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相关论文: A Locational Marginal Pricing Mechanism for Uncert…

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Maintaining system balance becomes increasingly challenging as market design and grid capacity enhancement lag behind the growing share of renewables, requiring greater effort from both the transmission system operator (TSO) and the Balance…

系统与控制 · 电气工程与系统科学 2025-11-19 Hang Thanh Nguyen , Bart Van Der Holst , Phuong Hong Nguyen , Koen Kok

We propose a scenario-oriented approach for energy-reserve joint procurement and pricing for electricity market. In this model, without the empirical reserve requirements, reserve is procured according to all possible contingencies and…

系统与控制 · 电气工程与系统科学 2020-11-23 Jiantao Shi , Ye Guo , Lang Tong , Wenchuan Wu , Hongbin Sun

European energy markets are decentralized and entail balance responsibility of each market player. This stresses the importance of imbalance management of renewable energy sources (RES), as the imbalance payments can strongly reduce their…

系统与控制 · 电气工程与系统科学 2024-10-10 Petra Draskovic , Ivan Pavic , Karlo Sepetanc , Hrvoje Pandzic

This paper introduces a novel approach to addressing uncertainty and associated risks in power system management, focusing on the discrepancies between forecasted and actual values of load demand and renewable power generation. By employing…

最优化与控制 · 数学 2024-08-12 Rene Carmona , Ronnie Sircar , Xinshuo Yang

High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end…

系统与控制 · 电气工程与系统科学 2026-02-04 Tingwei Cao , Yan Xu

Accommodating the uncertain and variable renewable energy sources (VRES) in electricity markets requires sophisticated and scalable tools to achieve market efficiency. To account for the uncertain imbalance costs in the real-time market…

系统与控制 · 电气工程与系统科学 2023-05-17 Dongwei Zhao , Vladimir Dvorkin , Stefanos Delikaraoglou , Alberto J. Lamadrid L. , Audun Botterud

The emerging interest in deployment of renewable energy resources (RESs) in smart system represents a great challenge to both system planners and owners of Microgrids (MGs) operators. In this regard, we propose a Tri-level power market…

最优化与控制 · 数学 2018-02-13 Mohammd Hamdi

Large penetration of renewable energy sources (RESs) brings huge uncertainty into the electricity markets. The current deterministic clearing approach in the day-ahead (DA) market, where RESs participate based on expected production, has…

系统与控制 · 电气工程与系统科学 2025-08-07 Yufan Zhang , Honglin Wen , Yuexin Bian , Yuanyuan Shi

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

This work integrates Bayesian regime detection with conditional neural processes for 24-hour electricity price prediction in the German market. Our methodology integrates regime detection using a disentangled sticky hierarchical Dirichlet…

机器学习 · 计算机科学 2026-04-21 Abhinav Das , Stephan Schlüter

This study examines the economic impact of post-hoc uncertainty discounting in predictive energy management, specifically in battery energy arbitrage. A 2.2 MWh, 1.1 MW Tesla battery, emulating operations at the University of Queensland's…

系统与控制 · 电气工程与系统科学 2025-11-19 Arnab Bhattacharjee

While substantial advances are observed in probabilistic forecasting for power system operation and electricity market applications, most approaches are still developed in a univariate framework. This prevents from informing about the…

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time…

The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a…

系统与控制 · 电气工程与系统科学 2020-03-31 Robert Mieth , Jip Kim , Yury Dvorkin

The start up costs in many kinds of generators lead to complex cost structures, which in turn yield severe market loopholes in the locational marginal price (LMP) scheme. Convex hull pricing (a.k.a. extended LMP) is proposed to improve the…

最优化与控制 · 数学 2020-02-19 Jian Sun , Chenye Wu

In this paper we calculate the incremental system production cost associated with a measure of locational power injection uncertainty that can be interpreted as a locational price for tracking power fluctuations. This Locational Price of…

系统与控制 · 电气工程与系统科学 2020-01-07 Adria E. Brooks , Bernard C. Lesieutre

The increasing vulnerability of power systems has heightened the need for operating reserves to manage contingencies such as generator outages, line failures, and sudden load variations. Unlike energy costs, driven by consumer demand,…

系统与控制 · 电气工程与系统科学 2025-06-06 Luiza Ribeiro , Alexandre Street , Jose Manuel Arroyo , Rodrigo Moreno

Current reserve procurement approaches ignore the stochastic nature of reserve asset availability itself and thus limit the type and volume of reserve offers. This paper develops a reliability-aware probabilistic approach that allows…

系统与控制 · 电气工程与系统科学 2021-10-27 Lars Herre , Pierre Pinson , Spyros Chatzivasileiadis

The integration of renewable energy resources (RES) in the power grid can reduce carbon intensity, but also presents certain challenges. The uncertainty and intermittent nature of RES emphasize the need for flexibility in power systems.…

系统与控制 · 电气工程与系统科学 2025-04-18 Shijie Pan , Gerrit Rolofs , Luca Pontecorvi , Charalambos Konstantinou

We consider some crucial problems related to the secure and reliable operation of power systems with high renewable penetrations: how much reserve should we procure, how should reserve resources distribute among different locations, and how…

系统与控制 · 电气工程与系统科学 2021-07-19 Jiantao Shi , Ye Guo , Lang Tong , Wenchuan Wu , Hongbin Sun