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Market power behaviour often occurs in modern wholesale electricity markets. Mixed Complementarity Problems (MCPs) have been typically used for computational modelling of market power when it is characterised by an oligopoly with…

最优化与控制 · 数学 2020-01-13 Mel T. Devine , Sauleh Siddiqui

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

计算机科学与博弈论 · 计算机科学 2014-10-07 Mohammad Rasouli , Demosthenis Teneketzis

The energy transition is expected to significantly increase the share of renewable energy sources whose production is intermittent in the electricity mix. Apart from key benefits, this development has the major drawback of generating a…

交易与市场微观结构 · 定量金融 2023-01-30 Thibaut Théate , Antonio Sutera , Damien Ernst

This paper studies the duopoly competition between renewable energy suppliers with or without energy storage in a local energy market. The storage investment brings the benefits of stabilizing renewable energy suppliers' outputs, but it…

系统与控制 · 电气工程与系统科学 2019-10-15 Dongwei Zhao , Hao Wang , Jianwei Huang , Xiaojun Lin

This study investigates long-term investment decisions in distributed photovoltaic panels by individual investors. We consider a setting where investment decisions are driven by expected revenue from participating in short-term electricity…

系统与控制 · 电气工程与系统科学 2026-02-19 Mehdi Davoudi , Junjie Qin , Xiaojun Lin

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

计算机科学与博弈论 · 计算机科学 2014-01-20 Mohammad Rasouli , Demosthenis Teneketzis

This paper analyses the interaction between centralised carbon emissive technologies and distributed intermittent non-emissive technologies. In our model, there is a representative consumer who can satisfy her electricity demand by…

最优化与控制 · 数学 2019-11-12 René Aïd , Matteo Basei , Huyên Pham

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

最优化与控制 · 数学 2012-07-13 John N. Tsitsiklis , Yunjian Xu

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

综合金融 · 定量金融 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

This paper employs a game-theoretic approach to analyze investment decisions in Ireland's electricity market. It compares optimal electricity investment strategies among energy generators under a perfect competition framework with an…

最优化与控制 · 数学 2025-05-27 Davoud Hosseinnezhad , Mel T. Devine , Seán McGarraghy

This paper studies how platform design shapes strategic behavior in decentralized electricity trading. We develop a finite-horizon dynamic game in which photovoltaic- and battery-equipped players ("prosumers") trade on a platform that maps…

综合经济学 · 经济学 2026-03-23 Nicolas Eschenbaum , Nicolas Greber

Recent studies show that the fast growing expansion of wind power generation may lead to extremely high levels of price volatility in wholesale electricity markets. Storage technologies, regardless of their specific forms e.g. pump-storage…

最优化与控制 · 数学 2017-08-02 Amin Masoumzadeh , Ehsan Nekouei , Tansu Alpcan , Deb Chattopadhyay

The problem of dynamic pricing of electricity in a retail market is considered. A Stackelberg game is used to model interactions between a retailer and its customers; the retailer sets the day-ahead hourly price of electricity and consumers…

最优化与控制 · 数学 2016-03-01 Liyan Jia , Lang Tong

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

综合金融 · 定量金融 2018-05-31 Jethro Browell

We consider a price-maker company which generates electricity and sells it in the spot market. The company can increase its level of installed power by irreversible installations of solar panels. In absence of the company's economic…

最优化与控制 · 数学 2019-11-12 Torben Koch , Tiziano Vargiolu

In electricity markets with a dual-pricing scheme for balancing energy, controllable production units typically participate in the balancing market as "active" actors by offering regulating energy to the system, while renewable stochastic…

最优化与控制 · 数学 2018-12-20 Nicolò Mazzi , Alessio Trivella , Juan M. Morales

This work studies synergies arising from combining industrial demand response and local renewable electricity supply. To this end, we optimize the design of a local electricity generation and storage system with an integrated demand…

Investments into renewable energy are increasing rapidly around the world. Energy system models are able to provide insights into optimal investment capacities and thus are widely used to aid the long-term investment decision-making under…

最优化与控制 · 数学 2022-01-06 Ni Wang , Remco A. Verzijlbergh , Petra W. Heijnen , Paulien M. Herder

Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…

统计方法学 · 统计学 2025-02-21 Paul E. Seifert , Emil Kraft , Steffen Bakker , Stein-Erik Fleten

In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…

系统与控制 · 计算机科学 2013-10-02 Qingqing Huang , Mardavij Roozbehani , Munther A Dahleh
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