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A competitive wholesale electricity market consists of thousands of interacting market participants. Driven by the variations of fuel costs, system loads and weathers, these market participants compete actively and behave variously in the…

系统与控制 · 电气工程与系统科学 2019-11-01 Zhongyang Zhao , Caisheng Wang , Huaiwei Liao , Carol J. Miller

Traditionally, the electric distribution system operates with uniform energy prices across all system nodes. However, as the adoption of distributed energy resources (DERs) propels a shift from passive to active distribution network (ADN)…

系统与控制 · 电气工程与系统科学 2023-11-21 Xiaofei Wang , Fangxing Li , Linquan Bai , Xin Fang

We consider the problem of characterizing and assessing the voltage stability in power distribution networks. Different from previous formulations, we consider the branch-flow parametrization of the power system state, which is particularly…

最优化与控制 · 数学 2017-04-03 Liviu Aolaritei , Saverio Bolognani , Florian Dörfler

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

During the last years, European intraday power markets have gained importance for balancing forecast errors due to the rising volumes of intermittent renewable generation. However, compared to day-ahead markets, the drivers for the intraday…

统计金融 · 定量金融 2023-10-06 Simon Hirsch , Florian Ziel

This paper introduces a novel Bayesian reverse unrestricted mixed-frequency model applied to a panel of nine European electricity markets. Our model analyzes the impact of daily fossil fuel prices and hourly renewable energy generation on…

计量经济学 · 经济学 2025-07-01 Francesco Ravazzolo , Luca Rossini , Andrea Viselli

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

系统与控制 · 计算机科学 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

The coordinated operation of interconnected but locally controlled electricity markets is generally referred to as a "coupling". In this paper we propose a new mechanism design for efficient coupling of independent electricity markets. The…

最优化与控制 · 数学 2021-01-13 Alfredo Garcia , Roohallah Khatami , Ceyhun Eksin , Furkan Sezer

The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

交易与市场微观结构 · 定量金融 2019-12-12 V. Sasidevan , Nils Bertschinger

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

Modeling power transmission networks is an important area of research with applications such as vulnerability analysis, study of cascading failures, and location of measurement devices. Graph-theoretic approaches have been widely used to…

The German government recently announced that 80\% of the power supply should come from renewable energy by 2030. One key task lies in reorganizing the transmission system such that power can be transported from sites with good renewable…

物理与社会 · 物理学 2022-08-10 Philipp Glaum , Fabian Hofmann

An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over…

综合金融 · 定量金融 2017-09-25 Mario Mureddu , Hildegard Meyer-Ortmanns

In this paper, we discuss the Dutch power market, which is comprised of a day-ahead market and an intraday balancing market that operates like an auction. Due to fluctuations in power supply and demand, there is often an imbalance that…

交易与市场微观结构 · 定量金融 2023-09-12 Yuanrong Wang , Vignesh Raja Swaminathan , Nikita P. Granger , Carlos Ros Perez , Christian Michler

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

In a motorway network, correlations between parts or, more precisely, between the sections of (different) motorways, are of considerable interest. Knowledge of flows and velocities on individual motorways is not sufficient, rather, their…

物理与社会 · 物理学 2022-11-16 Shanshan Wang , Michael Schreckenberg , Thomas Guhr

The integration of distributed energy resources (DERs) into wholesale energy markets can greatly enhance grid flexibility, improve market efficiency, and contribute to a more sustainable energy future. As DERs -- such as solar PV panels and…

系统与控制 · 电气工程与系统科学 2025-07-08 Jun He , Andrew L. Liu

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

适应与自组织系统 · 物理学 2007-05-23 David P. Chassin

Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

计算工程、金融与科学 · 计算机科学 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

The current stage in the evolution of the European internal energy market for electricity is defined by the transformation towards a renewable energy system. The Clean Energy Package aims to ensure that methods for capacity allocation and…

物理与社会 · 物理学 2021-09-13 Richard Weinhold