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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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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


https://www.cee.elektro.dtu.dk/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=51&id=103136
18 MAY 2026