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The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

计量经济学 · 经济学 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

应用统计 · 统计学 2025-01-13 Bartosz Uniejewski , Florian Ziel

Deploying distributed renewable energy at the demand side is an important measure to implement a sustainable society. However, the massive small solar and wind generation units are beyond the control of a central operator. To encourage…

最优化与控制 · 数学 2021-02-23 Yue Chen , Wei Wei , Han Wang , Quan Zhou , João P. S. Catalão

When energy customers schedule loads ahead of time, this information, if acquired by their energy retailer, can improve the retailer's load forecasts. Better forecasts lead to wholesale purchase decisions that are likely to result in lower…

最优化与控制 · 数学 2021-08-11 Liyang Han , Jalal Kazempour , Pierre Pinson

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…

最优化与控制 · 数学 2016-11-17 Baosen Zhang , Ramesh Johari , Ram Rajagopal

We study decentralized markets for goods whose utility perishes in time, with compute as a primary motivation. Recent advances in reproducible and verifiable execution allow jobs to pause, verify, and resume across heterogeneous hardware,…

理论经济学 · 经济学 2025-11-21 Chengqi Zang , Gabriel P. Andrade , Oğuzhan Ersoy

In two-stage electricity markets, renewable power producers enter the day-ahead market with a forecast of future power generation and then reconcile any forecast deviation in the real-time market at a penalty. The choice of the forecast…

系统与控制 · 电气工程与系统科学 2025-01-15 Vladimir Dvorkin

Optimized charging of electric vehicles (EVs) at public locations consists of two decisions: how much energy to deliver at what times, which is continuous, and where to plug in, which is binary. This makes optimizing EV charging a…

最优化与控制 · 数学 2026-04-17 Nanfei Jiang , Yi Zhou , Josh A. Taylor , Mahnoosh Alizadeh

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…

多智能体系统 · 计算机科学 2023-11-27 Nathan A. Brooks , Simon T. Powers , James M. Borg

Sharing economy has become a socio-economic trend in transportation and housing sectors. It develops business models leveraging underutilized resources. Like those sectors, power grid is also becoming smarter with many flexible resources,…

系统与控制 · 电气工程与系统科学 2023-01-13 K. Victor Sam Moses Babu , Satya Surya Vinay K , Pratyush Chakraborty

Cooperative cloud providers in the form of cloud federations can potentially reduce their energy costs by exploiting electricity price fluctuations across different locations. In this environment, on the one hand, the electricity price has…

网络与互联网体系结构 · 计算机科学 2020-05-05 Monireh Mohebbi Moghaddam , Mohammad Hossein Manshaei , Mehdi Naderi Soorki , Walid Saad , Maziar Goudarzi , Dusit Niyato

A virtual power plant (VPP) is operated by an aggregator that acts as a market intermediary, aggregating consumers to participate in wholesale power markets. By setting incentive prices, the aggregator induces consumers to sell energy and…

计算机科学与博弈论 · 计算机科学 2026-04-07 Liudong Chen , Hyemi Kim , Adam N. Elmachtoub , Bolun Xu

Efforts to utilize 100% renewable energy in community microgrids require new approaches to energy markets and transactions to efficiently address periods of scarce energy supply. In this paper we contribute to the promising approach of…

最优化与控制 · 数学 2021-12-23 Jonathan Lee , Rodrigo Henriquez-Auba , Bala Kameshwar Poolla , Duncan S. Callaway

Bidding flexibility in day-ahead and intraday auctions would enable decentralized flexible resources, such as electric vehicles and heat pumps, to efficiently align their consumption with the intermittent generation of renewable energy.…

系统与控制 · 电气工程与系统科学 2025-12-16 Gabriel Ellemund , Thomas Hübner , Quentin Lété , Stefano Bracco , Matteo Fresia , Gabriela Hug

Electricity market mechanisms designed to steer sustainable generation of electricity play an important role for the energy transition intended to mitigate climate change. One of the major problems is to complement volatile renewable energy…

计算机与社会 · 计算机科学 2017-05-01 Cem Kiyak , Andreas de Vries

In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show that price responsive demand can be…

应用统计 · 统计学 2016-12-16 Jaeyong An , P. R. Kumar , Le Xie

Flexible load at the demand-side has been regarded as an effective measure to cope with volatile distributed renewable generations. To unlock the demand-side flexibility, this paper proposes a peer-to-peer energy sharing mechanism that…

最优化与控制 · 数学 2021-09-09 Yue Chen , Wei Wei , Mingxuan Li , Laijun Chen , João P. S. Catalão

We propose to study electricity capacity remuneration mechanism design through a Principal-Agent approach. The Principal represents the aggregation of electricity consumers (or a representative entity), subject to the physical risk of…

综合经济学 · 经济学 2020-09-02 Clémence Alasseur , Heythem Farhat , Marcelo Saguan

Aggregating statistically diverse renewable power producers (RPPs) is an effective way to reduce the uncertainty of the RPPs. The key question in aggregation of RPPs is how to allocate payoffs among the RPPs. In this paper, a payoff…

计算机科学与博弈论 · 计算机科学 2017-01-12 Hossein Khazaei , Yue Zhao

This paper introduces a computationally efficient comparative approach to classical pricing rules for day-ahead electricity markets, namely Convex Hull Pricing, IP Pricing and European-like market rules, in a Power Exchange setting with…

最优化与控制 · 数学 2018-04-03 Mehdi Madani , Carlos Ruiz , Sauleh Siddiqui , Mathieu Van Vyve