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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

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

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. In order to maintain system reliability and security, electricity market operators need to keep certain reserves in the…

最优化与控制 · 数学 2015-12-21 Hongxing Ye , Zuyi Li

Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off…

最优化与控制 · 数学 2021-06-14 Alvaro Gonzalez-Castellanos , Anton Hinneck , Robert Mieth , David Pozo , Yury Dvorkin

Modern market management systems continue to evolve due to the intentions to improve system security and reliability. This evolvement has been leading to a transition of market auction models from a deterministic structure with…

系统与控制 · 电气工程与系统科学 2021-02-22 Mohammad Ghaljehei , Mojdeh Khorsand

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

While peer-to-peer energy trading has the potential to harness the capabilities of small-scale energy resources, a peer-matching process often overlooks power grid conditions, yielding increased losses, line congestion, and voltage…

系统与控制 · 电气工程与系统科学 2025-01-28 Hyun Joong Kim , Yong Hyun Song , Jip Kim

Securing an adequate supply of dispatchable resources is critical for keeping a power system reliable under high penetrations of variable generation. Traditional resource adequacy mechanisms are poorly suited to exploiting the growing…

系统与控制 · 电气工程与系统科学 2022-10-27 Farhad Billimoria , Filiberto Fele , Iacopo Savelli , Thomas Morstyn , Malcolm McCulloch

In pursuit of carbon neutrality, many countries have adopted renewable portfolio standards to facilitate the integration of renewable energy. However, increasing penetration of renewable energy resources will also pose higher requirements…

系统与控制 · 电气工程与系统科学 2023-12-27 Wenli Wu , Ye Guo , Jiantao Shi

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

系统与控制 · 电气工程与系统科学 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

This paper studies the problem of procuring diverse resources in a forward market to cover a set $\bf{E}$ of uncertain demand signals $\bf{e}$. We consider two scenarios: (a) $\bf{e}$ is revealed all at once by an oracle (b) $\bf{e}$…

最优化与控制 · 数学 2019-06-10 Sen Li , Akhil Shetty , Kameshwar Poolla , Pravin Varaiya

This paper proposes a novel framework to price energy storage in economic dispatch with a social welfare maximization objective. This framework can be utilized by power system operators to generate default bids for storage or to benchmark…

系统与控制 · 电气工程与系统科学 2026-05-08 Ning Qi , Ningkun Zheng , Bolun Xu

Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

机器学习 · 计算机科学 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

In order to deal with market power that sporadically results from contingencies (e.g., severe weather, plant outages) most electricity markets have institutions in charge of monitoring market performance and mitigating market power. The…

最优化与控制 · 数学 2017-03-07 Shi Pu , Alfredo Garcia

Electricity market mechanisms designed to steer sustainable generation of electricity play an important role for the energy transition intended to mitigate climate change. One of the major problems is to complement volatile renewable energy…

计算机与社会 · 计算机科学 2017-05-01 Cem Kiyak , Andreas de Vries

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

系统与控制 · 电气工程与系统科学 2019-12-19 Yury Dvorkin

In this paper, the intra-day multi-interval rolling-window joint dispatch and pricing of energy and reserve is studied under increasing volatile and uncertain renewable generations. A look-ahead energy-reserve co-optimization model is…

系统与控制 · 电气工程与系统科学 2023-08-09 Jiantao Shi , Ye Guo , Wenchuan Wu , Hongbin Sun

Meeting the ever-growing needs of the power grid requires constant infrastructure enhancement. There are two important aspects for a grid ability to ensure continuous and reliable electricity delivery to consumers: capacity, the maximum…

最优化与控制 · 数学 2024-07-08 Rene Carmona , Xinshuo Yang , Claire Zeng

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

机器学习 · 计算机科学 2025-01-15 Xin Lu
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