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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

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


https://www.cee.elektro.dtu.dk/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=31&id=103136
14 MAY 2026