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相关论文: Electricity markets regarding the operational flex…

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The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

最优化与控制 · 数学 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

High shares of variable renewable energy necessitate substantial energy storage capacity. However, it remains unclear how to design a market that, on the one hand, ensures a stable and sufficient income for storage firms, and, on the other…

系统与控制 · 电气工程与系统科学 2024-02-06 Aviad Navon , Juri Belikov , Ariel Orda , Yoash Levron

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

系统与控制 · 计算机科学 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

Electricity markets are under increasing pressure to maintain reliability amidst rising renewable penetration, demand variability, and occasional price shocks. Traditional capacity market designs often fall short in addressing this by…

系统与控制 · 电气工程与系统科学 2025-12-16 Millend Roy , Agostino Capponi , Vladimir Pyltsov , Yinbo Hu , Vijay Modi

The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price volatility while maintaining stability of the power grid. This…

最优化与控制 · 数学 2017-06-13 Juri Hinz , Jeremy Yee

The recent research report of U.S. Department of Energy prompts us to re-examine the pricing theories applied in electricity market design. The theory of spot pricing is the basis of electricity market design in many countries, but it has…

计量经济学 · 经济学 2017-10-24 Haoyong Chen , Lijia Han

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…

证券定价 · 定量金融 2019-09-13 Luisa Andreis , Maria Flora , Fulvio Fontini , Tiziano Vargiolu

We propose a new structural model that can compute the electricity spot and forward prices in two coupled markets with limited interconnection and multiple fuels. We choose a structural approach in order to represent some key…

数理金融 · 定量金融 2017-04-21 Clemence Alasseur , Olivier Feron

This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their…

数理金融 · 定量金融 2021-07-30 Thomas Deschatre , Olivier Féron , Pierre Gruet

The presence of variable renewable energy resources with uncertain outputs in day-ahead electricity markets results in additional balancing needs in real-time. Addressing those needs cost-effectively and reliably within a competitive market…

系统与控制 · 电气工程与系统科学 2025-01-23 Elina Spyrou , Qiwei Zhang , Robin B. Hytowitz , Ben F. Hobbs , Siddharth Tyagi , Mengmeng Cai , Michael Blonsky

Electricity markets differ in their ability to meet power imbalances in short notice in a controlled fashion. Relatively flexible markets have the ability to ramp up (or down) power flows across interties without compromising their ability…

计算机科学与博弈论 · 计算机科学 2022-03-01 Hossein Khazaei , Ceyhun Eksin , Roohallah Khatami , Alfredo Garcia

The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.S. regions. A subject of ongoing debate, the capacity market…

最优化与控制 · 数学 2023-11-14 Cheng Guo , Christian Kroer , Yury Dvorkin , Daniel Bienstock

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

最优化与控制 · 数学 2012-07-13 John N. Tsitsiklis , Yunjian Xu

We propose and analyze a day-ahead reserve market model that handles bids from flexible loads. This pool market model takes into account the fact that a load modulation in one direction must usually be compensated later by a modulation of…

计算机科学与博弈论 · 计算机科学 2014-05-28 Sébastien Mathieu , Quentin Louveaux , Damien Ernst , Bertrand Cornélusse

The energetic flexibility of electric energy resources can be exploited when trading on wholesale energy and ancillary service markets. This paper considers the problem of a Balance Responsible Party to maximize its profit from trading on…

系统与控制 · 计算机科学 2018-04-12 Fabian L. Müller , Stefan Woerner , John Lygeros

The electricity industry has been one of the first to face technological changes motivated by sustainability concerns. Whilst efficiency aspects of market design have tended to focus upon market power concerns, the new policy challenges…

理论经济学 · 经济学 2023-04-06 Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán , Derek Bunn , Juan Rosellón

Renewable Energy Sources play a key role in smart energy systems. To achieve 100% renewable energy, utilizing the flexibility potential on the demand side becomes the cost-efficient option to balance the grid. However, it is not trivial to…

系统与控制 · 电气工程与系统科学 2024-08-01 Seyed Shahabaldin Tohidi , Henrik Madsen , Davide Calì , Tobias K. S. Ritschel

Locational Marginal Price (LMP) is a dual variable associated with supply-demand matching and represents the cost of delivering power to a particular location if the load at that location increases. In recent times it become more volatile…

最优化与控制 · 数学 2018-11-07 Shantanu Chakraborty , Remco Verzijlbergh , Milos Cvetkovic , Kyri Baker , Zofia Lukszo

As the proportion of total power supplied by renewable sources increases, it gets more costly to use reserve generation to compensate for the variability of renewables like solar and wind. Hence attention has been drawn to exploiting…

系统与控制 · 计算机科学 2014-08-26 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya

In order to deal with market power that sporadically results from contingencies (e.g., severe weather, plant outages) most electricity markets have institutions in charge of monitoring market performance and mitigating market power. The…

最优化与控制 · 数学 2017-03-07 Shi Pu , Alfredo Garcia
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