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Forecast reconciliation is considered an effective method to achieve coherence (within a forecast hierarchy) and to improve forecast quality. However, the value of reconciled forecasts in downstream decision-making tasks has been mostly…

Machine Learning · Statistics 2025-12-02 Honglin Wen , Pierre Pinson

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

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Methodology · Statistics 2020-08-18 Jooyoung Jeon , Anastasios Panagiotelis , Fotios Petropoulos

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

In this paper, we present a novel algorithm for power allocation in the Amplify-and-Forward cooperative communication that minimizes the outage probability with a given value of total power. We present the problem with new formulation and…

Systems and Control · Computer Science 2012-07-23 Hadi Goudarzi , Mohammad Reza Pakravan

We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has access to imperfect dynamically updated forecasts of the future…

Trading and Market Microstructure · Quantitative Finance 2016-10-17 Zongjun Tan , Peter Tankov

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special class of coalitional games. {The proposed market formulation…

Computer Science and Game Theory · Computer Science 2023-01-31 Aitazaz Ali Raja , Sergio Grammatico

Obtaining accurate probabilistic energy forecasts and making effective decisions amid diverse uncertainties are routine challenges in future energy systems. This paper presents the winning solution of team GEB, which ranked 3rd in trading,…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Chuanqing Pu , Feilong Fan , Nengling Tai , Songyuan Liu , Jinming Yu

Local energy markets empower prosumers to form coalitions for energy trading. However, the optimal partitioning of the distribution grid into such coalitions remains unclear, especially in constrained grids with stochastic production and…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Saurabh Vaishampayan , Maryam Kamgarpour

In many areas of industry and society, e.g., energy, healthcare, logistics, agents collect vast amounts of data that they deem proprietary. These data owners extract predictive information of varying quality and relevance from data…

Theoretical Economics · Economics 2022-10-07 Aitazaz Ali Raja , Pierre Pinson , Jalal Kazempour , Sergio Grammatico

A cooperative energy scheduling method is proposed that allows joint energy optimization for a group of microgrids to achieve cost savings that the microgrids could not achieve individually. The discussed microgrids may be commercial…

Systems and Control · Electrical Eng. & Systems 2020-02-03 Amir Valibeygi , Raymond A de Callafon

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

We investigate group formations and strategic behaviors of renewable power producers in electricity markets. These producers currently bid into the day-ahead market in a conservative fashion because of the real-time risk associated with not…

Optimization and Control · Mathematics 2016-11-17 Baosen Zhang , Ramesh Johari , Ram Rajagopal

Local electricity markets represent a way of supplementing traditional retailing contracts for end consumers -- among these markets, the renewable energy community has gained momentum over the last few years. This paper proposes a practical…

Systems and Control · Electrical Eng. & Systems 2022-01-21 Miguel Manuel de Villena , Samy Aittahar , Sebastien Mathieu , Ioannis Boukas , Eric Vermeulen , Damien Ernst

We propose a framework where generation and transmission capacities are planned concurrently in market environments with a focus on the prosumers. This paper is a continuation of Part I and presents numerical results from three archetypal…

Optimization and Control · Mathematics 2021-05-24 Ni Wang , Remco Verzijlbergh , Petra Heijnen , Paulien Herder

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

Optimization and Control · Mathematics 2020-05-26 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

Among the various market structures under peer-to-peer energy sharing, one model based on cooperative game theory provides clear incentives for prosumers to collaboratively schedule their energy resources. The computational complexity of…

Computational Engineering, Finance, and Science · Computer Science 2020-08-03 Liyang Han , Thomas Morstyn , Constance Crozier , Malcolm McCulloch

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

This paper studies social cooperation backed peer-to-peer energy trading technique by which prosumers can decide how they can use their batteries opportunistically for participating in the peer-to-peer trading. The objective is to achieve a…

Signal Processing · Electrical Eng. & Systems 2020-01-24 Wayes Tushar , Tapan K. Saha , Chau Yuen , M. Imran Azim , Thomas Morstyn , H. Vincent Poor , Dustin Niyato , Richard Bean
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