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Optimizing the total cost of power systems is a common tool for network operation and planning. Besides valuable information about how to run and possibly expand a power system, the optimization provides an optimal Locational Marginal Price…

物理与社会 · 物理学 2022-03-18 Fabian Hofmann , Markus Schlott

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to…

机器学习 · 计算机科学 2024-03-25 Hannes Hilger , Dirk Witthaut , Manuel Dahmen , Leonardo Rydin Gorjao , Julius Trebbien , Eike Cramer

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…

机器学习 · 统计学 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Wind energy has emerged as one of the most vital and economically viable forms of renewable energy. The integration of wind energy sources into power grids across the globe has been increasing substantially, largely due to the higher levels…

最优化与控制 · 数学 2024-10-16 Narin Nemati , Amin Ahmadi Kasani

Energy market rules should incentivize market participants to behave in a market and grid conform way. However, they can also provide incentives for undesired and unexpected strategies if the market design is flawed. Multi-agent…

系统与控制 · 电气工程与系统科学 2023-11-02 Thomas Wolgast , Astrid Nieße

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

统计金融 · 定量金融 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

Since the 1990s, widespread introduction of central (wholesale) electricity markets has been seen across multiple continents, driven by the search for efficient operation of the power grid through competition. The increase of renewables has…

系统与控制 · 电气工程与系统科学 2025-10-15 Pål Forr Austnes , Matthieu Jacobs , Lu Wang , Mario Paolone

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

Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

机器学习 · 计算机科学 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

The problem of probabilistic forecasting and online simulation of real-time electricity market with stochastic generation and demand is considered. By exploiting the parametric structure of the direct current optimal power flow, a new…

应用统计 · 统计学 2016-06-28 Weisi Deng , Yuting Ji , Lang Tong

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…

计算工程、金融与科学 · 计算机科学 2025-09-26 Naga Venkata Sai Jitin Jami , Juraj Kardoš , Olaf Schenk , Harald Köstler

Adopting a zonal structure of electricity market requires specification of zones' borders. One of the approaches to identify zones is based on clustering of Locational Marginal Prices (LMP). The purpose of the paper is twofold: (i) we…

计算工程、金融与科学 · 计算机科学 2013-10-21 Karol Wawrzyniak , Grzegorz Orynczak , Michal Klos , Aneta Goska , Marcin Jakubek

The Optimal Power Flow (OPF) problem is pivotal for power system operations, guiding generator output and power distribution to meet demand at minimized costs, while adhering to physical and engineering constraints. The integration of…

机器学习 · 计算机科学 2023-11-27 Chen Li , Alexander Kies , Kai Zhou , Markus Schlott , Omar El Sayed , Mariia Bilousova , Horst Stoecker

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

计算机科学与博弈论 · 计算机科学 2014-10-07 Mohammad Rasouli , Demosthenis Teneketzis

We examine market outcomes in energy transport networks with a focus on gas-fired generators, which are producers in a wholesale electricity market and consumers in the natural gas market. Market administrators monitor bids to determine…

系统与控制 · 电气工程与系统科学 2026-04-21 Noah Rhodes , Sachin Shivakumar , Luke S. Baker , Kaarthik Sundar , Anatoly Zlotnik

Interconnecting price zones and remote renewable energy sources has emerged as a key solution to achieving climate goals. The objective of this work is to present a formulation that extends the base optimal power flow model with price zones…

系统与控制 · 电气工程与系统科学 2025-05-27 Bernardo Castro Valerio , Vinícius Albernaz Lacerda , Marc Cheah-Mañe , Pieter Gebraad , Oriol Gomis-Bellmunt

This paper presents a parametric quadratic approximation of the AC optimal power flow (AC-OPF) problem for time-sensitive and market-based applications. The parametric approximation preserves the physics-based but simple representation…

最优化与控制 · 数学 2024-10-25 Gonzalo E. Constante-Flores , André H. Quisaguano , Antonio J. Conejo , Can Li

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…

系统与控制 · 电气工程与系统科学 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

The growing adoption of electric vehicles (EVs) is increasing peak demand in distribution systems, which can threaten grid stability and reduce operational efficiency. Dynamic electricity pricing is a promising means of mitigating these…

系统与控制 · 电气工程与系统科学 2026-05-27 Jiarui Yu , Zhiyu He , Wenbin Wang , Colin N. Jones , Florian Dörfler , Hanmin Cai

This work presents a methodology for forward electricity contract price projection based on market equilibrium and social welfare optimization. In the methodology supply and demand for forward contracts are produced in such a way that each…

最优化与控制 · 数学 2019-11-27 Mateus A. Cavaliere , Sergio Granville , Gerson C. Oliveira , Mario V. F. Pereira
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