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Related papers: Addressing Imbalance Risk with Reserves and Flexib…

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The reliability of the electric grid has in recent years become a larger concern for regulators, planners, and consumers due to several high-impact outage events, as well as the potential for even more impactful events in the future. These…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Gabriel Mantegna , Ziting Huang , Guillaume Van Caelenberg , Bethany Frew , Muireann Lynch , Mark O'Malley

The use of energy storage to balance electric grids is increasing and, with it, the importance of operational optimisation from the twin viewpoints of cost and system stability. In this paper we assess the real option value of balancing…

Optimization and Control · Mathematics 2016-10-19 John Moriarty , Jan Palczewski

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…

General Finance · Quantitative Finance 2021-06-25 Anne G. Balter , Nikolaus Schweizer

Extreme events jeopardize power network operations, causing beyond-design failures and massive supply interruptions. Existing market designs fail to internalize and systematically assess the risk of extreme and rare events. Efficiently…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Tomas Tapia , Zhirui Liang , Charalambos Konstantinou , Yury Dvorkin

Renewable resources are starting to constitute a growing portion of the total generation mix of the power system. A key difference between renewables and traditional generators is that many renewable resources are managed by individuals,…

Optimization and Control · Mathematics 2019-10-07 Pan Li , Shreyas Sekar , Baosen Zhang

This paper compares the participation of Renewable-only Virtual Power Plants (RVPPs) and grid-scale Electrical Storage Systems (ESSs) in energy and reserve markets, evaluating their technical performance, market strategies, and economic…

Systems and Control · Electrical Eng. & Systems 2025-07-31 Hadi Nemati , Ignacio Egido , Pedro Sánchez-Martín , Álvaro Ortega

Load flexibility management is a promising approach to face the problem of balancing generation and demand in electrical grids. This problem is becoming increasingly difficult due to the variability of renewable energies. Thermostatically…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Alejandro Martín-Crespo , Sergio Saludes-Rodil , Enrique Baeyens

Shift of the power system generation from the fossil to the variable renewable sources prompted the system operators to search for new sources of flexibility, that is, new reserve providers. With the introduction of electric vehicles, smart…

Systems and Control · Electrical Eng. & Systems 2020-12-22 Ivan Pavić , Hrvoje Pandžić , Tomislav Capuder

The integration of renewable generation poses operational and economic challenges for the electricity grid. For the core problem of power balance, the legacy paradigm of tailoring supply to follow random demand may be inappropriate under…

Systems and Control · Computer Science 2014-09-25 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya

European energy markets are decentralized and entail balance responsibility of each market player. This stresses the importance of imbalance management of renewable energy sources (RES), as the imbalance payments can strongly reduce their…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Petra Draskovic , Ivan Pavic , Karlo Sepetanc , Hrvoje Pandzic

The variability caused by the proliferation of distributed energy resources (DERs) and the significant growth in unbalanced three-phase loads pose unprecedented challenges to distribution network operations. This paper focuses on how a…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Zelong Lu , Jianxue Wang , Mohammad Shahidehpour , Linquan Bai , Zuyi Li , Lei Yan , Xianlong Chen

The electricity sector is facing the dual challenge of supporting increasing level of demand electrification while substantially reducing its carbon footprint. Among electricity demands, the energy consumption of cryptocurrency mining data…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Ali Menati , Kiyeob Lee , Le Xie

Industrial electricity consumers with flexible demand can profit by adjusting their load to short-term prices and by providing balancing services to the grid. Markets which support this kind of short-term position adjustment are the…

Optimization and Control · Mathematics 2023-03-20 E. Finhold , C. Gärtner , R. Grindel , T. Heller , N. Leithäuser , E. Röger , F. Schirra

Forecasting accuracy is routinely optimised in financial prediction tasks even though investment and risk-management decisions are executed under transaction costs, market impact, capacity limits, and binding risk constraints. This paper…

Econometrics · Economics 2026-01-14 Craig S Wright

Within the last few years, the trend towards more distributed, renewable energy sources has led to major changes and challenges in the electricity sector. To ensure a stable electricity distribution in this changing environment, we propose…

Systems and Control · Electrical Eng. & Systems 2023-07-12 Jens Hönen , Johann L. Hurink , Bert Zwart

The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price volatility while maintaining stability of the power grid. This…

Optimization and Control · Mathematics 2017-06-13 Juri Hinz , Jeremy Yee

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…

Pricing of Securities · Quantitative Finance 2019-09-13 Luisa Andreis , Maria Flora , Fulvio Fontini , Tiziano Vargiolu

Keeping a memory of evolving stimuli is ubiquitous in biology, an example of which is immune memory for evolving pathogens. However, learning and memory storage for dynamic patterns still pose challenges in machine learning. Here, we…

Biological Physics · Physics 2021-10-29 Oskar H Schnaack , Luca Peliti , Armita Nourmohammad