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The marginal price of electricity traditionally depends on the dual variables associated with relevant optimization goals. Particularly, in the optimal power flow realm, prices represent the cost of supplying an additional unit of power at…

最优化与控制 · 数学 2016-06-29 Kyri Baker

In this paper we formulate of the Economic Dispatch (ED) problem in Power Systems in continuous time and include in it ramping constraints to derive an expression of the price that reflects some important inter-temporal constraints of the…

最优化与控制 · 数学 2016-07-14 Anna Scaglione

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives for generators under the locational marginal pricing (LMP) and…

系统与控制 · 电气工程与系统科学 2020-12-29 Cong Chen , Ye Guo , Lang Tong

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives of profit-maximizing generators and shows that, under mild…

系统与控制 · 电气工程与系统科学 2021-08-13 Ye Guo , Cong Chen , Lang Tong

The problem of heat and electricity pricing in combined heat and power systems regarding the time scales of electricity and heat, as well as thermal energy quality, is studied. Based on the asynchronous coordinated dispatch of the combined…

系统与控制 · 电气工程与系统科学 2022-08-18 Xinyi Yi , Ye Guo , Hongbin Sun , Qiuwei Wu , Li Xiao

This paper develops a strategic model of trade between two regions in which, depending on the relation among output, financial resources and transportation costs, the adjustment of prices towards an equilibrium is studied. We derive…

最优化与控制 · 数学 2008-05-21 Iordan V. Iordanov , Stoyan V. Stoyanov , Andrey A. Vassilev

Energy storage is a key enabler towards a low-emission electricity system, but requires appropriate dispatch models to be economically coordinated with other generation resources in bulk power systems. This paper analyzes how different…

最优化与控制 · 数学 2022-07-26 Ningkun Zheng , Bolun Xu

We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…

最优化与控制 · 数学 2025-12-25 Yingjie Zhou , Xiaoqian Wang , Tao Li

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

We analyze pricing mechanisms in electricity markets with AC power flow equations that define a nonconvex feasible set for the economic dispatch problem. Specifically, we consider two possible pricing schemes. The first among these prices…

系统与控制 · 电气工程与系统科学 2021-10-04 Mariola Ndrio , Anna Winnicki , Subhonmesh Bose

This paper proposes a novel model of financial prices where: (i) prices are discrete; (ii) prices change in continuous time; (iii) a high proportion of price changes are reversed in a fraction of a second. Our model is analytically…

交易与市场微观结构 · 定量金融 2024-06-21 Neil Shephard , Justin J. Yang

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

统计金融 · 定量金融 2021-02-02 Michał Narajewski , Florian Ziel

Demand response (DR) leverages demand-side flexibility, offering a promising approach to enhance market conditions like mitigating wholesale price spikes. However, poorly chosen DR locations can inadvertently increase electricity prices.…

系统与控制 · 电气工程与系统科学 2024-08-06 Yufan Zhang , Honglin Wen , Tao Feng , Yize Chen

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

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

This paper considers the economic dispatch problem for a network of power generators and customers. In particular, our aim is to minimize the total generation cost under the power supply-demand balance and the individual generation capacity…

系统与控制 · 计算机科学 2021-01-11 Hyeonjun Yun , Hyungbo Shim , Hyo-Sung Ahn

The existing theorization of development economics and transition economics is probably inadequate and perhaps even flawed to accurately explain and analyze a dual economic system such as that in China. China is a country in the transition…

综合经济学 · 经济学 2021-10-06 Tianyong Zhou

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

统计金融 · 定量金融 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

The recent research report of U.S. Department of Energy prompts us to re-examine the pricing theories applied in electricity market design. The theory of spot pricing is the basis of electricity market design in many countries, but it has…

计量经济学 · 经济学 2017-10-24 Haoyong Chen , Lijia Han

This study focuses on order dispatch decisions within two-echelon supply chains, where order dispatch creates economic shipments to reduce delivery costs. Dispatching orders is often constrained by delivery windows, leading to penalty costs…

计算工程、金融与科学 · 计算机科学 2024-01-09 Khalid Y. Aram
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