中文
相关论文

相关论文: Efficient representation of supply and demand curv…

200 篇论文

Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. However, the majority of models developed in both academic and…

统计金融 · 定量金融 2024-10-08 Arkadiusz Lipiecki , Bartosz Uniejewski , Rafał Weron

The price of solar panels is decreasing rapidly and governments around the world are investing in solar power plants to increase the portion of solar energy in the smart grid. The price of electricity produced by solar power plants is much…

系统与控制 · 电气工程与系统科学 2021-02-12 Muhammad Hamad Zaheer

A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…

多智能体系统 · 计算机科学 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

Electricity markets typically clear in two stages: a day-ahead market and a real-time market. In this paper, we propose market mechanisms for a two-stage multi-interval electricity market with energy storage, generators, and demand…

最优化与控制 · 数学 2024-03-08 Rajni Kant Bansal , Enrique Mallada , Patricia Hidalgo-Gonzalez

In the context of smart grids and load balancing, daily peak load forecasting has become a critical activity for stakeholders of the energy industry. An understanding of peak magnitude and timing is paramount for the implementation of smart…

机器学习 · 计算机科学 2021-12-10 Yvenn Amara-Ouali , Matteo Fasiolo , Yannig Goude , Hui Yan

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

应用统计 · 统计学 2020-05-19 Christof Naumzik , Stefan Feuerriegel

The electricity grid is expected to require vast investments due to the decarbonization-by-electrification trend, calling for a change in grid tariff design which provides proper incentives for reducing peak loads. However, price signals…

最优化与控制 · 数学 2022-06-29 Sigurd Bjarghov , Matthias Hofmann

Precise day-ahead forecasts for electricity prices are crucial to ensure efficient portfolio management, support strategic decision-making for power plant operations, enable efficient battery storage optimization, and facilitate demand…

机器学习 · 计算机科学 2026-03-31 Btissame El Mahtout , Florian Ziel

Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…

机器学习 · 统计学 2026-04-27 Simon Hirsch

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…

统计金融 · 定量金融 2017-12-08 Jesus Lago , Fjo De Ridder , Peter Vrancx , Bart De Schutter

The ambitious CO2 emission targets of the Paris agreements are achievable only with renewable energy, CO2-free power generation, new policies, and planning. The main motivation of this paper is that future green fuels from power-to-X assets…

系统与控制 · 电气工程与系统科学 2021-10-20 Neeraj Dhanraj Bokde , Tim T Pedersen , Gorm Bruun Andresen

In this paper we propose a new method for probabilistic forecasting of electricity prices. It is based on averaging point forecasts from different models combined with expectile regression. We show that deriving the predicted distribution…

应用统计 · 统计学 2024-02-13 Joanna Janczura

Demand response (DR) leverages demand-side flexibility, offering a promising approach to enhance market conditions like mitigating wholesale price spikes. However, poorly chosen DR locations can inadvertently increase electricity prices.…

系统与控制 · 电气工程与系统科学 2024-08-06 Yufan Zhang , Honglin Wen , Tao Feng , Yize Chen

The supply function equilibrium (SFE) is a model for competition in markets where each firm offers a schedule of prices and quantities to face demand uncertainty, and has been successfully applied to wholesale electricity markets. However,…

最优化与控制 · 数学 2015-02-05 Sheng Yu , Enrique Campos-Nanez

The problem of dynamic pricing of electricity in a retail market is considered. A Stackelberg game is used to model interactions between a retailer and its customers; the retailer sets the day-ahead hourly price of electricity and consumers…

最优化与控制 · 数学 2016-03-01 Liyan Jia , Lang Tong

Electricity price forecasting is an essential task in all the deregulated markets of the world. The accurate prediction of the day-ahead electricity prices is an active research field and available data from various markets can be used as…

信号处理 · 电气工程与系统科学 2022-11-18 Salih Gunduz , Umut Ugurlu , Ilkay Oksuz

In the Day-Ahead (DA) market, suppliers sell and load-serving entities (LSEs) purchase energy commitments, with both sides adjusting for imbalances between contracted and actual deliveries in the Real-Time (RT) market. We develop a supply…

最优化与控制 · 数学 2025-08-19 Agostino Capponi , Garud Iyengar , Bo Yang , Daniel Bienstock

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

机器学习 · 计算机科学 2025-01-15 Xin Lu

We formulate optimization problems to study how data centers might modulate their power demands for cost-effective operation taking into account three key complex features exhibited by real-world electricity pricing schemes: (i)…

系统与控制 · 计算机科学 2013-09-05 Cheng Wang , Bhuvan Urgaonkar , Qian Wang , George Kesidis , Anand Sivasubramaniam

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