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Studies of micro-level price datasets find more frequent small price increases than decreases, which can be explained by consumer inattention because time-constrained shoppers might ignore small price changes. Recent empirical studies of…

General Economics · Economics 2025-06-27 Daniel Levy , Haipeng , Chen , Sourav Ray , Elliot Charette , Xiao Ling , Weihong Zhao , Mark Bergen , Avichai Snir

This paper delves into financial markets that incorporate a novel form of heterogeneity among investors, specifically in terms of their beliefs regarding the reliability of signals in the business cycle economy model, which may be biased.…

Mathematical Finance · Quantitative Finance 2024-05-16 Zongxia Liang , Qi Ye

How does supply uncertainty affect the structure of supply chain networks? To answer this question we consider a setting where retailers and suppliers must establish a costly relationship with each other prior to engaging in trade.…

Computer Science and Game Theory · Computer Science 2023-09-12 Victor Amelkin , Rakesh Vohra

UK electricity market changes provide opportunities to alter households' electricity usage patterns for the benefit of the overall electricity network. Work on clustering similar households has concentrated on daily load profiles and the…

Machine Learning · Computer Science 2014-09-04 Ian Dent , Tony Craig , Uwe Aickelin , Tom Rodden

Securing an adequate supply of dispatchable resources is critical for keeping a power system reliable under high penetrations of variable generation. Traditional resource adequacy mechanisms are poorly suited to exploiting the growing…

Systems and Control · Electrical Eng. & Systems 2022-10-27 Farhad Billimoria , Filiberto Fele , Iacopo Savelli , Thomas Morstyn , Malcolm McCulloch

A minimal model of a market of myopic non-cooperative agents who trade bilaterally with random bids reproduces qualitative features of short-term electric power markets, such as those in California and New England. Each agent knows its own…

Trading and Market Microstructure · Quantitative Finance 2009-05-15 Randall A. LaViolette , Lory A. Ellebracht , Kevin L. Stamber , Charles J. Gieseler , Benjamin K. Cook

As the role of variable renewables in electricity markets expands, new market products help system operators manage imbalances caused by uncertainty and variability. Whereas work in the last decade has focused on constructing demand curves…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Elina Spyrou , Robin Hytowitz , Benjamin F. Hobbs , Ibrahim Krad , Liping Li , Mengmeng Cai , Michael Blonsky

Demand-side management presents significant benefits in reducing the energy load in smart grids by balancing consumption demands or including energy generation and/or storage devices in the user's side. These techniques coordinate the…

Optimization and Control · Mathematics 2016-05-06 Javier Zazo , Santiago Zazo , Sergio Valcarcel Macua

Demand response provides utilities with a mechanism to share with end users the stochasticity resulting from the use of renewable sources. Pricing is accordingly used to reflect energy availability, to allocate such a limited resource to…

Artificial Intelligence · Computer Science 2016-06-08 Andrea Monacchi , Wilfried Elmenreich

Energy storage shifts energy from off-peak periods to on-peak periods. Unlike conventional generation, storage is duration-limited: the stored energy capacity constrains the duration over which it can supply power. To understand how these…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Daniel Shen , Marija Ilic , John Parsons

We modify the standard model of price competition with horizontally differentiated products, imperfect information, and search frictions by allowing consumers to flexibly acquire information about a product's match value during their…

Theoretical Economics · Economics 2021-04-28 Vasudha Jain , Mark Whitmeyer

We study the effects of data sharing between firms on prices, profits, and consumer welfare. Although indiscriminate sharing of consumer data decreases firm profits due to the subsequent increase in competition, selective sharing can be…

Computer Science and Game Theory · Computer Science 2022-05-24 Ronen Gradwohl , Moshe Tennenholtz

We study price regulation for a monopolist operating in networked markets with demand spillovers. Achieving efficiency requires price reductions proportional to consumers' Katz-Bonacich centralities, which generally cannot be implemented by…

Theoretical Economics · Economics 2026-03-05 Chengqing Li , Junjie Zhou

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…

Optimization and Control · Mathematics 2020-09-18 Fabio Moret , Andrea Tosatto , Thomas Baroche , Pierre Pinson

This paper investigates volumetric grid tariff designs under consideration of different pricing mechanisms and resulting cost allocation across socio-techno-economic consumer categories. In a case study of 1.56 million Danish households…

As we transition to renewable energy sources, addressing their inflexibility during peak demand becomes crucial. It is therefore important to reduce the peak load placed on our energy system. For households, this entails spreading…

Multiagent Systems · Computer Science 2023-11-27 Nathan A. Brooks , Simon T. Powers , James M. Borg

Charging electric vehicles (EVs) with renewable energy can lessen their environmental impact. However, the fluctuating availability of renewable energy affects the sustainability of public EV charging stations. Nearby public charging…

Human-Computer Interaction · Computer Science 2025-12-10 Delong Du , Apostolos Vavouris , Omid Veisi , Lu Jin , Gunnar Stevens , Lina Stankovic , Vladimir Stankovic , Alexander Boden

We investigate the profitability and risk of energy storage arbitrage in electricity markets under price uncertainty, exploring both robust and chance-constrained optimization approaches. We analyze various uncertainty representations,…

Optimization and Control · Mathematics 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

This paper examines empirical methods for estimating the response of aggregated electricity demand to high-frequency price signals, the short-term elasticity of electricity demand. We investigate how the endogeneity of prices and the…

Econometrics · Economics 2023-06-23 Silvana Tiedemann , Raffaele Sgarlato , Lion Hirth

In search engines, online marketplaces and other human-computer interfaces large collectives of individuals sequentially interact with numerous alternatives of varying quality. In these contexts, trial and error (exploration) is crucial for…

Artificial Intelligence · Computer Science 2017-04-04 Pantelis P. Analytis , Hrvoje Stojic , Alexandros Gelastopoulos , Mehdi Moussaïd