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With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-15 Bing Liu , Furan Xie , Li Chai

Since the 1990s, widespread introduction of central (wholesale) electricity markets has been seen across multiple continents, driven by the search for efficient operation of the power grid through competition. The increase of renewables has…

Systems and Control · Electrical Eng. & Systems 2025-10-15 Pål Forr Austnes , Matthieu Jacobs , Lu Wang , Mario Paolone

Retailers and major consumers of electricity generally purchase an important percentage of their estimated electricity needs years ahead in the forward market. This long-term electricity procurement task consists of determining when to buy…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Sébastien Mathieu , Damien Ernst

The prediction of electrical power in combined cycle power plants is a key challenge in the electrical power and energy systems field. This power output can vary depending on environmental variables, such as temperature, pressure, and…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Jesus L. Lobo , Igor Ballesteros , Izaskun Oregi , Javier Del Ser

Continuous intraday electricity markets play an increasingly important role in short-term trading and balancing, yet decision-making under rapidly evolving price dynamics remains challenging. This paper proposes a comprehensive framework…

Applications · Statistics 2026-05-14 Andrzej Puć , Joanna Janczura

Local Electricity Communities (communaut\'es \'electriques locales, CEL) will become operational in Switzerland in 2026, allowing prosumers, consumers, and storage operators within the same municipality and distribution system operator…

Systems and Control · Electrical Eng. & Systems 2025-12-22 Gerard Marias Gonzalez , Alejandro Pena-Bello , Jérémy Dumoulin , Nicolas Wyrsch

To achieve climate neutrality, synergies between circular economy and reduction of greenhouse gas emissions must be strengthened. Previously idle emission reduction potentials of resource efficiency are to be exploited. Since all…

Optimization and Control · Mathematics 2022-02-10 Felix Kullmann , Peter Markewitz , Leander Kotzur , Detlef Stolten

In electricity markets, futures contracts typically function as a swap since they deliver the underlying over a period of time. In this paper, we introduce a market price for the delivery periods of electricity swaps, thereby opening an…

Pricing of Securities · Quantitative Finance 2022-06-13 Annika Kemper , Maren D. Schmeck , Anna Kh. Balci

The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

Computational Finance · Quantitative Finance 2021-07-20 Wei Li , Denis Mike Becker

The electricity market has a vital role to play in the decarbonisation of the energy system. However, the electricity market is made up of many different variables and data inputs. These variables and data inputs behave in sometimes…

Multiagent Systems · Computer Science 2022-06-07 Alexander J. M. Kell , Stephen McGough , Matthew Forshaw

The field of electricity price forecasting has seen significant advances in the last years, including the development of new, more accurate forecast models. These models leverage statistical relationships in previously observed data to…

Machine Learning · Computer Science 2022-09-28 Maria Margarida Mascarenhas , Hussain Kazmi

Climate and energy policy targets of the European Commission aim to make Europe the first climate-neutral continent by 2050. For low-carbon and net-neutral energy systems primarily based on variable renewable power generation, issues…

General Economics · Economics 2025-06-06 Diana Böttger , Philipp Härtel

Cost optimal scenarios derived from models of a highly renewable electricity system depend on the specific input data, cost assumptions and system constraints. Here this influence is studied using a techno-economic optimisation model for a…

Physics and Society · Physics 2018-08-21 David P. Schlachtberger , Tom Brown , Mirko Schäfer , Stefan Schramm , Martin Greiner

We analyse the drivers of European Power Exchange (EPEX) wholesale electricity prices between 2012 and early 2022 using machine learning. The agnostic random forest approach that we use is able to reduce in-sample root mean square errors…

General Economics · Economics 2022-09-01 Emanuel Kohlscheen , Richhild Moessner

This paper, for the first time, proposes a joint electricity and data trading mechanism based on cooperative game theory. All prosumers first submit the parameters associated with both electricity and data to the market operator. The…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Mingyu Yan , Fei Teng

An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over…

General Finance · Quantitative Finance 2017-09-25 Mario Mureddu , Hildegard Meyer-Ortmanns

The current trend towards more renewable and sustainable energy generation leads to an increased interest in new energy management systems and the concept of a smart grid. One important aspect of this is local energy trading, which is an…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Jens Hönen , Johann L. Hurink , Bert Zwart

The emerging system at the European level can be conceptualized as a pattern of relations among member states that tends to be reproduced despite disturbances in individual trajectories. The Markov property is used as an indicator of…

Data Analysis, Statistics and Probability · Physics 2010-01-26 Loet Leydesdorff , Nienke Oomes

This paper presents empirically-estimated average hourly relationships between regional electricity trade in the United States and prices, emissions, and generation from 2015 through 2018. Consistent with economic theory, the analysis finds…

General Economics · Economics 2020-02-05 Steven Dahlke

In electrical distribution grids, the constantly increasing number of power generation devices based on renewables demands a transition from a centralized to a distributed generation paradigm. In fact, power injection from Distributed…

Systems and Control · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi , Stefano Tomasin , Carlo Fischione