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Virtual bidding plays an important role in two-settlement electric power markets, as it can reduce discrepancies between day-ahead and real-time markets. Renewable energy penetration increases volatility in electricity prices, making…

The increase in renewable energy on the consumer side gives place to new dynamics in the energy grids. Participants in a microgrid can produce energy and trade it with their peers (peer-to-peer) with the permission of the energy provider.…

机器学习 · 计算机科学 2022-10-26 Nicolas Avila , Shahad Hardan , Elnura Zhalieva , Moayad Aloqaily , Mohsen Guizani

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

应用统计 · 统计学 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

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

An optimal scheduling model for a microgrid participating in the electricity distribution market in interaction with a Distribution Market Operator (DMO) is proposed in this paper. The DMO administers the established electricity market in…

系统与控制 · 计算机科学 2016-11-15 Sina Parhizi , Amin Khodaei , Mohammad Shahidehpour

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

应用统计 · 统计学 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

Electricity prices in liberalized markets are determined by the supply and demand for electric power, which are in turn driven by various external influences that vary strongly in time. In perfect competition, the merit order principle…

机器学习 · 计算机科学 2022-12-12 Julius Trebbien , Leonardo Rydin Gorjão , Aaron Praktiknjo , Benjamin Schäfer , Dirk Witthaut

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among…

机器学习 · 计算机科学 2024-02-14 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

统计金融 · 定量金融 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting prices in wholesale electricity markets for a whole spectrum…

统计金融 · 定量金融 2022-04-26 Arkadiusz Jędrzejewski , Jesus Lago , Grzegorz Marcjasz , Rafał Weron

This paper undertakes a comprehensive investigation of electricity price forecasting methods, focused on the Irish Integrated Single Electricity Market, particularly on changes during recent periods of high volatility. The primary objective…

机器学习 · 计算机科学 2024-08-13 Ben Harkin , Xueqin Liu

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

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

Understanding and predicting the electricity demand responses to prices are critical activities for system operators, retailers, and regulators. While conventional machine learning and time series analyses have been adequate for the routine…

信号处理 · 电气工程与系统科学 2024-10-07 Adrian Esteban-Perez , Derek Bunn , Yashar Ghiassi-Farrokhfal

Accurate and reliable electricity price forecasting has significant practical implications for grid management, renewable energy integration, power system planning, and price volatility management. This study focuses on enhancing…

计量经济学 · 经济学 2024-12-12 Joseph Nyangon , Ruth Akintunde

Energy is a critical driver of modern economic systems. Accurate energy price forecasting plays an important role in supporting decision-making at various levels, from operational purchasing decisions at individual business organizations to…

机器学习 · 计算机科学 2024-11-07 Alexandru-Victor Andrei , Georg Velev , Filip-Mihai Toma , Daniel Traian Pele , Stefan Lessmann

The recent energy crisis starting in 2021 led to record-high gas, coal, carbon and power prices, with electricity reaching up to 40 times the pre-crisis average. This had dramatic consequences for operational and risk management prompting…

应用统计 · 统计学 2024-08-27 Paul Ghelasi , Florian Ziel

This paper presents a dynamic pricing and energy management framework for electric vehicle (EV) charging service providers. To set the charging prices, the service providers faces three uncertainties: the volatility of wholesale electricity…

信号处理 · 电气工程与系统科学 2018-01-10 Chao Luo , Yih-Fang Huang , Vijay Gupta

The flexible loads in power systems, such as interruptible and transferable loads, are critical flexibility resources for mitigating power imbalances. Despite their potential, accurate modeling of these loads is a challenging work and has…

系统与控制 · 电气工程与系统科学 2025-03-06 Mingji Chen , Shuai Lu , Wei Gu , Zhaoyang Dong , Yijun Xu , Jiayi Ding

The evolution of smart microgrid and its demand-response characteristics not only will change the paradigms of the century-old electric grid but also will shape the electricity market. In this new market scenario, once always energy…

系统与控制 · 计算机科学 2017-04-24 Mosaddek Hossain Kamal Tushar , Chadi Assi