English
Related papers

Related papers: Understanding the European energy crisis through s…

200 papers

The intraday (ID) electricity market has received an increasing attention in the recent EU electricity-market discussions. This is partly because the uncertainty in the underlying power system is growing and the ID market provides an…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

The price elasticity of demand can be estimated from observational data using instrumental variables (IV). However, naive IV estimators may be inconsistent in settings with autocorrelated time series. We argue that causal time graphs can…

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,…

This paper investigates how geopolitical conflict reshapes trade patterns, focusing on the economic consequences of the Russo-Ukrainian war on European and global trade flows. War is conceptualized as a shock that increases bilateral trade…

General Economics · Economics 2026-05-19 Luigi Capoani , Margarita Shnaider , Piergiorgio Martini

Electricity prices in liberalized markets are determined by the supply and demand for electric power, which are in turn driven by various external influences that vary strongly in time. In perfect competition, the merit order principle…

Machine Learning · Computer Science 2022-12-12 Julius Trebbien , Leonardo Rydin Gorjão , Aaron Praktiknjo , Benjamin Schäfer , Dirk Witthaut

The United States' power market is featured by the lack of judicial power at the federal level. The market thus provides a unique testing environment for the market organization structure. At the same time, the econometric modeling and…

Econometrics · Economics 2018-06-13 Chelsea Sun

The demand-supply balance of electricity systems is fundamentally linked to climate conditions. In light of this, the present study aims to model the effect of climate change on the European electricity system, specifically on its long-term…

Physics and Society · Physics 2024-02-29 Inès Harang , Fabian Heymann , Laurens P. Stoop

Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…

Machine Learning · Statistics 2023-10-31 Søren Wengel Mogensen , Karin Rathsman , Per Nilsson

Energy demand prediction is critical for grid operators, industrial energy consumers, and service providers. Energy demand is influenced by multiple factors, including weather conditions (e.g. temperature, humidity, wind speed, solar…

Artificial Intelligence · Computer Science 2025-12-18 Chutian Ma , Grigorii Pomazkin , Giacinto Paolo Saggese , Paul Smith

This paper takes a fresh look at the economic theory that is motivation for pricing models, such as critical peak pricing (CPP), or surge pricing, and the demand response models advocated by policy makers and in the power systems…

Optimization and Control · Mathematics 2021-03-30 Hala Ballouz , Joel Mathias , Sean Meyn , Robert Moye , Joseph Warrington

Forest fires are the outcome of a complex interaction between environmental factors, topography and socioeconomic factors (Bedia et al, 2014). Therefore, understand causality and early prediction are crucial elements for controlling such…

The European carbon market plays a pivotal role in the European Union's ambitious target of achieving carbon neutrality by 2050. Understanding the intricacies of factors influencing European Union Emission Trading System (EU ETS) market…

Statistical Finance · Quantitative Finance 2024-06-10 Cristiano Salvagnin , Aldo Glielmo , Maria Elena De Giuli , Antonietta Mira

For a cost efficient design of a future renewable European electricity system, the placement of renewable generation capacity will seek to exploit locations with good resource quality, that is for instance onshore wind in countries…

Physics and Society · Physics 2018-03-05 Bo Tranberg , Leon J. Schwenk-Nebbe , Mirko Schäfer , Jonas Hörsch , Martin Greiner

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Applications · Statistics 2024-07-03 Lauri Valkonen , Santtu Tikka , Jouni Helske , Juha Karvanen

The growing reliance on renewable energy sources, particularly solar and wind, has introduced challenges due to their uncontrollable production. This complicates maintaining the electrical grid balance, prompting some transmission system…

Systems and Control · Electrical Eng. & Systems 2025-04-18 Fabio Pavirani , Jonas Van Gompel , Seyed Soroush Karimi Madahi , Bert Claessens , Chris Develder

Our paper aims to model and forecast the electricity price by taking a completely new perspective on the data. It will be the first approach which is able to combine the insights of market structure models with extensive and modern…

Trading and Market Microstructure · Quantitative Finance 2016-10-18 Florian Ziel , Rick Steinert

The European energy system will undergo major transformations in the coming decades to implement mitigation measures and comply with the Paris Agreement. In particular, the share of weather-dependent wind generation will increase…

Atmospheric and Oceanic Physics · Physics 2023-11-23 Bastien Cozian , Corentin Herbert , Freddy Bouchet

We examine the problem of modeling and forecasting European Day-Ahead and Month-Ahead natural gas prices. For this, we propose two distinct probabilistic models that can be utilized in risk- and portfolio management. We use daily pricing…

Applications · Statistics 2023-02-13 Jonathan Berrisch , Florian Ziel

The increasing vulnerability of power systems has heightened the need for operating reserves to manage contingencies such as generator outages, line failures, and sudden load variations. Unlike energy costs, driven by consumer demand,…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Luiza Ribeiro , Alexandre Street , Jose Manuel Arroyo , Rodrigo Moreno

The large variability of renewable power sources is a central challenge in the transition to a sustainable energy system. Electricity markets are central for the coordination of electric power generation. These markets rely evermore on…

Statistical Finance · Quantitative Finance 2021-12-07 Chengyuan Han , Hannes Hilger , Eva Mix , Philipp C. Böttcher , Mark Reyers , Christian Beck , Dirk Witthaut , Leonardo Rydin Gorjão