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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

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

计算机科学与博弈论 · 计算机科学 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

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

The growing share of proactive actors in the electricity markets calls for more attention on prosumers and more support for their decision-making under decentralized electricity markets. In view of the changing paradigm, it is crucial to…

最优化与控制 · 数学 2021-05-24 Ni Wang , Remco Verzijlbergh , Petra Heijnen , Paulien Herder

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

系统与控制 · 计算机科学 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…

系统与控制 · 计算机科学 2020-04-28 Robert Mieth , Yury Dvorkin

With the development of the smart grid concept and the increasing expansion of advanced communication and measurement equipment, consumers can actively participate in the power system operation. The intelligent use of these facilities…

系统与控制 · 电气工程与系统科学 2023-12-07 Mohammad Panahazari , Minoo Mohebbifar , Vahid Nazari Farsani , Mahmoud-Reza Haghifam

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

统计金融 · 定量金融 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

The shift towards decentralized and renewable energy sources has introduced significant challenges to traditional power systems, necessitating innovative market designs. Local energy markets present a viable solution for integrating…

系统与控制 · 电气工程与系统科学 2024-10-18 Markus Doepfert , Soner Candas , Hermann Kraus , Peter Tzscheutschler , Thomas Hamacher

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 implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

系统与控制 · 电气工程与系统科学 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

Over the past years, distributed energy resources (DER) have been the object of many studies, which recognise and establish their emerging role in the future of power systems. However, the implementation of many scenarios and mechanism are…

系统与控制 · 计算机科学 2018-09-20 Jaysson Guerrero , Archie Chapman , Gregor Verbic

The new technologies emerging in the energy sector pose new requirements for both the regulation and operation of the electricity grid. Revised tariff structures and the introduction of local markets are two approaches that could tackle the…

系统与控制 · 电气工程与系统科学 2021-03-19 Bence Suto , Daniel Divenyi

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

最优化与控制 · 数学 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

In recent years extensive research has been conducted on the development of different models that enable energy trading between prosumers and consumers due to expected high integration of distributed energy resources. Some of the most…

Renewable power sources have low marginal pro-duction costs, but may result in high balancing costs due to the inherent production uncertainty. Current day-ahead markets elicit only point production profiles and neglect the degree of…

系统与控制 · 电气工程与系统科学 2026-04-06 Shobhit Singhal , Lesia Mitridati , Licio Romao

As pressures to decarbonize the electricity grid increase, the grid edge is witnessing a rapid adoption of distributed and renewable generation. As a result, traditional methods for reactive power management and compensation may become…

最优化与控制 · 数学 2024-04-04 Adam Potter , Rabab Haider , Giulio Ferro , Michela Robba , Anuradha M. Annaswamy

As the number of prosumers with distributed energy resources (DERs) grows, the conventional centralized operation scheme may suffer from conflicting interests, privacy concerns, and incentive inadequacy. In this paper, we propose an energy…

计算机科学与博弈论 · 计算机科学 2022-06-29 Yue Chen , Changhong Zhao , Steven H. Low , Adam Wierman

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through conic bids, and a…

理论经济学 · 经济学 2022-12-20 Anubhav Ratha , Pierre Pinson , Hélène Le Cadre , Ana Virag , Jalal Kazempour

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
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