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Inspired from recent insights into the common ground of machine learning, optimization and decision-making, this paper proposes an easy-to-implement, but effective procedure to enhance both the quality of renewable energy forecasts and the…

Optimization and Control · Mathematics 2020-01-17 Miguel Á. Muñoz , Juan M. Morales , Salvador Pineda

We introduce a general, simple, and computationally efficient framework for predicting day-ahead supply and demand merit-order curves, from which both point and probabilistic electricity price forecasts can be derived. We conduct a rigorous…

Applications · Statistics 2026-01-12 Guillaume Koechlin , Filippo Bovera , Piercesare Secchi

Accurate load prediction is an effective way to reduce power system operation costs. Traditionally, the mean square error (MSE) is a common-used loss function to guide the training of an accurate load forecasting model. However, the MSE…

Systems and Control · Electrical Eng. & Systems 2021-07-06 Jialun Zhang , Yi Wang , Gabriela Hug

Accurate day-ahead electricity price forecasting is essential for residential welfare, yet current methods often fall short in forecast accuracy. We observe that commonly used time series models struggle to utilize the prior correlation…

Machine Learning · Computer Science 2024-08-20 Linian Wang , Jianghong Liu , Huibin Zhang , Leye Wang

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

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time…

Computational Finance · Quantitative Finance 2026-05-12 Runyao Yu , Julia Lin , Derek W. Bunn , Jochen Stiasny , Wentao Wang , Yujie Chen , Tara Esterl , Peter Palensky , Jochen L. Cremer

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

We build upon previous work out of UC Berkeley's energy, controls, and applications laboratory (eCal) that developed a model for price prediction of the energy day-ahead market (DAM) and a stochastic load scheduling for distributed energy…

Systems and Control · Computer Science 2018-05-17 Bertrand Travacca , Greg Rybka , Kenji Shiraishi

We present a novel recurrent neural network architecture specifically designed for day-ahead electricity price forecasting, aimed at improving short-term decision-making and operational management in energy systems. Our combined forecasting…

Machine Learning · Statistics 2026-01-29 Souhir Ben Amor , Florian Ziel

This paper addresses the energy management of a grid-connected renewable generation plant coupled with a battery energy storage device in the capacity firming market, designed to promote renewable power generation facilities in small…

At present, electricity markets largely ignore the fact that renewable power producers impose significant externalities on non-renewable energy producers. This is because consumers are generally guaranteed electricity within certain load…

Optimization and Control · Mathematics 2016-11-28 Ashkan Zeinalzadeh , Indraneel Chakraborty , Vijay Gupta

Large-scale integration of renewable energy sources (RES) brings huge challenges to the power system. A cost-effective reserve deployment and uncertainty pricing mechanism are critical to deal with the uncertainty and variability of RES. To…

Systems and Control · Electrical Eng. & Systems 2020-12-16 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

One of the main challenges in the emerging smart grid is the integration of renewable energy resources (RER). The latter introduces both intermittency and uncertainty into the grid, both of which can affect the underlying energy market. An…

Optimization and Control · Mathematics 2012-01-18 Arman Kiani , Anuradha Annaswamy

Accurate and reliable energy forecasting is essential for power grid operators who strive to minimize extreme forecasting errors that pose significant operational challenges and incur high intra-day trading costs. Incorporating planning…

Computers and Society · Computer Science 2026-05-13 Raffael Theiler , Leandro Von Krannichfeldt , Giovanni Sansavini , Michael F. Howland , Olga Fink

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among…

Machine Learning · Computer Science 2024-02-14 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

The uncertainty in the power supply due to fluctuating Renewable Energy Sources (RES) has severe (financial and other) implications for energy market players. In this paper, we present a device-level Demand Response (DR) scheme that…

Computational Engineering, Finance, and Science · Computer Science 2018-05-03 Bijay Neupane , Torben Bach Pedersen , Bo Thiesson

Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

Machine Learning · Computer Science 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

Renewable power sources have low marginal pro-duction costs, but may result in high balancing costs due to the inherent production uncertainty. Current day-ahead markets elicit only point production profiles and neglect the degree of…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Shobhit Singhal , Lesia Mitridati , Licio Romao

Regulators and utilities have been exploring hourly retail electricity pricing, with several existing programs providing day-ahead hourly pricing schedules. At the same time, customers are deploying distributed energy resources and smart…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Phillippe K. Phanivong , Duncan S. Callaway

The imbalance costs incurred by a stochastic power producer due to forecast production errors have a significant impact on its total profit and therefore, such an impact needs to be taken into account when evaluating investment decisions.…

Optimization and Control · Mathematics 2014-02-20 Salvador Pineda , Juan Miguel Morales