中文
相关论文

相关论文: Virtual Trading in Multi-Settlement Electricity Ma…

200 篇论文

This paper presents an equilibrium model of dynamic trading, learning, and pricing by strategic investors with trading targets and price impact. Since trading targets are private, rebalancers and liquidity providers filter the child order…

交易与市场微观结构 · 定量金融 2021-08-09 Xiao Chen , Jin Hyuk Choi , Kasper Larsen , Duane J. Seppi

The demand response provides an opportunity for load serving entities (LSEs) that operate retail electricity markets (REMs) to strategically purchase energy and provide reserves in wholesale electricity markets (WEMs). This paper concerns…

最优化与控制 · 数学 2020-06-09 Hanchen Xu , Kaiqing Zhang , Junbo Zhang

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

We study day-ahead bidding strategies for wind farm operators under a one-price balancing scheme, prevalent in European electricity markets. In this setting, the profit-maximising strategy becomes an all-or-nothing strategy, aiming to take…

系统与控制 · 电气工程与系统科学 2025-06-30 Max Bruninx , Timothy Verstraeten , Jalal Kazempour , Jan Helsen

We propose a general two-period model where electrical vehicles (EVs) can reserve charging sessions in the day-ahead market and swap them in the real-time market. Under the model, we explore several candidate mechanisms for running the two…

系统与控制 · 电气工程与系统科学 2025-09-03 Pan-Yang Su , Yi Ju , Scott Moura , Shankar Sastry

The energetic flexibility of electric energy resources can be exploited when trading on wholesale energy and ancillary service markets. This paper considers the problem of a Balance Responsible Party to maximize its profit from trading on…

系统与控制 · 计算机科学 2018-04-12 Fabian L. Müller , Stefan Woerner , John Lygeros

Intraday electricity markets play an increasingly important role in balancing the intermittent generation of renewable energy resources, which creates a need for accurate probabilistic price forecasts. However, research to date has focused…

统计金融 · 定量金融 2025-04-15 Simon Hirsch , Florian Ziel

Green hydrogen production via electrolysis is crucial for decarbonization but faces significant economic hurdles primarily due to the high cost of the electricity. However, current electrolyzer-based hydrogen production processes…

最优化与控制 · 数学 2025-10-28 Zhichao Chen , Hongyuan Sheng , Hao Wang , Jiaze Ma

In the context of energy market clearing, non-merchant assets are assets that do not submit bids but whose operational constraints are included. Integrating energy storage systems as non-merchant assets can maximize social welfare. However,…

最优化与控制 · 数学 2025-05-05 Eléa Prat , Jonas Bodulv Broge , Richard M. Lusby

Electrified heating systems with thermal storage, such as electric boilers and heat pumps, represent a major source of demand-side flexibility. Under current electricity market designs, balance responsible parties (BRPs) operating such…

系统与控制 · 电气工程与系统科学 2026-02-20 Alessandro Quattrociocchi , Manisha Talukdar , Pere Izquierdo Gómez , Tomislav Dragicevic

The increasing trend of transportation electrification presents investors the opportunity to provide charging services to Electric Vehicle (EV) owners via the energy purchased from the wholesale electricity market. This will benefit EV…

系统与控制 · 电气工程与系统科学 2021-11-24 Reza Bayani , Arash Farokhi Soofi , Saeed D. Manshadi

Ambitious renewable portfolio standards motivate the incorporation of energy storage resources (ESR) as sources of flexibility. While the United States government aims to promote ESR participation in electricity markets, work on market…

系统与控制 · 电气工程与系统科学 2022-06-07 Weiqi Zhang , Philip A. Tominac , Victor M. Zavala

A linear function submission-based double-auction (LFS-DA) mechanism for a regional electricity network is proposed in this paper. Each agent in the network is equipped with a battery and a generator. Each agent simultaneously becomes a…

系统与控制 · 计算机科学 2023-01-18 Tadahiro Taniguchi , Koki Kawasaki , Yoshiro Fukui , Tomohiro Takata , Shiro Yano

We study a competitive electricity market equilibrium with two trading stages, day-ahead and real-time. The welfare of each market agent is exposed to uncertainty (here from renewable energy production), while agent information on the…

最优化与控制 · 数学 2021-02-03 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

Securing necessary resources for edge computing processes via effective resource trading becomes a critical technique in supporting computation-intensive mobile applications. Conventional onsite spot trading could facilitate this paradigm…

分布式、并行与集群计算 · 计算机科学 2021-08-17 Minghui Liwang , Ruitao Chen , Xianbin Wang , Xuemin , Shen

In this paper, we study a day ahead double energy auction in a distribution system involving dispatchable generation units, renewable generation units supported by battery storage systems(BSSs), fixed loads, price responsive loads, and…

系统与控制 · 计算机科学 2017-12-07 M. Nazif Faqiry , Ahmad Khaled Zarabie , Fatehullah Nassery , Hongyu Wu , Sanjoy Das

Internet market makers are always facing intense competitive environment, where personalized price reductions or discounted coupons are provided for attracting more customers. Participants in such a price war scenario have to invest a lot…

人工智能 · 计算机科学 2018-08-24 Chenchen Li , Xiang Yan , Xiaotie Deng , Yuan Qi , Wei Chu , Le Song , Junlong Qiao , Jianshan He , Junwu Xiong

Energy system models require a large amount of technical and economic data, the quality of which significantly influences the reliability of the results. Some of the variables on the important data source ENTSO-E transparency platform, such…

综合经济学 · 经济学 2023-02-23 Thomas Möbius , Mira Watermeyer , Oliver Grothe , Felix Müsgens

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the…

交易与市场微观结构 · 定量金融 2018-11-27 René Aïd , Pierre Gruet , Huyên Pham

The ATLAS model simulates the various stages of the electricity market chain in Europe, including the formulation of offers by different market actors, the coupling of European markets, strategic optimization of production portfolios and,…