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The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

Optimization and Control · Mathematics 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

Utility-scale renewable power-to-hydrogen (ReP2H) production typically uses thyristor rectifiers (TRs) to supply power to multiple electrolyzers (ELZs). They exhibit a nonlinear and non-decouplable relation between active and reactive…

Optimization and Control · Mathematics 2023-12-25 Yangjun Zeng , Buxiang Zhou , Jie Zhu , Jiarong Li , Bosen Yang , Jin Lin , Yiwei Qiu

Maintaining the stability of renewable-dominant power systems requires the procurement of virtual inertia services from non-synchronous resources (e.g., batteries, wind turbines) in addition to inertia traditionally provided by synchronous…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Zhirui Liang , Robert Mieth , Yury Dvorkin

The future power system is increasingly interconnected via both AC and DC interconnectors. These interconnectors establish links between previously decoupled energy markets. In this paper, we propose an optimal multi-market energy storage…

Optimization and Control · Mathematics 2023-10-03 Md Umar Hashmi , Stephen Hardy , Dirk Van Hertem , Harsha Nagarajan

In this paper we study the pricing and hedging of structured products in energy markets, such as swing and virtual gas storage, using the exponential utility indifference pricing approach in a general incomplete multivariate market model…

Mathematical Finance · Quantitative Finance 2016-02-23 Giorgia Callegaro , Luciano Campi , Valeria Giusto , Tiziano Vargiolu

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

Over the last few decades, there is a constantly increasing deployment of solar photovoltaic (PV) systems both at the commercial and residential building sector. However, the steadily growing PV penetration poses several technical problems…

Energy storage can absorb variability from the rising number of wind and solar power producers. Storage is different from the conventional generators that have traditionally balanced supply and demand on fast time scales due to its hard…

Computer Science and Game Theory · Computer Science 2015-07-02 Josh A. Taylor , Johanna L. Mathieu , Duncan S. Callaway , Kameshwar Poolla

The rapid rise of electric vehicles (EVs) places unprecedented stress on both urban mobility systems and low-voltage power grids. Designing battery swapping and charging networks that are cost-efficient, grid-compatible, and sustainable is…

Optimization and Control · Mathematics 2025-11-19 Wenqing Ai , Hanyu Cheng , Wei Qi

Owing to the potential higher energy supply efficiency and operation flexibility, integrated energy system (IES), which usually includes electric power, gas and heating/cooling systems, is considered as one of the primary forms of energy…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Ang Xuan , Xinwei Shen , Qinglai Guo , Hongbin Sun

This paper presents a method to determine the optimal location, energy capacity, and power rating of distributed battery energy storage systems at multiple voltage levels to accomplish grid control and reserve provision. We model…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Stefano Massucco , Paola Pongiglione , Federico Silvestro , Mario Paolone , Fabrizio Sossan

This dissertation is to study the interplay between large-scale electric vehicle (EV) charging and the power system. We address three important issues pertaining to EV charging and integration into the power system: (1) charging station…

Econometrics · Economics 2018-08-20 Chao Luo

Grid-scale battery energy storage systems (BESSs) can provide flexibility to the power system and capture shortterm price volatility by shifting energy in time through controlled charging and discharging. The highly volatile European…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Timothée Hornek , Youngsub Lee , Sergio Potenciano Menci , Ivan Pavić

Renewable sources are taking center stage in electricity generation. However, matching supply with demand in a renewable-rich system is a difficult task due to the intermittent nature of renewable resources (wind, solar, etc.). As a result,…

Systems and Control · Electrical Eng. & Systems 2020-09-02 Haris Mansoor , Naveed Arshad

The manufacturing industry is under growing pressure to enhance sustainability while preserving economic competitiveness. As a result, manufacturers have been trying to determine how to integrate onsite renewable energy and real-time…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Hongliang Li , Herschel C. Pangborn , Ilya Kovalenko

This paper introduces a novel Bayesian reverse unrestricted mixed-frequency model applied to a panel of nine European electricity markets. Our model analyzes the impact of daily fossil fuel prices and hourly renewable energy generation on…

Econometrics · Economics 2025-07-01 Francesco Ravazzolo , Luca Rossini , Andrea Viselli

In a dynamic distribution market environment, residential prosumers with solar power generation and battery energy storage devices can flexibly interact with the power grid via power exchange. Providing a schedule of this bidirectional…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Yang Li , D. Mahinda Vilathgamuwa , Daniel E. Quevedo , Chih Feng Lee , Changfu Zou

Energy storage systems (ESS) are pivotal component in the energy market, serving as both energy suppliers and consumers. ESS operators can reap benefits from energy arbitrage by optimizing operations of storage equipment. To further enhance…

Machine Learning · Computer Science 2023-10-24 Luolin Xiong , Yang Tang , Chensheng Liu , Shuai Mao , Ke Meng , Zhaoyang Dong , Feng Qian

With more renewable energy sources (RES) integrated into the power system, the intermittency of RES places a heavy burden on the system. The uncertainty of RES is traditionally handled by controllable generators to balance the real time…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Tian Liu , Su Wang , Danny H. K. Tsang

We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have continuously…

Computational Finance · Quantitative Finance 2020-10-20 René Aid , Andrea Cosso , Huyên Pham