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Data analytics and machine learning techniques are being rapidly adopted into the power system, including power system control as well as electricity market design. In this paper, from an adversarial machine learning point of view, we…

机器学习 · 计算机科学 2019-11-19 Jingshi Cui , Haoxiang Wang , Chenye Wu , Yang Yu

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

应用统计 · 统计学 2023-06-27 Raffaele Sgarlato

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

Some consumers, particularly households, are unwilling to face volatile electricity prices, and they can perceive as unfair price differentiation in the same local area. For these reasons, nodal prices in distribution networks are rarely…

综合经济学 · 经济学 2021-06-09 Iacopo Savelli , Thomas Morstyn

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

信号处理 · 电气工程与系统科学 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang

Researchers and electricity sector practitioners frequently require the supply curve of electricity markets and the price elasticity of supply for purposes such as price forecasting, policy analyses or market power assessment. It is common…

计量经济学 · 经济学 2025-12-01 Jorge Sánchez Canales , Alice Lixuan Xu , Chiara Fusar Bassini , Lynn H. Kaack , Lion Hirth

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the…

We present a novel recurrent neural network architecture specifically designed for day-ahead electricity price forecasting, aimed at improving short-term decision-making and operational management in energy systems. Our combined forecasting…

机器学习 · 统计学 2026-01-29 Souhir Ben Amor , Florian Ziel

At present, electricity markets largely ignore the fact that renewable power producers impose significant externalities on non-renewable energy producers. This is because consumers are generally guaranteed electricity within certain load…

最优化与控制 · 数学 2016-11-28 Ashkan Zeinalzadeh , Indraneel Chakraborty , Vijay Gupta

The electricity industry has been one of the first to face technological changes motivated by sustainability concerns. Whilst efficiency aspects of market design have tended to focus upon market power concerns, the new policy challenges…

理论经济学 · 经济学 2023-04-06 Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán , Derek Bunn , Juan Rosellón

Solving the optimal power flow (OPF) problem in real-time electricity market improves the efficiency and reliability in the integration of low-carbon energy resources into the power grids. To address the scalability and adaptivity issues of…

机器学习 · 计算机科学 2021-06-22 Shaohui Liu , Chengyang Wu , Hao Zhu

Electricity price forecasting approaches generally fall into two categories: data-driven models, which learn from historical patterns, or fundamental models, which simulate market mechanisms. We propose a novel and highly efficient…

应用统计 · 统计学 2026-01-27 Paul Ghelasi , Florian Ziel

Data centers (DCs) are emerging as large, geographically distributed, controllable loads whose participation in electricity markets can significantly affect grid operation, especially when cloud platforms shift workloads across sites to…

系统与控制 · 电气工程与系统科学 2026-04-09 Shijie Pan , Zaint A. Alexakis , Charalambos Konstantinou

Electricity is bought and sold in wholesale markets at prices that fluctuate significantly. Short-term forecasting of electricity prices is an important endeavor because it helps electric utilities control risk and because it influences…

计算机与社会 · 计算机科学 2018-05-16 Elaheh Fata , Igor Kadota , Ian Schneider

In this paper we introduce the problem of dynamic pricing of power for smart-grid networks. This is studied within a network utility maximization (NUM) framework in a deterministic setting with a single provider, multiple users and a finite…

系统与控制 · 计算机科学 2015-03-20 Qingsi Wang , Mingyan Liu , Rahul Jain

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

机器学习 · 计算机科学 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang

This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their…

数理金融 · 定量金融 2021-07-30 Thomas Deschatre , Olivier Féron , Pierre Gruet

Traditional electric energy markets do not explicitly model generator contingencies. To improve the representation of resources and to enhance the modeling of uncertainty, existing markets are moving in the direction of including generator…

系统与控制 · 电气工程与系统科学 2019-10-08 N. G. Singhal , J. Kwon , K. W. Hedman

We consider the problem of energy management in microgrid networks. A microgrid is capable of generating a limited amount of energy from a renewable resource and is responsible for handling the demands of its dedicated customers. Owing to…

Minimizing the peak power consumption and matching demand to supply, under fixed threshold polices, are two key requirements for the success of the future electricity market. In this work, we consider dynamic pricing methods to minimize the…