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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

The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asymmetry. Real-time retail pricing is characterized by passing on…

系统与控制 · 计算机科学 2011-06-08 Mardavij Roozbehani , Munther A Dahleh , Sanjoy K Mitter

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

最优化与控制 · 数学 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

We present a simple, yet realistic, agent-based model of an electricity market. The proposed model combines the spot and balancing markets with a resolution of one minute, which enables a more accurate depiction of the physical properties…

多智能体系统 · 计算机科学 2016-12-19 Florian Kühnlenz , Pedro H. J. Nardelli

We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimization problem that is characterized by a set of marginal…

最优化与控制 · 数学 2016-07-26 Javier Saez-Gallego , Juan M. Morales

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

最优化与控制 · 数学 2017-04-04 Lin Zhao , Wei Zhang

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

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

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

最优化与控制 · 数学 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

最优化与控制 · 数学 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

A two-stage multi-period mixed-integer linear stochastic programming model is proposed to assist qualified operators in long-term generation and transmission expansion planning of electricity and gas systems to meet policy objectives. The…

最优化与控制 · 数学 2025-05-22 Giovanni Micheli , Maria Teresa Vespucci , Alessia Cortazzi , Cinzia Puglisi

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained…

机器学习 · 计算机科学 2014-02-17 Vassilis Kekatos , Georgios B. Giannakis , Ross Baldick

Energy system models require a large amount of technical and economic data, the quality of which significantly influences the reliability of the results. Some of the variables on the important data source ENTSO-E transparency platform, such…

综合经济学 · 经济学 2023-02-23 Thomas Möbius , Mira Watermeyer , Oliver Grothe , Felix Müsgens

It is very vital for suppliers and distributors to predict the deregulated electricity prices for creating their bidding strategies in the competitive market area. Pre requirement of succeeding in this field, accurate and suitable…

统计金融 · 定量金融 2016-10-27 T. O. Benli

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy to meet exogenous reserve requirements. Recently pro- posed…

最优化与控制 · 数学 2018-10-31 Vladimir Dvorkin , Stefanos Delikaraoglou , Juan M. Morales

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

物理与社会 · 物理学 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

计算金融 · 定量金融 2021-07-20 Wei Li , Denis Mike Becker

A new microeconomic model is presented that aims at a description of the long-term unit sales and price evolution of homogeneous non-durable goods in polypoly markets. It merges the product lifecycle approach with the price dispersion…

应用统计 · 统计学 2015-07-28 Joachim Kaldasch

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

机器学习 · 计算机科学 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

The global race to artificial intelligence competitive advantage is challenging electricity grids by demanding growing data center capacity. Addressing this challenge requires synergistic operational strategies that integrate data centers…

系统与控制 · 电气工程与系统科学 2026-05-05 Enea Figini , Mario Paolone