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An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of…

In order to mitigate the impacts of the energy crise, the European Union has proposed various measures. For the power sector a directive prescribes a shift of 5% of the demand in 10% of the peak hours, plus a voluntary 10% overall demand…

Physics and Society · Physics 2022-12-14 Alice Di Bella , Massimo Tavoni

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the…

Statistical Finance · Quantitative Finance 2022-09-13 Tianyu Cui , Francesco Caravelli , Cozmin Ududec

Predicting the effect of unseen interventions is a fundamental research question across the data sciences. It is well established that in general such questions cannot be answered definitively from observational data. This realization has…

Machine Learning · Statistics 2024-05-27 Alexis Bellot

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

Learning causal relationships between variables is a well-studied problem in statistics, with many important applications in science. However, modeling real-world systems remain challenging, as most existing algorithms assume that the…

We model power grids transporting electricity generated by intermittent renewable sources as complex networks, where line failures can emerge indirectly by noisy power input at the nodes. By combining concepts from statistical physics and…

Physics and Society · Physics 2018-06-27 Tommaso Nesti , Alessandro Zocca , Bert Zwart

The main goal of the paper is to extract the aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal, as well as to examine the correlation among the two types of shocks. The decomposition of the shocks was…

General Economics · Economics 2020-07-23 Ionut Jianu

Social acceptance is a multifaceted consideration when planning future energy systems, yet often challenging to address endogeneously. One key aspect regards the spatial distribution of investments. Here, I evaluate the cost impact and…

Physics and Society · Physics 2021-05-03 Fabian Neumann

We provide a comprehensive review of causal dependence through a max-linear structural equation model. Such models express each node variable as a max-linear function of its parental node variables in a directed acyclic graph and some…

Risk Management · Quantitative Finance 2025-09-29 Claudia Klüppelberg , Mario Krali

When Russia invaded Ukraine on the 24\textsuperscript{th} of February 2022, this led to many acts of solidarity with Ukraine, including support for its electricity system. Just 20 days after the invasion started, the Ukrainian and Moldovan…

European Member States are increasingly introducing national capacity mechanisms (CMs) to manage growing adequacy risks. However, isolated national CMs are inefficient in highly interconnected electricity systems, such as the European…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Kamal Adekola , Laurens de Vries , Kenneth Bruninx

As global political tensions rise and the anticipation of additional tariffs from the United States on international trade increases, the issues of economic independence and supply chain resilience become more prominent. The importance of…

Machine Learning · Computer Science 2026-04-15 Lea Karbevska , Liming Xu , Zehui Dai , Sara AlMahri , Alexandra Brintrup

The European Power Exchange has introduced day-ahead auctions and continuous trading spot markets to facilitate the insertion of renewable electricity. These markets are designed to balance excess or lack of power in short time periods,…

Statistical Finance · Quantitative Finance 2021-12-08 Leonardo Rydin Gorjão , Dirk Witthaut , Pedro G. Lind , Wided Medjroubi

In this paper we formulate of the Economic Dispatch (ED) problem in Power Systems in continuous time and include in it ramping constraints to derive an expression of the price that reflects some important inter-temporal constraints of the…

Optimization and Control · Mathematics 2016-07-14 Anna Scaglione

We study the ever more integrated and ever more unbalanced trade relationships between European countries. To better capture the complexity of economic networks, we propose two global measures that assess the trade integration and the trade…

Physics and Society · Physics 2014-03-05 Gautier M. Krings , Jean-François Carpantier , Jean-Charles Delvenne

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to…

Machine Learning · Computer Science 2024-03-25 Hannes Hilger , Dirk Witthaut , Manuel Dahmen , Leonardo Rydin Gorjao , Julius Trebbien , Eike Cramer

This paper develops a methodology for tracking in real time the impact of shocks (such as natural disasters, financial crises or pandemics) on gross domestic product (GDP) by analyzing high-frequency electricity market data. As an…

General Economics · Economics 2020-12-09 Carlo Fezzi , Valeria Fanghella

This paper evaluates the impact of the power extent on price in the electricity market. The competitiveness extent of the electricity market during specific times in a day is considered to achieve this. Then, the effect of competitiveness…

Statistical Finance · Quantitative Finance 2019-07-30 Naser Rostamni , Tarik A. Rashid
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