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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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A Scenario-Spatial Decomposition Approach With a Performance Guarantee for the Combined Bidding of Cascaded Hydropower and Renewables

Santosuosso, Luca ; Camal, Simon ; Lett, Arthur ; Bontron, Guillaume ; Kazempour, Jalal ; Kariniotakis, Georges
in: IEEE Transactions on Power Systems, vol: 41, issue: 3, pages: 1662-1674

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1109/TPWRS.2025.3638005

 

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, vol: 23

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1007/s10287-025-00549-y

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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, vol: 41, issue: 3, pages: 1744-1755

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1109/TPWRS.2025.3637187

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Electricity Market Bidding for Renewable Electrolyzer Plants: An Opportunity Cost Approach

Johnsen, Andrea Gloppen ; Mitridati, Lesia ; Kazempour, Jalal ; Roald, Line
in: IEEE Transactions on Energy Markets, Policy and Regulation, vol: 4, issue: 1, pages: 10-24

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1109/TEMPR.2025.3625860

 

On the Efficiency of Energy Markets with Non-Merchant Storage

Frölke, Linde ; Prat, Eléa ; Pinson, Pierre ; Lusby, Richard M. ; Kazempour, Jalal
in: Energy Systems

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1007/s12667-024-00660-0

 

Privacy-Preserving Convex Optimization: When Differential Privacy Meets Stochastic Programming

Dvorkin, Vladimir ; Fioretto, Ferdinando ; van Hentenryck, Pascal ; Pinson, Pierre ; Kazempour, Jalal
part of: Proceedings of 2025 IEEE 64th Conference on Decision and Control (CDC), pages: 8149-8156, 2026
Presented at:
2025 IEEE 64th Conference on Decision and Control

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1109/CDC57313.2025.11312534

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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

 

Towards European Hydrogen Market Design: Perspectives from Transmission System Operators

Saretta, Marco ; Raheli, Enrica ; Kazempour, Jalal
in: Energy Policy

Type: Journal article

Status: Submitted     |    Year: 2026     |    DOI: https://doi.org/10.48550/arXiv.2603.26451

 

Towards Replication-Robust Analytics Markets

Falconer, Thomas ; Kazempour, Jalal ; Pinson, Pierre
in: INFORMS Journal on Data Science

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1287/ijds.2025.0075.cd

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

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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

 

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

Mitridati, Lesia ; Kazempour, Jalal ; van Hentenryck, Pascal
in: ACM SIGENERGY Energy Informatics Review, vol: 5, issue: 3, pages: 275-286

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1145/3777518.3777543

 

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: Published     |    Year: 2025

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Flexibility of Integrated Power and Gas Systems: Gas Flow Modeling and Solution Choices Matter

Raheli, Enrica ; Werner, Yannick ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 40, issue: 3, pages: 2130-2142

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1109/TPWRS.2024.3502541

 

Hedging Hydrogen: Planning and Contracting Under Uncertainty for a Green Hydrogen Producer

Palmer, Owen ; Radet, Hugo ; Camal, Simon ; Kazempour, Jalal ; Girard, Robin
in: Energy Economics, vol: 152

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1016/j.eneco.2025.108981

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How Can Energy Communities Provide Grid Services?

Crowley, Bennevis ; Kazempour, Jalal ; Mitridati, Lesia
in: Applied Energy, vol: 382

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1016/j.apenergy.2024.125154

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Learning Prosumer Behavior in Energy Communities: Integrating Bilevel Programming and Online Learning

Crowley, Bennevis ; Kazempour, Jalal ; Mitridati, Lesia ; Alizadeh, Mahnoosh
in: Applied Energy, vol: 392

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1016/j.apenergy.2025.125932

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Unit Commitment Predictor With a Performance Guarantee: A Support Vector Machine Classifier

Pourahmadi, Farzaneh ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 40, issue: 1, pages: 715-727

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1109/TPWRS.2024.3400405

2024
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A Market for Trading Forecasts: A Wagering Mechanism

Raja, Aitazaz Ali ; Pinson, Pierre ; Kazempour, Jalal ; Grammatico, Sergio
in: International Journal of Forecasting, vol: 40, issue: 1, pages: 142-159

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1016/j.ijforecast.2023.01.007

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Bayesian Regression Markets

Falconer, Thomas ; Kazempour, Jalal ; Pinson, Pierre
in: Journal of Machine Learning Research, vol: 25

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024

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Electrolysis as a Flexibility Resource on Energy Islands: The Case of the North Sea

Lüth, Alexandra ; Werner, Yannick ; Egging-Bratseth, Ruud ; Kazempour, Jalal
in: Energy Policy

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1016/j.enpol.2023.113921

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Energy-Intensive Industries Providing Ancillary Services: A Real Case of Zinc Galvanizing Process

Gade, Peter Alexander Vistar ; Skjøtskift, Trygve ; Bindner, Henrik W. ; Kazempour, Jalal
part of: Proceedings of 2024 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids (SmartGridComm), pages: 419-425, 2024
Presented at:
IEEE SmartGridComm 2024

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1109/SmartGridComm60555.2024.10738121

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Feature-Driven Strategies for Trading Wind Power and Hydrogen

Helgren, Emil ; Kazempour, Jalal ; Mitridati, Lesia
in: Electric Power Systems Research, vol: 234

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1016/j.epsr.2024.110787

 

Feature-Driven Strategies for Trading Wind Power and Hydrogen

Helgren, Emil ; Kazempour, Jalal ; Mitridati, Lesia
Presented at:
23rd Power Systems Computation Conference

Type: Paper (Peer reviewed)

Status: Published     |    Year: 2024

 

How Satisfactory Can Deep Reinforcement Learning Methods Simulate Electricity Market Dynamics? Bechmarking via Bi-level Optimization

Harder, Nick ; Mitridati, Lesia ; Pourahmadi, Farzaneh ; Weidlich , Anke ; Kazempour, Jalal
in: Energy Informatics Review, vol: 4, issue: 4

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024

 

How Satisfactory Can Deep Reinforcement Learning Methods Simulate Electricity Market Dynamics? Bechmarking via Bi-level Optimization

Harder, Nick ; Mitridati, Lesia ; Pourahmadi, Farzaneh ; Weidlich , Anke ; Kazempour, Jalal
Presented at:
The 13th DACH+ Energy Informatics Conference

Type: Paper (Peer reviewed)

Status: Published     |    Year: 2024

 

Learning to Bid in Forward Electricity Markets Using a No-Regret Algorithm

Abate, Arega Getaneh ; Majdi, Dorsa ; Kazempour, Jalal ; Kamgarpour, Maryam
Presented at:
23rd Power Systems Computation Conference

Type: Paper (Peer reviewed)

Status: Published     |    Year: 2024

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Learning to Bid in Forward Electricity Markets Using a No-Regret Algorithm

Abate, Arega Getaneh ; Majdi, Dorsa ; Kazempour, Jalal ; Kamgarpour, Maryam
in: Electric Power Systems Research, vol: 234

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1016/j.epsr.2024.110693

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Leveraging P90 Requirement: Flexible Resources Bidding in Nordic Ancillary Service Markets

Gade, Peter A. V. ; Bindner, Henrik W. ; Kazempour, Jalal
part of: Proceedings of 2024 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids (SmartGridComm), pages: 505-510, 2024
Presented at:
IEEE SmartGridComm 2024

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1109/SmartGridComm60555.2024.10738114

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Load shifting versus manual frequency reserve: Which one is more appealing to Thermostatically Controlled Loads in Denmark?

Gade, Peter A.V. ; Skjøtskift, Trygve ; Ziras, Charalampos ; Bindner, Henrik W. ; Kazempour, Jalal
in: Electric Power Systems Research, vol: 232

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2024     |    DOI: https://doi.org/10.1016/j.epsr.2024.110364

2023
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A Conic Model for Electrolyzer Scheduling

Raheli, Enrica ; Werner, Yannick ; Kazempour, Jalal
in: Computers & Chemical Engineering, vol: 179

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2023     |    DOI: https://doi.org/10.1016/j.compchemeng.2023.108450

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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

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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

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Differentially Private Distributed Optimal Power Flow

Dvorkin, Vladimir ; Van Hentenryck, Pascal ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of the 59th IEEE Conference on Decision and Control, pages: 2092-2097, 2021
Presented at:
59th IEEE Conference on Decision and Control

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/CDC42340.2020.9303768

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Differentially Private Optimal Power Flow for Distribution Grids

Dvorkin, Vladimir ; Fioretto, Ferdinando ; Van Hentenryck, Pascal ; Pinson, Pierre ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 36, issue: 3, pages: 2186 - 2196

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TPWRS.2020.3031314

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Distributionally Robust Generation Expansion Planning With Unimodality and Risk Constraints

Pourahmadi, Farzaneh ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 36, issue: 5, pages: 4281-4295

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TPWRS.2021.3057265

 

Energy Security Through Demand-Side Flexibility: The Case of Denmark

Østergaard, Jacob ; Ziras, Charalampos ; Bindner, Henrik W. ; Kazempour, Jalal ; Marinelli, Mattia ; Markussen, Peter ; Rosted, Signe Horn ; Christensen, Jørgen S.
in: IEEE Power & Energy Magazine, vol: 19, issue: 2, pages: 46-55

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/MPE.2020.3043615

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Enhanced Wasserstein Distributionally Robust OPF With Dependence Structure and Support Information

Arrigo, Adriano ; Kazempour, Jalal ; De Greve, Zacharie ; Toubeau, Jean-François ; Vallée, Francois
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/PowerTech46648.2021.9494771

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Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach

Han, Liyang ; Kazempour, Jalal ; Pinson, Pierre
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/PowerTech46648.2021.9494834

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Price-Region Bids in Electricity Markets

Bobo, Lucien Ali ; Mitridati, Lesia Marie-Jeanne Mariane ; Taylor, Josh A. ; Pinson, Pierre ; Kazempour, Jalal
in: European Journal of Operational Research, vol: 295, issue: 3, pages: 1056-1073

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1016/j.ejor.2021.03.024

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Risk Trading in Energy Communities

Vespermann, Niklas ; Hamacher, Thomas ; Kazempour, Jalal
in: IEEE Transactions on Smart Grid, vol: 12, issue: 2, pages: 1249 - 1263

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TSG.2020.3030319

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Wasserstein Distributionally Robust Chance-Constrained Optimization for Energy and Reserve Dispatch: An Exact and Physically-Bounded Formulation

Arrigo, Adriano ; Ordoudis, Christos ; Kazempour, Jalal ; De Grève, Zacharie ; Toubeau, Jean-François ; Vallée, François
in: European Journal of Operational Research, vol: 296, issue: 1, pages: 304-322

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1016/j.ejor.2021.04.015

2020
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A DSO-level contract market for conditional demand response

Kok, Corey ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of IEEE PES PowerTech 2019, 2020
Presented at:
13th IEEE PowerTech Milano 2019

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1109/PTC.2019.8810943

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Affine Policies for Flexibility Provision by Natural Gas Networks to Power Systems

Ratha, Anubhav ; Schwele, Anna ; Kazempour, Jalal ; Pinson, Pierre ; Torbaghan, Shahab Shariat ; Virag, Ana
in: Electric Power Systems Research, vol: 189
Presented at:
XXI Power Systems Computation Conference

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1016/j.epsr.2020.106565

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A Local Market Mechanism for Physical Storage Rights

Thomas, Dimitrios ; Kazempour, Jalal ; Papakonstantinou, Athanasios ; Pinson, Pierre ; Deblecker, Olivier ; Ioakimidis, Christos S.
in: IEEE Transactions on Power Systems, vol: 35, issue: 4

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1109/TPWRS.2020.2967998

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Chance-Constrained Equilibrium in Electricity Markets With Asymmetric Forecasts

Dvorkin, Vladimir ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of the 16th International Conference on Probabilistic Methods Applied to Power Systems, 2020
Presented at:
16th International Conference on Probabilistic Methods Applied to Power Systems

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1109/PMAPS47429.2020.9183423

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Coordination of Electricity, Heat, and Natural Gas Systems Accounting for Network Flexibility

Schwele, Anna ; Arrigo, Adriano ; Vervaeren, Charlotte ; Kazempour, Jalal ; Vallée, François
in: Electric Power Systems Research, vol: 189
Presented at:
XXI Power Systems Computation Conference

Type: Conference article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1016/j.epsr.2020.106776

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Coordination of Power and Natural Gas Systems: Convexification Approaches for Linepack Modeling

Schwele, Anna ; Ordoudis, Christos ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of IEEE PES PowerTech 2019, 2020
Presented at:
13th IEEE PowerTech Milano 2019

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1109/PTC.2019.8810632

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Coupled Electricity and Natural Gas Markets

Ordoudis, Christos ; Delikaraoglou, Stefanos ; Pinson, Pierre ; Kazempour, Jalal

Type: Net publication - Internet publication

Status: Published     |    Year: 2020

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Design and Game-Theoretic Analysis of Community-Based Market Mechanisms in Heat and Electricity Systems

Mitridati, Lesia Marie-Jeanne Mariane ; Kazempour, Jalal ; Pinson, Pierre
in: Omega: The International Journal of Management Science, vol: 99

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1016/j.omega.2019.102177

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Distributionally Robust Chance-Constrained Generation Expansion Planning

Pourahmadi, Farzaneh ; Kazempour, Jalal ; Ordoudis, Christos ; Pinson, Pierre ; Hosseini, Seyed Hamid
in: IEEE Transactions on Power Systems, vol: 35, issue: 4, pages: 2888 - 2903

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1109/TPWRS.2019.2958850

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Do unit commitment constraints affect generation expansion planning? A scalable stochastic model

Schwele, Anna ; Kazempour, Jalal ; Pinson, Pierre
in: Energy Systems, vol: 11, pages: 247–282

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1007/s12667-018-00321-z

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Exploring market properties of policy-based reserve procurement for power systems

Ratha, Anubhav ; Kazempour, Jalal ; Virag, Ana ; Pinson, Pierre
part of: Proceedings of 58th IEEE Conference on Decision and Control, pages: 7498-7505, 2020
Presented at:
58th IEEE Conference on Decision and Control

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 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

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A Stochastic Market Design With Revenue Adequacy and Cost Recovery by Scenario: Benefits and Costs

Kazempour, Jalal ; Pinson, Pierre ; Hobbs, Benjamin F.
in: IEEE Transactions on Power Systems, vol: 33, issue: 4, pages: 3531-3545

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TPWRS.2018.2789683

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Cost-Optimal ATCs in Zonal Electricity Markets

Jensen, Tue Vissing ; Kazempour, Jalal ; Pinson, Pierre
in: IEEE Transactions on Power Systems, vol: 33, issue: 4, pages: 3624-3633

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TPWRS.2017.2786940

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Impacts of ramping inflexibility of conventional generators on strategic operation of energy storage facilities

Nasrolahpour, Ehsan ; Kazempour, Jalal ; Zareipour, Hamidreza ; Rosehart, William D.
in: IEEE Transactions on Smart Grid, vol: 9, issue: 2, pages: 1334 - 1344

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TSG.2016.2586892

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Offering Strategy of a Flexibility Aggregator in a Balancing Market Using Asymmetric Block Offers

Bobo, Lucien Ali ; Delikaraoglou, Stefanos ; Vespermann, Niklas ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of 2018 Power Systems Computation Conference , 2018
Presented at:
20th Power Systems Computation Conference

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.23919/PSCC.2018.8443038

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Price-Taker Offering Strategy in Electricity Pay-as-Bid Markets

Mazzi, Nicolò ; Kazempour, Jalal ; Pinson, Pierre
in: IEEE Transactions on Power Systems, vol: 33, issue: 2, pages: 2175 - 2183

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TPWRS.2017.2737322

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Value of flexible resources, virtual bidding, and self-scheduling in two-settlement electricity markets with wind generation - Part II: ISO Models and Application

Kazempour, Jalal ; Hobbs, Benjamin F.
in: IEEE Transactions on Power Systems, vol: 33, issue: 1, pages: 760 - 770

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TPWRS.2017.2699688

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Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation – Part I: Principles and Competitive Model

Kazempour, Jalal ; Hobbs, Benjamin F.
in: IEEE Transactions on Power Systems, vol: 33, issue: 1, pages: 749 - 759

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2018     |    DOI: https://doi.org/10.1109/TPWRS.2017.2699687

2017
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Evaluating the Cost of Line Capacity Limitations in Aggregations of Commercial Buildings

Ziras, Charalampos ; Delikaraoglou, Stefanos ; Kazempour, Jalal ; You, Shi ; Bindner, Henrik W.
part of: Proceedings of the 52nd International Universities' Power Engineering Conference, 2017
Presented at:
52nd International Universities' Power Engineering Conference

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1109/UPEC.2017.8231895

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Exploiting Flexibility in Coupled Electricity and Natural Gas Markets: A Price-Based Approach

Ordoudis, Christos ; Delikaraoglou, Stefanos ; Pinson, Pierre ; Kazempour, Jalal
part of: Proceedings of IEEE PES PowerTech Conference 2017, 2017
Presented at:
12th IEEE Power and Energy Society PowerTech Conference

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1109/PTC.2017.7981047

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Impact of Public Aggregate Wind Forecasts on Electricity Market Outcomes

Exizidis, Lazaros ; Kazempour, Jalal ; Pinson, Pierre ; de Greve, Zacharie ; Vallée, Francois
in: IEEE Transactions on Sustainable Energy, vol: 8, issue: 4

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1109/TSTE.2017.2682299

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Transmission expansion in an oligopoly considering generation investment equilibrium

Taheri, S. Saeid ; Kazempour, Jalal ; Seyedshenava, Seyedjalal
in: Energy Economics, vol: 64, pages: 55-62

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2017     |    DOI: https://doi.org/10.1016/j.eneco.2017.03.003

2016
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Bidding strategy for an energy storage facility

Nasrolahpour, Ehsan ; Zareipour, Hamidreza ; Rosehart, William D. ; Kazempour, Jalal
part of: Proceedings of the 19th Power Systems Computation Conference, 2016
Presented at:
19th Power Systems Computation Conference

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2016

  PDF

Effects of Risk Aversion on Market Outcomes: A Stochastic Two-Stage Equilibrium Model

Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of International Conference on Probabilistic Methods Applied to Power Systems 2016, 2016
Presented at:
International Conference on Probabilistic Methods Applied to Power Systems 2016

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1109/PMAPS.2016.7764200

 

Investment in Electricity Generation and Transmission: Decision Making Under Uncertainty

Conejo, Antonio J. ; Baringo, Luis ; Kazempour, Jalal ; Siddiqui, Afzal S.

Type: Book (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1007/978-3-319-29501-5

 

Sharing wind power forecasts in electricity markets: A numerical analysis

Exizidis, Lazaros ; Pinson, Pierre ; Kazempour, Jalal ; de Greve, Zacharie ; Vallée, Francois
in: Applied Energy, vol: 176, pages: 65-73

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1016/j.apenergy.2016.05.052

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Strategic Demand-Side Response to Wind Power Integration

Daraeepour, Ali ; Kazempour, Seyyedjalal ; Patiño-Echeverri, Dalia ; Conejo, Antonio J.
in: IEEE Transactions on Power Systems, vol: 31, issue: 5, pages: 3495-3505

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2016     |    DOI: https://doi.org/10.1109/tpwrs.2015.2493984


https://www.cee.elektro.dtu.dk/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=1&id=103136&mr=100
16 MAY 2026