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Stochastic complementarity models within energy markets

The newly established stochastic complementarity optimization tools are properly compatible with most decision-making problems within energy markets, since they appropriately model the markets functioning while representing the potential uncertainties plaguing markets.

Accordingly, the applicability of stochastic complementarity tools into the following research works related to the energy markets are expected to be investigated:

• Strategic ramp offering of a producer in a renewable-integrated electricity market
• Optimal long-term strategy of a trader in a renewable-integrated electricity market
• Optimal decisions of a distribution operator considering diverse distribution energy resources
• Optimal network simplification of a renewable-integrated power system
• Strategic offering of a gas-fired electricity producer considering interactions between electricity and gas markets
• Strategic wind producer in a two-settlement electricity market.

Supported by the Danish projects PROAIN and “5s” (Danish Strategic Research Council) 

Publikationer rss feed

2023
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Electrolyzer Scheduling for Nordic FCR Services

Saretta, Marco ; Raheli, Enrica ; Kazempour, Jalal
part of: Proceedings of IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids (IEEE SmartGridComm), 2023
Presented at:
2023 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1109/SmartGridComm57358.2023.10333890

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Embedding Dependencies Between Wind Farms in Distributionally Robust Optimal Power Flow

Arrigo, Adriano ; Kazempour, Jalal ; De Grève, Zacharie ; Toubeau, Jean-François ; Vallée, François
in: IEEE Transactions on Power Systems, vol: 38, issue: 6, pages: 5156-5169

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1109/TPWRS.2022.3221348

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Moving from Linear to Conic Markets for Electricity

Ratha, Anubhav ; Pinson, Pierre ; Le Cadre, Hélène ; Virag, Ana ; Kazempour, Jalal
in: European Journal of Operational Research, vol: 309, issue: 2, pages: 762-783

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1016/j.ejor.2022.12.025

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On ambiguity-averse market equilibrium

Vespermann, Niklas ; Hamacher, Thomas ; Kazempour, Jalal
in: Optimization Letters, vol: 17, pages: 1379-1412

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1007/s11590-022-01935-0

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Online Decision Making for Trading Wind Energy

Muñoz, Miguel Angel ; Pinson, Pierre ; Kazempour, Jalal
in: Computational Management Science, vol: 20

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1007/s10287-023-00462-2

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Optimization of Hybrid Power Plants

Baumhof, Manuel Tobias ; Raheli, Enrica ; Johnsen, Andrea Gloppen ; Kazempour, Jalal
part of: Proceedings of 2023 IEEE PowerTech Conference, 2023
Presented at:
2023 IEEE Belgrade PowerTech

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1109/PowerTech55446.2023.10202860

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Power Systems Optimization under Uncertainty: A Review of Methods and Applications

Roald, Line ; Pozo, David ; Papavasiliou, Anthony ; Molzahn, Daniel K. ; Kazempour, Jalal ; Conejo, Antonio J.
in: Electric Power Systems Research, vol: 214, issue: Part A
Presented at:
XXII Power Systems Computation Conference

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1016/j.epsr.2022.108725

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Synergy Among Flexible Demands: Forming a Coalition to Earn More from Reserve Market

Gade, Peter Alexander Vistar ; Skjøtskift, Trygve ; Bindner, Henrik W. ; Kazempour, Jalal
part of: Proceedings of IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids (IEEE SmartGridComm), 2023
Presented at:
2023 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1109/SmartGridComm57358.2023.10333924

2022
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A Complementarity Model for Electric Power Transmission-Distribution Coordination Under Uncertainty

Hermann, Alexander Niels August ; Jensen, Tue Vissing ; Østergaard, Jacob ; Kazempour, Jalal
in: European Journal of Operational Research, vol: 299, issue: 1, pages: 313-329

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.ejor.2021.08.018

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A local flexibility market mechanism with capacity limitation services

Heinrich, Carsten ; Ziras, Charalampos ; Jensen, Tue Vissing ; Bindner, Henrik W. ; Kazempour, Jalal
in: Energy Policy, vol: 156

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.enpol.2021.112335


https://www.cee.elektro.dtu.dk/da/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=21&id=103136
3 MAY 2025