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This study investigates the influence of monetary policy and monetary policy uncertainties on Bitcoin returns, utilizing monthly data of BTC, and MPU from July 2010 to August 2023, and employing the Markov Switching Means VAR (MSM-VAR)…

Statistical Finance · Quantitative Finance 2023-11-21 Mohammadreza Mahmoudi

Social turbulence can affect people financial decisions, causing changes in spending and saving. During a global turbulence as significant as the COVID-19 pandemic, such changes are inevitable. Here we examine how the effects of COVID-19 on…

Machine Learning · Computer Science 2023-01-27 Palina Niamkova , Rafael Moreira

P2P trading of energy can be a good alternative to incentivize distributed non-conventional energy production and meet the burgeoning energy demand. For efficient P2P trading, a free market for trading needs to be established while ensuring…

Networking and Internet Architecture · Computer Science 2023-11-22 Amit kumar Vishwakarma , Yatindra Nath Singh

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

Electricity is a volatile power source that requires great planning and resource management for both short and long term. More specifically, in the short-term, accurate instant energy consumption forecasting contributes greatly to improve…

Artificial Intelligence · Computer Science 2022-07-05 Nuno Oliveira , Norberto Sousa , Isabel Praça

The large variability of renewable power sources is a central challenge in the transition to a sustainable energy system. Electricity markets are central for the coordination of electric power generation. These markets rely evermore on…

Statistical Finance · Quantitative Finance 2021-12-07 Chengyuan Han , Hannes Hilger , Eva Mix , Philipp C. Böttcher , Mark Reyers , Christian Beck , Dirk Witthaut , Leonardo Rydin Gorjão

Being archetypal complex systems, financial markets exhibit rich set of dynamics in their interactions. In this paper, we focus on the recently evolved cryptocurrency market as an example of a complex system and analyse the evolution of…

Statistical Finance · Quantitative Finance 2022-11-23 Vishwas Kukreti

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

Proof of work cryptocurrencies began with the promise of a more egalitarian future with a decentralized monetary system with no powerful entities in charge. While this vision is far from realized, these cryptocurrencies are still touted to…

Cryptography and Security · Computer Science 2022-03-31 Sishan Long , Soumya Basu , Emin Gün Sirer

Considering the interdependencies between water and electricity use is critical for ensuring conservation measures are successful in lowering the net water and electricity use in a city. This water-electricity demand nexus will become even…

Machine Learning · Computer Science 2019-06-26 Renee Obringer , Rohini Kumar , Roshanak Nateghi

Virtual bidding plays an important role in two-settlement electric power markets, as it can reduce discrepancies between day-ahead and real-time markets. Renewable energy penetration increases volatility in electricity prices, making…

Machine Learning · Computer Science 2024-12-03 Xuesong Wang , Sharaf K. Magableh , Oraib Dawaghreh , Caisheng Wang , Jiaxuan Gong , Zhongyang Zhao , Michael H. Liao

As variable renewable energy increases and more demand is electrified, we expect price formation in wholesale electricity markets to transition from being dominated by fossil fuel generators to being dominated by the opportunity costs of…

General Economics · Economics 2026-04-01 Julian Geis , Fabian Neumann , Michael Lindner , Philipp Härtel , Tom Brown

In spite of the substantial advance in developing energy-efficient buildings, power demand in the building sector is still remarkably growing due to teleworking and e-learning triggered by the COVID-19 movement restrictions. This is…

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

Machine Learning · Computer Science 2025-05-06 Amit Kumar , Taoran Ji

India is expected to witness rapid growth in electricity use over the next two decades. Here, we introduce a custom regression model to project electricity consumption in India over the coming decades, which includes a bottom-up estimate of…

Systems and Control · Electrical Eng. & Systems 2022-02-11 Marc Barbar , Dharik Mallapragada , Meia Alsup , Robert Stoner

Despite dramatic growth and cost improvements in renewables, existing energy companies exhibit significant inertia in adapting to the evolving technological landscape. This study examines technology transition patterns by analyzing over…

General Economics · Economics 2024-12-17 Anton Pichler

The collection of electrical consumption time series through smart meters grows with ambitious nationwide smart grid programs. This data is both highly sensitive and highly valuable: strong laws about personal data protect it while laws…

Cryptography and Security · Computer Science 2022-11-15 Antonin Voyez , Tristan Allard , Gildas Avoine , Pierre Cauchois , Elisa Fromont , Matthieu Simonin

Thermal-aware workload distribution is a common approach in the literature for power consumption optimization in data centers. However, data centers also have other operational costs such as the cost of equipment maintenance and…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Somayye Rostami , Douglas G. Down , George Karakostas

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

Geomagnetically induced currents are known to induce disturbances in the electric power grid. Here, we perform a statistical analysis of 11,242 insurance claims from 2000 through 2010 for equipment losses and related business interruptions…

Space Physics · Physics 2015-06-22 Carolus J. Schrijver , Robert Dobbins , William Murtagh , Stephen M. Petrinec