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The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty about future electricity price movements.…

Applications · Statistics 2018-09-12 Florian Ziel , Rick Steinert

The electric power system is currently experiencing radical changes stemming from the increasing share of renewable energy resources and the consequent decommissioning of conventional power plants based on synchronous generators. Since the…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Ognjen Stanojev , Yi Guo , Petros Aristidou , Gabriela Hug

The advent of more proactive consumers, the so-called "prosumers", with production and storage capabilities, is empowering the consumers and bringing new opportunities and challenges to the operation of power systems in a market…

Computers and Society · Computer Science 2018-12-10 Tiago Sousa , Tiago Soares , Pierre Pinson , Fabio Moret , Thomas Baroche , Etienne Sorin

A central challenge in using price signals to coordinate the electricity consumption of a group of users is the operator's lack of knowledge of the users due to privacy concerns. In this paper, we develop a two-time-scale incentive…

Computer Science and Game Theory · Computer Science 2024-04-01 Jiayi Li , Matthew Motoki , Baosen Zhang

We study the Proportional Response dynamic in exchange economies, where each player starts with some amount of money and a good. Every day, the players bring one unit of their good and submit bids on goods they like, each good gets…

Computer Science and Game Theory · Computer Science 2023-09-13 Simina Brânzei , Nikhil R. Devanur , Yuval Rabani

We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

Systems and Control · Electrical Eng. & Systems 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

This proposal aims to develop more accurate federated learning (FL) methods with faster convergence properties and lower communication requirements, specifically for forecasting distributed energy resources (DER) such as renewables, energy…

Machine Learning · Computer Science 2024-10-15 Vineet Jagadeesan Nair , Lucas Pereira

Distributed energy resources (DER) provide significant value for renewable energy integration in modern power grids. However, unlocking this value requires complex design and coordination. This paper focuses on the emerging {\em transactive…

Optimization and Control · Mathematics 2019-08-13 Sen Li , Jianming Lian , Antonio Conejo , Wei Zhang

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

Power systems dominated by converter-interfaced distributed energy resources (DERs) typically exhibit weaker damping capabilities and lower inertia, compromising system stability. Although individual DER controllers are evolving to provide…

Systems and Control · Electrical Eng. & Systems 2025-04-21 Cheng Feng , Linbin Huang , Xiuqiang He , Yi Wang , Florian Dörfler , Chongqing Kang

Recent trends express the impact of prosumers and small energy resources and storages in distribution systems, due to the increasing uptake of renewable resources. This research studies the effect of coordination of distributed resources…

Optimization and Control · Mathematics 2021-05-24 Amir Noori , Babak Tavassoli , Alireza Fereidunian

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

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

Applications · Statistics 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…

Statistical Finance · Quantitative Finance 2017-12-08 Jesus Lago , Fjo De Ridder , Peter Vrancx , Bart De Schutter

Distributed energy systems with prosumers require new methods for coordinating energy exchange among agents. Coalitional control provides a framework in which agents form groups to cooperatively reduce costs; however, existing bottom-up…

Computer Science and Game Theory · Computer Science 2026-03-31 Luke Rickard , Paola Falugi , Eric C. Kerrigan

Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…

Computer Science and Game Theory · Computer Science 2020-12-10 Orcun Karaca

This paper proposes a market clearing mechanism for energy trading in a local transactive market, where each player can participate in the market as seller or buyer and tries to maximize its welfare individually. Market players send their…

Systems and Control · Computer Science 2018-10-29 Mohsen Khorasany , Yateendra Mishra , Gerard Ledwich

An increasing share of consumers care about the carbon footprint of their electricity. This paper analyzes a method to integrate consumer carbon preferences in the electricity market-clearing by introducing consumer-based carbon costs and a…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Wenqian Jiang , Aditya Rangarajan , Line Roald

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
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