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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

2022
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Ecosystem for Demand-side Flexibility Revisited: The Danish Solution

Gade, Peter A. V. ; Skjøtskift, Trygve ; Bindner, Henrik W. ; Kazempour, Jalal
in: The Electricity Journal, vol: 35, issue: 9

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.tej.2022.107206

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Market Integration of Excess Heat

Frölke, Linde ; Palm, Ida-Marie ; Kazempour, Jalal
in: Electric Power Systems Research, vol: 212
Presented at:
XXII Power Systems Computation Conference

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.epsr.2022.108459

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Modeling Gas Flow Directions as State Variables: Does it Provide More Flexibility to Power Systems?

Shin, Junesoo ; Werner, Yannick ; Kazempour, Jalal
in: Electric Power Systems Research, vol: 212
Presented at:
XXII Power Systems Computation Conference

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.epsr.2022.108502

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Multi-Stage Linear Decision Rules for Stochastic Control of Natural Gas Networks with Linepack

Dvorkin, Vladimir ; Mallapragada, Dharik ; Botterud, Audun ; Kazempour, Jalal ; Pinson, Pierre
in: Electric Power Systems Research, vol: 212
Presented at:
XXII Power Systems Computation Conference

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.epsr.2022.108388

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Regression markets and application to energy forecasting

Pinson, Pierre ; Han, Liyang ; Kazempour, Jalal
in: TOP, vol: 30, pages: 533-573

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1007/s11750-022-00631-7

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Stochastic Control and Pricing for Natural Gas Networks

Dvorkin, Vladimir ; Ratha, Anubhav ; Pinson, Pierre ; Kazempour, Jalal
in: IEEE Transactions on Control of Network Systems, vol: 9, issue: 1, pages: 450 - 462

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1109/TCNS.2021.3112764

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Trading Data for Wind Power Forecasting: A Regression Market with Lasso Regularization

Han, Liyang ; Pinson, Pierre ; Kazempour, Jalal
in: Electric Power Systems Research, vol: 212
Presented at:
XXII Power Systems Computation Conference

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2022     |    DOI: https://doi.org/10.1016/j.epsr.2022.108442

2021
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Access Economy for Storage in Energy Communities

Vespermann, Niklas ; Hamacher, Thomas ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 36, issue: 3, pages: 2234 - 2250

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TPWRS.2020.3033999

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Coordination of Power and Natural Gas Markets via Financial Instruments

Schwele, Anna ; Ordoudis, Christos ; Pinson, Pierre ; Kazempour, Jalal
in: Computational Management Science, vol: 18, pages: 505–538

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1007/s10287-021-00403-x

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Design of a Continuous Local Flexibility Market with Network Constraints

Prat, Eléa ; Herre, Lars Finn ; Kazempour, Jalal ; Chatzivasileiadis, Spyros
part of: Proceedings of 2021 IEEE PowerTech, 2021
Presented at:
2021 IEEE Madrid PowerTech

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/PowerTech46648.2021.9494978


https://www.cee.elektro.dtu.dk/da/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=31&id=103136
6 MAY 2025