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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

2021
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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


https://www.cee.elektro.dtu.dk/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=61&id=103136
24 MAY 2026