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Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

Driven by the increasing frequency and intensity of natural disasters and chronic climate threats, we investigate the impact of physical climate risk on global equity portfolios. By employing a panel regression analysis on sectoral returns,…

Portfolio Management · Quantitative Finance 2026-04-14 Michele Azzone , Carlo Bechi , Gabriele Sbaiz

This paper considers the optimal portfolio selection problem in a dynamic multi-period stochastic framework with regime switching. The risk preferences are of exponential (CARA) type with an absolute coefficient of risk aversion which…

Optimization and Control · Mathematics 2011-02-25 Traian A Pirvu , Huayue Zhang

We investigate the problem of allocating energy from renewable sources to flexible consumers in electricity markets. We assume there is a renewable energy supplier that provides energy according to a time-varying (and possibly…

Optimization and Control · Mathematics 2010-06-25 Michael J. Neely , Arash Saber Tehrani , Alexandros G. Dimakis

Distribution grid reliability and resilience has become a major topic of concern for utilities and their regulators. In particular, with the increase in severity of extreme events, utilities are considering major investments in distribution…

Optimization and Control · Mathematics 2023-06-13 Alexandre Moreira , Miguel Heleno , Alan Valenzuela , Joseph H. Eto , Jaime Ortega , Cristina Botero

Traditionally, inertia in power systems has been determined by considering all the rotating masses directly connected to the grid. During the last decade, the integration of renewable energy sources, mainly photovoltaic installations and…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Ana Fernández-Guillamón , Emilio Gómez-Lázaro , Eduard Muljadi , Angel Molina-García

With the increase of variable renewable energy sources (VRES) share in electricity systems, manystudies were developed in order to determine their optimal technological and spatial mix. Modern PortfolioTheory (MPT) has been frequently…

Theoretical Economics · Economics 2021-05-19 Gabriel Malta Castro , Claude Klöckl , Peter Regner , Johannes Schmidt , Amaro Olimpio Pereira

In many parts of the world, electric power systems have seen a significant shift towards generation from renewable energy and natural gas. Because of their ability to flexibly adjust power generation in real time, gas-fired power plants are…

Systems and Control · Electrical Eng. & Systems 2020-06-26 Line A. Roald , Kaarthik Sundar , Anatoly Zlotnik , Sidhant Misra , Göran Andersson

The resource quality and the temporal generation pattern of variable renewable energy sources vary significantly across Europe. In this paper spatial distributions of renewable assets are explored which exploit this heterogeneity to lower…

Physics and Society · Physics 2017-06-05 Emil H. Eriksen , Leon J. Schwenk-Nebbe , Bo Tranberg , Tom Brown , Martin Greiner

Efficiently integrating renewable resources into electricity markets is vital for addressing the challenges of matching real-time supply and demand while reducing the significant energy wastage resulting from curtailments. To address this…

Machine Learning · Computer Science 2024-06-21 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

Recent environmental policies have led many academic, industrial and governmental stakeholders to design and plan scenarios with very high share of renewable energy sources (RES). New system elements such as High-voltage Direct Current…

Land use expansion is linked to major sustainability concerns including climate change, food security and biodiversity loss. This expansion is largely concentrated in so-called frontiers, defined here as places experiencing marked…

As the world is transitioning towards highly renewable energy systems, advanced tools are needed to analyze such complex networks. Energy system design is, however, challenged by real-world objective functions consisting of a blurry mix of…

Computational Engineering, Finance, and Science · Computer Science 2021-06-30 Tim T. Pedersen , Marta Victoria , Morten G. Rasmussen , Gorm B. Andresen

The explosive wireless data service requirement accompanied with carbon dioxide emission and consumption of traditional energy has put pressure on both industry and academia. Wireless networks powered with the uneven and intermittent…

Networking and Internet Architecture · Computer Science 2016-12-13 Qiao Li , Yifei Wei , Mei Song , F. Richard Yu

As variable renewable energy sources increasingly gain importance in global energy systems, there is a growing interest in understanding periods of variable renewable energy shortage ("Dunkelflauten"). Defining, quantifying, and comparing…

General Economics · Economics 2024-11-05 Martin Kittel , Wolf-Peter Schill

Urban energy systems face increasing challenges due to high penetration of renewable energy sources, extreme weather events, and other high-impact, low-probability disruptions. This project proposes a community-centered, open-access…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Arya Abdollahi

In this paper we look at the efficacy of different risk measures on energy markets and across several different stock market indices. We use both the Value at Risk and the Tail Conditional Expectation on each of these data sets. We also…

Risk Management · Quantitative Finance 2011-11-21 Wayne Tarrant

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

The energy consumption, the transfer of resources through the international trade, the transition towards renewable energies and the environmental sustainability appear as key drivers in order to evaluate the resilience of the energy…

General Economics · Economics 2024-04-08 Gian Paolo Clemente , Alessandra Cornaro , Rosanna Grassi , Giorgio Rizzini

Cross-border Electric Interconnection towards renewables is a promising solution for electric sector under the UN 2030 sustainable development goals which is widely promoted in emerging economies. This paper comprehensively investigates…

Systems and Control · Electrical Eng. & Systems 2021-01-29 Wenhao Wang , Jing Meng , Duan Chen , Wei Cong
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