Mathematical Modelling of Contemporary Electricity Markets

<p>Part 1: Modelling market fundamentals of electricity markets<br>1. Forecasting energy demand with econometrics<br>2. An econometric approach for Germany’s short-term energy demand forecasting<br>3. A novel adaptive day-ahead load forecast method, incorporating non-metered distributed generation: a comparison of selected European countries<br>4. Use probabilistic forecasting to model uncertainties in electricity markets - a wind power example<br>5. Forecasting week-ahead hourly electricity prices in Belgium with statistical and machine learning methods<br>6. Modelling interlinked commodities’ prices: The case of natural gas</p> <p>Part 2: Modelling electricity markets<br>7. An optimization model for the economic dispatch problem in power exchanges<br>8. Power system flexibility: A methodological analytical framework based on unit commitment and economic dispatch modelling<br>9. Modeling cross-border interactions of EU balancing markets: a focus on scarcity pricing<br>10. Retailer profit maximization with the assistance of price and load forecasting processes<br>11. Electricity portfolio optimization: cost minimization using MILP</p> <p>Part 3: Modelling technology challenges in electricity markets<br>12. Business opportunities in the day ahead markets by storage integration: an application to the German case. <br>13. The integration of dynamic demand in electricity markets: Blockchain 3.0 as an enabler of microgrid energy exchange, demand response and storage<br>14. Optimizing CHP operational planning　for participating in day-ahead power markets: The case of a coal-fired CHP system with thermal energy storage<br>15. Statistical analysis of power flows based on system marginal price differentials between two power systems<br>16. EW Flex: A Decentralized Flexibility Marketplace Fostering TSO-DSO Cooperation</p> <p>Part 4: Modelling policy challenges in electricity markets<br>17. Forecasting electricity supply shocks: A Bayesian panel VAR analysis<br>18: Assessing the Western Balkans power systems: A case study of Serbia<br>19. Evaluation of capacity expansion scenarios for the Hellenic electric sector<br>20. Formulating and estimating an energy security index: A geopolitical review of quantitative approaches<br>21. An ex-ante market monitoring and regulation mechanism for market concentration in electricity and natural gas markets</p>