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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

We employ a recently proposed change-point detection algorithm, the Narrowest-Over-Threshold (NOT) method, to select subperiods of past observations that are similar to the currently recorded values. Then, contrarily to the traditional time…

Statistical Finance · Quantitative Finance 2022-04-05 Julia Nasiadka , Weronika Nitka , Rafał Weron

The traditional Power Grid has been designed in a hierarchical fashion, with Energy pushed from the large scale production facilities towards the end users. But with the increasing availability of micro and medium scale generating…

Computational Engineering, Finance, and Science · Computer Science 2015-03-17 Giuliano Andrea Pagani , Marco Aiello

Climate change will impact wind and therefore wind power generation with largely unknown effect and magnitude. Climate models can provide insights and should be used for long-term power planning. In this work we use Gaussian processes to…

Atmospheric and Oceanic Physics · Physics 2026-01-23 Nina Effenberger , Nicole Ludwig

The ATLAS model simulates the various stages of the electricity market chain in Europe, including the formulation of offers by different market actors, the coupling of European markets, strategic optimization of production portfolios and,…

General Economics · Economics 2024-02-21 Florent Cogen , Emily Little , Virginie Dussartre , Quentin Bustarret

The ongoing evolution of the electric power systems brings about the need to cope with increasingly complex interactions of technical components and relevant actors. In order to integrate a more comprehensive spectrum of different aspects…

Systems and Control · Computer Science 2013-08-21 Markus Schläpfer , Tom Kessler , Wolfgang Kröger

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

General Finance · Quantitative Finance 2015-05-27 Agata Fronczak , Piotr Fronczak

The participation of consumers and producers in demand response programs has increased in smart grids, which reduces investment and operation costs of power systems. Also, with the advent of renewable energy sources, the electricity market…

Machine Learning · Computer Science 2022-07-29 Nafise Rezaei , Roozbeh Rajabi , Abouzar Estebsari

Renewable electricity sources such as wind and solar have shown a remarkable development in terms of efficiency, costs and availability, but system integration still remains a challenge. Realizing a fully renewable electricity supply will…

Physics and Society · Physics 2020-05-18 Simon Morgenthaler , Justus Dünzen , Ingo Stadler , Dirk Witthaut

Two decades of research on the euro's trade effects have produced estimates ranging from 4% to 30%, with no consensus on the magnitude. We find evidence that this divergence may reflect genuine heterogeneity in the euro's trade effect…

Econometrics · Economics 2026-02-03 Harry Aytug

The transition to a net zero energy system necessitates development in a number of directions including developing advanced electricity trading markets. Due to electricity markets being responsible for a large portion of carbon emissions,…

Computer Science and Game Theory · Computer Science 2025-02-04 Elisheva Shamash , Zhong Fan

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

In this paper we study the distribution of a product of two continuous random variables. We derive formulas for the probability density functions and moments of the products of the Gaussian, log-normal, Student's t and Pareto random…

Probability · Mathematics 2021-11-29 Julia Adamska , Łukasz Bielak , Joanna Janczura , Agnieszka Wyłomańska

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

Renewable energy sources play a major role in future net-zero energy systems. However, achieving energy system resilience remains challenging, since renewables depend on weather fluctuations, and future energy systems are subject to major…

Physics and Society · Physics 2025-12-16 Luna Bloin-Wibe , Erich Fischer , Leonard Göke , Reto Knutti , Francesco de Marco , Jan Wohland

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

We develop a model for the long-term dynamics of electricity market, based on mean-field games of optimal stopping. Our paper extends the recent contribution [A\"id, Ren\'e, Roxana Dumitrescu, and Peter Tankov, ``The entry and exit game in…

Optimization and Control · Mathematics 2024-01-01 Alicia Bassière , Roxana Dumitrescu , Peter Tankov

Keeping the electricity production in balance with the actual demand is becoming a difficult and expensive task in spite of an involvement of experienced human operators. This is due to the increasing complexity of the electric power grid…

Applications · Statistics 2019-02-05 Tárik S. Salem , Karan Kathuria , Heri Ramampiaro , Helge Langseth

We analyse the bipartite dynamic network of inventors and patents registered within the main area of electrical engineering in Germany to explore the driving forces behind innovation. The data at hand leads to a bipartite network, where an…

Physics and Society · Physics 2022-01-25 Cornelius Fritz , Giacomo De Nicola , Sevag Kevork , Dietmar Harhoff , Göran Kauermann

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. The possibility of extreme price movements increases the risk of trading in electricity markets. However, underlying the…

Statistical Mechanics · Physics 2008-12-02 Rafal Weron