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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

2020
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Heat and Electricity Market Coordination: A Scalable Complementarity Approach

Mitridati, Lesia Marie-Jeanne Mariane ; Kazempour, Jalal ; Pinson, Pierre
in: European Journal of Operational Research, vol: 283, issue: 3, pages: 1107-1123

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1016/j.ejor.2019.11.072

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Market-based Coordination of Integrated Electricity and Natural Gas Systems Under Uncertain Supply

Ordoudis, Christos ; Delikaraoglou, Stefanos ; Kazempour, Jalal ; Pinson, Pierre
in: European Journal of Operational Research, vol: 287, issue: 3, pages: 1105-1119

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1016/j.ejor.2020.05.007

2019
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A Mid-Term DSO Market for Capacity Limits: How to Estimate Opportunity Costs of Aggregators?

Ziras, Charalampos ; Kazempour, Jalal ; Kara, Emre Can ; Bindner, Henrik W. ; Pinson, Pierre ; Kiliccote, Sila
in: IEEE Transactions on Smart Grid, vol: 11, issue: 1, pages: 334 - 345

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2019     |    DOI: https://doi.org/10.1109/TSG.2019.2921402

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Congestion Management in Distribution Networks With Asymmetric Block Offers

Hermann, Alexander Niels August ; Kazempour, Jalal ; Huang, Shaojun ; Østergaard, Jacob
in: IEEE Transactions on Power Systems, vol: 34, issue: 6, pages: 4382-4392

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2019     |    DOI: https://doi.org/10.1109/TPWRS.2019.2912386

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Electricity Market Equilibrium Under Information Asymmetry

Dvorkin, Vladimir ; Kazempour, Jalal ; Pinson, Pierre
in: Operations Research Letters, vol: 47, issue: 6, pages: 521-526

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2019     |    DOI: https://doi.org/10.1016/j.orl.2019.09.005

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Incentive-Compatibility in a Two-Stage Stochastic Electricity Market with High Wind Power Penetration

Exizidis, Lazaros ; Kazempour, Jalal ; Papakonstantinou, Athanasios ; Pinson, Pierre ; De Greve, Zacharie ; Vallee, Francois
in: IEEE Transactions on Power Systems, vol: 34, issue: 4, pages: 2846 - 2858

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2019     |    DOI: https://doi.org/10.1109/TPWRS.2019.2901249

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Incorporating Non-Convex Operating Characteristics into Bi-Level Optimization Electricity Market Models

Ye, Yujian ; Papadaskalopoulos, Dimitrios ; Kazempour, Jalal ; Strbac, Goran
in: IEEE Transactions on Power Systems, vol: 35, issue: 1, pages: 163 - 176

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2019     |    DOI: https://doi.org/10.1109/TPWRS.2019.2925317

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Optimal power flow under uncertainty: An extensive out-of-sample analysis

Arrigo, Adriano ; Ordoudis, Christos ; Kazempour, Jalal ; De Grève, Zacharie ; Toubeau, Jean-François ; Vallée, François
part of: Proceedings of 2019 IEEE PES Innovative Smart Grid Technologies Europe, 2019
Presented at:
2019 IEEE PES Innovative Smart Grid Technologies Europe

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2019     |    DOI: https://doi.org/10.1109/isgteurope.2019.8905752

2018
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A Bilevel Model for Participation of a Storage System in Energy and Reserve Markets

Nasrolahpour, Ehsan ; Kazempour, Jalal ; Zareipour, Hamidreza ; Rosehart, William D.
in: IEEE Transactions on Sustainable Energy, vol: 9, issue: 2, pages: 582 - 598

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TSTE.2017.2749434

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A consensus-ADMM approach for strategic generation investment in electricity markets

Dvorkin, Vladimir ; Kazempour, Jalal ; Baringo, Luis ; Pinson, Pierre
part of: Proceedings of 57th IEEE Conference on Decision and Control , pages: 780-785, 2018
Presented at:
57th IEEE Conference on Decision and Control

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/CDC.2018.8619240


https://www.cee.elektro.dtu.dk/da/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=61&id=103136
6 MAY 2025