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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

2026
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The Value of Ancillary Services for Electrolyzers

Johnsen, Andrea Gloppen ; Mitridati, Lesia ; Zarrilli, Donato ; Kazempour, Jalal
in: Computers & Chemical Engineering, vol: 204

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1016/j.compchemeng.2025.109360

2025
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Aggregator of Electric Vehicles Bidding in Nordic FCR-D Markets: A Chance-Constrained Program

Lunde, Gustav A. ; Damm, Emil V. ; Gade, Peter A. V. ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 40, issue: 6, pages: 4648-4659

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1109/TPWRS.2025.3558868

 

Betting vs. Trading: Learning a Linear Decision Policy for Selling Wind Power and Hydrogen

Heiser, Yannick ; Pourahmadi, Farzaneh ; Kazempour, Jalal
Presented at:
12th Bulk Power System Dynamics and Control Symposium

Type: Paper (Peer reviewed)

Status: Published     |    Year: 2025

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Betting vs. Trading: Learning a Linear Decision Policy for Selling Wind Power and Hydrogen

Heiser, Yannick ; Pourahmadi, Farzaneh ; Kazempour, Jalal
in: Sustainable Energy, Grids and Networks, vol: 43

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1016/j.segan.2025.101848

 

Bidding in Ancillary Service Markets: An Analytical Approach Using Extreme Value Theory

Herstad, Torine Reed ; Kazempour, Jalal ; Mitridati, Lesia ; Zwart, Bert
in: Computational Management Science

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2025

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Contracting Strategies for Electrolyzers to Secure Grid Connection: The Dutch Case

Swarts, Thomas ; Kazempour, Jalal ; van den Akker, Wouter ; Morren, Johan ; van Voorden, Arjan ; Slootweg, Han
part of: Proceedings of 2025 IEEE Kiel PowerTech, 2025
Presented at:
IEEE PowerTech 2025

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1109/PowerTech59965.2025.11180471

 

Day-Ahead Bidding Strategies for Wind Farm Operators under a One-Price Balancing Scheme

Bruninx, Max ; Verstraeten, Timothy ; Kazempour, Jalal ; Helsen, Jan
part of: Proceedings of E-Energy '25: The 16th ACM International Conference on Future and Sustainable Energy System, pages: 720-727, 2025
Presented at:
16th ACM International Conference on Future and Sustainable Energy System

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1145/3679240.3734639

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Dynamic Dimensioning of Frequency Containment Reserves: The Case of the Nordic Grid

Janssen, Jöbke ; Zocca, Alessandro ; Zwart, Bert ; Kazempour, Jalal
in: IEEE Transactions on Power Systems

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2025

 

Electricity-Aware Bid Format for Coordinated Heat and Electricity Market Clearing

Mitridati, Lesia ; Kazempour, Jalal ; van Hentenryck, Pascal
in: ACM SIGENERGY Energy Informatics Review

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2025

 

Electricity-Aware Bid Format for Coordinated Heat and Electricity Market Clearing

Mitridati, Lesia ; Kazempour, Jalal ; van Hentenryck, Pascal
part of: Proceedings of 14th DACH+ Conference on Energy Informatics, 2025
Presented at:
14th DACH+ Conference on Energy Informatics

Type: Article in proceedings (Peer reviewed)

Status: Accepted/In press     |    Year: 2025


https://www.cee.elektro.dtu.dk/research/postdocs/stochastic-complementarity-models-within-energy-markets
17 NOVEMBER 2025