systems 2020-10-16 Afshin Ghassemi , Michael J Scott

This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…

Machine Learning · Computer Science 2023-06-16 Lucien Werner , Peeyush Kumar

The utilization of renewable energy sources (RESs) has become significant throughout the world especially over the last two decades. Although high-level RESs penetration reduces negative environmental impact compared to conventional fossil…

Systems and Control · Electrical Eng. & Systems 2020-10-27 Md Shafiul Alam , Fahad Saleh Al-Ismail , M. A. Abido , Aboubakr Salem

The global energy transition toward net-zero emissions by 2050 is expected to increase the share of variable renewable energy sources (VRES) in the energy mix. As a result, industrial actors will encounter more complex market conditions,…

General Economics · Economics 2025-06-11 Amund Norland , Lasse Skare , Ole Jakob Viken , Stian Backe

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of different energy resources, such as conventional…

Optimization and Control · Mathematics 2020-09-23 Takayuki Ishizaki , Masakazu Koike , Nobuyuki Yamaguchi , Yuzuru Ueda , Jun-ichi Imura

We investigate the extreme return connectedness between the food, fossil energy, and clean energy markets using the quantile connectedness approach, which combines the traditional spillover index with quantile regression. Our results show…

General Economics · Economics 2025-03-11 Ting Zhang , Hai-Chuan Xu , Wei-Xing Zhou

This paper proposes a reliable energy scheduling framework for distributed energy resources (DER) of a residential area to achieve an appropriate daily electricity consumption with the maximum affordable demand response. Renewable and…

Systems and Control · Electrical Eng. & Systems 2020-07-23 Anahita Moradmand , Mehrdad Dorostian , Bahram Shafai

We propose a novel method to improve estimation of asset returns for portfolio optimization. This approach first performs a monthly directional market forecast using an online decision tree. The decision tree is trained on a novel set of…

Portfolio Management · Quantitative Finance 2026-04-07 Nolan Alexander , William Scherer

We consider a discrete-time model of a financial market where a risky asset is bought and sold with transactions having a transient price impact. It is shown that the corresponding utility maximization problem admits a solution. We manage…

Portfolio Management · Quantitative Finance 2025-11-18 Lóránt Nagy , Miklós Rásonyi

The rapid uptake of renewable energy technologies in recent decades has increased the demand of energy researchers, policymakers and energy planners for reliable data on the spatial distribution of their costs and potentials. For onshore…

The quantity and distribution of land which is eligible for renewable energy sources is fundamental to the role these technologies will play in future energy systems. As it stands, however, the current state of land eligibility…

Other Computer Science · Computer Science 2017-12-22 David Severin Ryberg , Martin Robinius , Detlef Stolten

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

Bringing fairness to energy resource allocation remains a challenge, due to the complexity of system structures and economic interdependencies among users and system operators' decision-making. The rise of distributed energy resources has…

Computer Science and Game Theory · Computer Science 2024-03-26 Jiayi Li , Matthew Motoki , Baosen Zhang

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

There is a general need of elaborating energy-effective solutions for managing our increasingly dense interconnected world. The problem should be tackled in multiple dimensions -technology, society, economics, law, regulations, and…

In environments with increasing uncertainty, such as smart grid applications based on renewable energy, planning can benefit from incorporating forecasts about the uncertainty and from systematically evaluating the utility of the forecast…

Optimization and Control · Mathematics 2015-03-16 Konstantinos Gatsis , Ufuk Topcu , George J. Pappas
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