Investment in Electricity Generation and Transmission: Decision Making Under Uncertainty

Antonio J. Conejo, Luis Baringo, JK, and Afzal Siddiqui

Springer, Switzerland, 2016 [ link ]

A market for trading forecasts: A wagering mechanism

Aitazaz Ali Raja, Pierre Pinson, JK, and Sergio Grammatico

International Journal of Forecasting, forthcoming [ link | arXiv ]

Embedding dependencies between wind farms in distributionally robust optimal power flow

Adriano Arrigo, JK, Zacharie De Grève, Jean-François Toubeau, and François Vallée

IEEE Transactions on Power Systems, forthcoming [ link | arXiv  | codes ]

On ambiguity-averse market equilibrium

Niklas Vespermann, Thomas Hamacher, and JK

Optimization Letters, vol. 17,  pp. 1379-1412, 2023 [ link | PDF | codes ]

Moving from linear to conic markets for electricity 

Anubhav Ratha, Pierre Pinson, Hélène Le Cadre, Ana Virag, and JK

European Journal of Operational Research, vol. 309, no. 2, pp. 762-783, September 2023 [ link | arXiv ]

Power systems optimization under uncertainty: A review of methods and applications

Line Roald, David Pozo, Anthony Papavasiliou, Daniel K. Molzahn, JK, and Antonio J. Conejo 

Electric Power Systems Research, vol. 214,  Article no. 108725, January 2023 [ link ]

Presented at Power Systems Computation Conference (PSCC 2022), Porto, Portugal [ PSCC ]

Ecosystem for demand-side flexibility revisited: The Danish solution

Peter A. V. Gade, Trygve Skjøtskift, Henrik W. Bindner, and JK

The Electricity Journal, vol. 35, no. 9, Article no. 107206, November 2022 [ link | arXiv ]

Trading data for wind power forecasting: A regression market with lasso regularization

Liyang Han, Pierre Pinson, and JK

Electric Power Systems Research, vol. 212, Article no. 108442, November 2022 [ link | arXiv | video ]

Presented at Power Systems Computation Conference (PSCC 2022), Porto, Portugal [ PSCC ]

Multi-stage linear decision rules for stochastic control of natural gas networks with linepack

Vladimir Dvorkin, Dharik Mallapragada, Audun Botterud, JK, and Pierre Pinson

Electric Power Systems Research, vol. 212, Article no. 108388, November 2022 [ link | arXiv | GitHub ]

Presented at Power Systems Computation Conference (PSCC 2022), Porto, Portugal [ PSCC ]

Modeling gas flow directions as state variables: Does it provide more flexibility to power systems?

Junesoo Shin, Yannick Werner, and JK

Electric Power Systems Research, vol. 212, Article no. 108502, November 2022 [ link | arXiv | codes ]

Presented at Power Systems Computation Conference (PSCC 2022), Porto, Portugal [ PSCC ]

Market integration of excess heat

Linde Frölke, Ida-Marie Palm, and JK

Electric Power Systems Research, vol. 212, Article no. 108459, November 2022 [ link | arXiv ]

Presented at Power Systems Computation Conference (PSCC 2022), Porto, Portugal [ PSCC ]

Regression markets and application to energy forecasting

Pierre Pinson, Liyang Han, and JK

TOP, vol. 30, pp. 533-573, October 2022 [ link | arXiv | video ]

A complementarity model for electric power transmission-distribution coordination under uncertainty

Alexander Hermann, Tue V. Jensen, Jacob Østergaard, and JK

European Journal of Operational Research, vol. 299, no. 1, pp. 313-329, May 2022 [ link | PDF | GitHub ]

Stochastic control and pricing for natural gas networks

Vladimir Dvorkin, Anubhav Ratha, Pierre Pinson, and JK

IEEE Transactions on Control of Network Systems, vol. 9, no. 1, pp. 450-462, March 2022 [ link | arXiv | video | GitHub ]

Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: An exact and physically-bounded formulation

Adriano Arrigo, Christos Ordoudis, JK, Zacharie De Grève, Jean-François Toubeau, and François Vallée

European Journal of Operational Research, vol. 296, no. 1, pp. 304-322, January 2022 [ link | PDF | codes ]

Price-region bids in electricity markets

Lucien Bobo, Lesia Mitridati, Josh A. Taylor, Pierre Pinson, and JK

European Journal of Operational Research, vol. 295, no. 3, pp. 1056-1073, December 2021 [ link | PDF | video ]

Coordination of power and natural gas markets via financial instruments

Anna Schwele, Christos Ordoudis, Pierre Pinson, and JK

Computational Management Science, vol. 18, pp. 505-538, October 2021 [ link | PDF | codes ]

Distributionally robust generation expansion planning with unimodality and risk constraints

Farzaneh Pourahmadi and JK

IEEE Transactions on Power Systems, vol. 36. no. 5, pp. 4281-4295, September 2021 [ link | PDF | GitHub ]

A local flexibility market mechanism with capacity limitation services

Carsten Heinrich, Charalampos Ziras, Tue V. Jensen, Henrik W. Bindner, and JK

Energy Policy, vol. 156, Article no. 112335, September 2021 [ link ]

Access economy for storage in energy communities

Niklas Vespermann, Thomas Hamacher, and JK

IEEE Transactions on Power Systems, vol. 36, no. 3, pp. 2234-2250, May 2021 [ link | PDF | codes ]

Differentially private optimal power flow for distribution grids

Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck, Pierre Pinson, and JK

IEEE Transactions on Power Systems, vol. 36, no. 3, pp. 2186-2196, May 2021 [ link | arXiv | video | GitHub ] 

Recognized as one of the 8 Best Papers of the IEEE Transactions on Power Systems in the time period of 2019 to 2021

Risk trading in energy communities 

Niklas Vespermann, Thomas Hamacher, and JK

IEEE Transactions on Smart Grid, vol. 12, no. 2, pp. 1249-1263. March 2021 [ link | PDF | codes ] 

Energy security through demand side flexibility: The case of Denmark

Jacob Østergaard, Charalampos Ziras, Henrik W. Bindner, JK, Mattia Marinelli, Peter Markussen, Signe H. Rosted, and Jorgen S. Christensen

IEEE Power & Energy Magazine, vol. 19, no. 2, pp. 46-55, March-April 2021 [ link ]

Design and game-theoretic analysis of community-based market mechanisms in heat and electricity systems

Lesia Mitridati, JK, and Pierre Pinson

Omega, vol. 99, Article no. 102177, pp. 1-24, March 2021 [ link | PDF ]

Affine policies for  flexibility provision by natural gas networks to power systems

Anubhav Ratha, Anna Schwele, JK, Pierre Pinson, Shahab S. Torbaghan, and Ana Virag

Electric Power Systems Research, vol. 189, Article no. 106565, pp. 1-9, December 2020  [ link | PDF | codes ]

Presented at Power Systems Computation Conference (PSCC 2020), Porto, Portugal [ PSCC | video ]

Coordination of electricity, heat, and natural gas systems accounting for network flexibility

Anna Schwele, Adriano Arrigo, Charlotte Vervaeren, JK, and François Vallée

Electric Power Systems Research, vol. 189, Article no. 106776, pp. 1-9, December 2020 [ link | PDF ] 

Presented at Power Systems Computation Conference (PSCC 2020), Porto, Portugal [ PSCC | video ]

Among top 15 papers selected for the PSCC 2020 Highlights Playlist

Market-based coordination for integrated electricity and natural gas systems under uncertain supply

Christos Ordoudis, Stefanos Delikaraoglou, JK, and Pierre Pinson

European Journal of Operational Research, vol. 287, no. 3, pp. 1105-1119, December 2020 [ link | PDF ]

A local market mechanism for physical storage rights

Dimitrios Thomas, JK, Athanasios Papakonstantinou, Pierre Pinson, Olivier Deblecker, and Christos S. Ioakimidis

IEEE Transactions on Power Systems, vol. 35, no. 4, pp. 3087-3099, July 2020 [ link | PDF ]

Distributionally robust chance-constrained generation expansion planning

Farzaneh Pourahmadi, JK, Christos Ordoudis, Pierre Pinson, and Seyed Hamid Hosseini

IEEE Transactions on Power Systems, vol. 35, no. 4, pp. 2888-2903, July 2020 [ link | PDF | video ]

Heat and electricity market coordination: A scalable complementarity approach

Lesia Mitridati, JK, and Pierre Pinson

European Journal of Operational Research, vol. 283, no. 3, pp. 1107–1123, June 2020 [ link | PDF ]

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

Anna Schwele, JK, and Pierre Pinson

Energy Systems, vol. 11, no. 2, pp. 247-282, May 2020 [ link | PDF ]

Incorporating non-convex operating characteristics into bi-level optimization electricity market models

Yujian Ye, Dimitrios Papadaskalopoulos, JK, and Goran Strbac

IEEE Transactions on Power Systems, vol. 35, no. 1, pp. 163-176, January 2020 [ link | PDF ]

A mid-term DSO market for capacity limits: How to estimate opportunity costs of aggregators?

Charalampos Ziras, JK, Emre Can Kara, Henrik W. Bindner, Pierre Pinson, and Sila Kiliccote

IEEE Transactions on Smart Grid, vol. 11, no. 1, pp. 334-345, January 2020 [ link | PDF ]

Congestion management in distribution networks with asymmetric block offers

Alexander Hermann, JK, Shaojun Huang, and Jacob Østergaard

IEEE Transactions on Power Systems, vol. 34, no. 6, pp. 4382-4392, November 2019 [ link | PDF ]

Electricity market equilibrium under information asymmetry

Vladimir Dvorkin, JK, and Pierre Pinson

Operations Research Letters, vol. 47, no. 6, pp. 521-526, November 2019 [ link | arXiv ]

Incentive-compatibility in a two-stage stochastic electricity market with high wind power penetration

Lazaros Exizidis, JK, Athanasios Papakonstantinou, Pierre Pinson, Zacharie De Grève, and François Vallée

IEEE Transactions on Power Systems, vol. 34, no. 4, pp. 2846-2858, July 2019 [ link | PDF ]

Cost-optimal ATCs in zonal electricity markets 

Tue V. Jensen, JK, and Pierre Pinson

IEEE Transactions on Power Systems, vol. 33, no. 4, pp. 3624-3633, July 2018 [ link | PDF ]

A stochastic market design with revenue adequacy and cost recovery by scenario: Benefits and costs

JK, Pierre Pinson, and Benjamin F. Hobbs

IEEE Transactions on Power Systems, vol. 33, no. 4, pp. 3531-3545, July 2018 [ link | PDF ]

A bilevel model for participation of a storage system in energy and reserve markets

Ehsan Nasrolahpour, JK, Hamidreza Zareipour, and William D. Rosehart

IEEE Transactions on Sustainable Energy, vol. 9, no. 2, pp. 582-598, April 2018 [ link | PDF ]

Price-taker offering strategy in electricity pay-as-bid markets

Nicolò Mazzi, JK, and Pierre Pinson

IEEE Transactions on Power Systems, vol. 33, no. 2, pp. 2175-2183, March 2018 [ link | PDF ]

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

Ehsan Nasrolahpour, JK, Hamidreza Zareipour, and William D. Rosehart

IEEE Transactions on Smart Grid, vol. 9, no. 2, pp. 1334-1344, March 2018 [ link | PDF ]

Value of flexible resources, virtual bidding, and self-scheduling in two-settlement electricity markets with wind generation – Part I: Principles and competitive model

JK and Benjamin F. Hobbs

IEEE Transactions on Power Systems, vol. 33, no. 1, pp. 749-759, January 2018 [ link | PDF ] 

Recognized with an Honorable Mention by INFORMS ENRE Best Publication Award Committee in 2020

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

JK and Benjamin F. Hobbs

IEEE Transactions on Power Systems, vol. 33, no. 1, pp. 760-770, January 2018 [ link | PDF ]

Impact of public aggregate wind forecasts on electricity market outcomes

Lazaros Exizidis, JK, Pierre Pinson, Zacharie De Grève, and François Vallée

IEEE Transactions on Sustainable Energy, vol. 8, no. 4, pp. 1394-1405, October 2017 [ link | PDF ]

Transmission expansion in an oligopoly considering generation investment equilibrium

S. Saeid Taheri, JK, and Seyedjalal Seyedshenava

Energy Economics, vol. 64, pp. 55-62, May 2017 [ link | PDF ]

Strategic sizing of energy storage facilities in electricity markets

Ehsan Nasrolahpour, JK, Hamidreza Zareipour, and William D. Rosehart

IEEE Transactions on Sustainable Energy, vol. 7, no. 4, pp. 1462-1472, October 2016 [ link | PDF ]

Strategic demand-side response to wind power integration

Ali Daraeepour, JK, Dalia Patino-Echeverri, and Antonio J. Conejo

IEEE Transactions on Power Systems, vol. 31, no. 5, pp. 3495 - 3505, September 2016 [ link | PDF ]

Sharing wind power forecasts in electricity markets: A numerical analysis

Lazaros Exizidis, JK, Pierre Pinson, Zacharie De Grève, and François Vallée

Applied Energy, vol. 176, pp. 65-73, August 2016 [ link | PDF ]

Network-constrained AC unit commitment under uncertainty: A Benders' decomposition approach

Amin Nasri, JK, Antonio J. Conejo, and Mehrdad Ghandhari

IEEE Transactions on Power Systems, vol. 31, no. 1, pp. 412-422, January 2016 [ link | PDF ]

Strategic bidding for a large consumer

JK, Antonio J. Conejo, and C. Ruiz

IEEE Transactions on Power Systems, vol. 30, no. 2, pp. 848-856, March 2015 [ link ]

Minimizing wind power spillage using an OPF with FACTS devices

Amin Nasri, Antonio J. Conejo, JK, and Mehrdad Ghandhari

IEEE Transactions on Power Systems, vol. 29, no. 5, pp. 2150 - 2159, September 2014 [ link ]

Equilibria in an oligopolistic market with wind power production

JK and Hamidreza Zareipour

IEEE Transactions on Power Systems, vol. 29, no. 2, pp. 686-697, March 2014 [ link ]

Generation investment equilibria with strategic producers – Part I: Formulation

JK, Antonio J. Conejo, and Carlos Ruiz

IEEE Transactions on Power Systems, vol. 28, no. 3, pp. 2613 - 2622, August 2013 [ link ]

Generation investment equilibria with strategic producers – Part II: Case studies

JK, Antonio J. Conejo, and Carlos Ruiz

IEEE Transactions on Power Systems, vol. 28, no. 3, pp. 2623 - 2631, August 2013 [ link ]

Strategic generation investment considering futures and spot markets

JK, Antonio J. Conejo, and Carlos Ruiz

IEEE Transactions on Power Systems, vol. 27, no. 3, pp. 1467-1476, August 2012 [ link ]

Equilibria in futures and spot electricity markets

Carlos Ruiz, JK, and Antonio J. Conejo

Electric Power Systems Research, vol. 84, no. 1, pp. 1-9, March 2012 [ link ]

Strategic generation investment under uncertainty via Benders decomposition

JK and Antonio J. Conejo

IEEE Transactions on Power Systems, vol. 27, no. 1, pp. 424-432, February 2012 [ link ]

Strategic generation investment using a complementarity approach

JK, Antonio J. Conejo, and Carlos Ruiz

IEEE Transactions on Power Systems, vol. 26, no. 2, pp. 940-948, May 2011 [ link ]

Risk-constrained self-scheduling of a fuel and emission constrained power producer using rolling window procedure

JK and Mohsen Parsa Moghaddam

International Journal of Electrical Power and Energy Systems, vol. 33, no. 2, pp. 359-368, February 2011 [ link ]

Electric energy storage systems in a market-based economy: Comparison of emerging and traditional technologies

JK, Mohsen Parsa Moghaddam, Mahmoud Reza Haghifam, and Gholam Reza Yousefi

Renewable Energy, vol. 34, no. 12, pp. 2630 - 2639, December 2009 [ link ]

Risk-based self-scheduling of a pumped-storage plant in energy and ancillary service markets

JK, Mohsen Parsa Moghaddam, Mahmoud Reza Haghifam, and Gholam Reza Yousefi

Energy Conversion and Management, vol. 50, no. 5, pp. 1368-1375, May 2009 [ link ]

Evaluation of TCSC efficiency on lines overloads reduction and voltage stability enhancement in fault conditions

Mehrdad Tarafdar Hagh and JK

Journal of Faculty of Engineering (University of Tehran), vol. 117, no. 7, pp. 891-899, February 2009 [In Persian] [ link ]

On the efficiency of energy markets with non-merchant storage

Linde Frölke, Eléa Prat, Pierre Pinson, Richard M. Lusby, and JK 

Preprint [ arXiv | GitHub ] 

Privacy-preserving convex optimization: When differential privacy meets stochastic programming

Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck, Pierre Pinson, and JK

Preprint [ arXiv | GitHub ]

Online decision making for trading wind energy

Miguel Angel Muñoz, Pierre Pinson, and JK

Preprint [ arXiv ]

Electrolysis as a flexibility resource on energy islands: The case of the North sea

Alexandra Lüth, Yannick Werner, Ruud Egging-Bratseth, and JK

Preprint [ PDF ]

Electricity-aware bid format for heat commitment and dispatch

Lesia Mitridati, Pascal Van Hentenryck, and JK

Preprint [ PDF ]

Optimization of hybrid power plants: When is a detailed electrolyzer model necessary?

Manuel Tobias Baumhof, Enrica Raheli, Andrea Gloppen Johnsen, and JK

IEEE PowerTech Conference 2023, Belgrade, Serbia, June 2023 [ arXiv | GitHub ]

Monetizing customer load data for an energy retailer: A cooperative game approach

Liyang Han, JK, and Pierre Pinson

IEEE PowerTech 2021 Conference, Madrid, Spain, June 2021 [ link | arXiv | video ]

Design of a continuous local flexibility market with network constraints

Eléa Prat, Lars Herre, JK, and Spyros Chatzivasileiadis

IEEE PowerTech 2021 Conference, Madrid, Spain, June 2021 [ link | arXiv ]

Enhanced Wasserstein distributionally robust OPF with dependence structure and support information

Adriano Arrigo, JK, Zacharie De Grève, Jean-François Toubeau, and François Vallée

IEEE PowerTech 2021 Conference, Madrid, Spain, June 2021 [ link | PDF | video | codes ]

Differentially private distributed optimal power flow

Vladimir Dvorkin, Pascal Van Hentenryck, JK, and Pierre Pinson

IEEE Conference on Decision and Control (CDC 2020), Jeju Island, Republic of Korea, December 2020 [ link | arXiv | video | GitHub ]

Chance-constrained equilibrium in electricity markets with asymmetric forecasts

Vladimir Dvorkin, JK, and Pierre Pinson 

International Conference on Probabilistic Methods Applied to Power Systems (PMAPS 2020), Liege, Belgium, August 2020 [ link | PDF ]

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

Anubhav Ratha, JK, Ana Virag, and Pierre Pinson

IEEE Conference on Decision and Control (CDC 2019), Nice, France, December 2019 [ link | PDF ]

Optimal power flow under uncertainty: An extensive out-of-sample analysis

Adriano Arrigo, Christos Ordoudis, JK, Zacharie De Grève, Jean-François Toubeau, and François Vallée

IEEE ISGT-Europe, Bucharest, Romania, September 2019 [ link | PDF ]

Coordination of power and natural gas systems: Convexification approaches for linepack modeling

Anna Schwele, Christos Ordoudis, JK, and Pierre Pinson

IEEE PES PowerTech 2019 Conference, Milan, Italy, June 2019 [ link | PDF | codes ] 

Recipient of the 2nd Best Student Paper Award

A DSO-level contract market for conditional demand response

Corey Kok, JK, and Pierre Pinson

IEEE PES PowerTech 2019 Conference, Milan, Italy, June 2019 [ link | PDF ]

A consensus-ADMM approach for strategic generation investment in electricity markets

Vladimir Dvorkin, JK, Luis Baringo, and Pierre Pinson

IEEE Conference on Decision and Control (CDC 2018) , Miami Beach, FL, December 2018 [ link | PDF | codes ]

Offering strategy of a flexibility aggregator in a balancing market using asymmetric block offers

Lucian Bobo, Stefanos Delikaraoglou, Niklas Vespermann, JK, and Pierre Pinson

Power Systems Computation Conference (PSCC 2018), Dublin, Ireland, June 2018 [ link | PDF | PSCC ]

Evaluating the cost of line capacity limitations in aggregations of commercial buildings

Charalampos Ziras, Stefanos Delikaraoglou, JK, Shi You, and Henrik W. Bindner

International Universities Power Engineering Conference, Heraklion, Greece, August 2017 [ link | PDF ] 

Exploiting flexibility in coupled electricity and natural gas markets: A price-based approach

Christos Ordoudis, Stefanos Delikaraoglou, Pierre Pinson, and JK

IEEE PES PowerTech 2017 Conference, Manchester, UK, June 2017 [ link | PDF ]

Strategic wind power trading considering rival wind power production

Lazaros Exizidis, JK, Pierre Pinson, Zacharie De Grève, and François Vallée

IEEE ISGT Asia, Melbourne, Australia, November 2016 [ link | PDF ]

Effects of risk aversion on market outcomes: A stochastic two-stage equilibrium model

JK and Pierre Pinson

International Conference on Probabilistic Methods Applied to Power Systems (PMAPS 2016), Beijing, China, October 2016 [ link | PDF ]

Bidding strategy for an energy storage facility

Ehsan Nasrolahpour, Hamidreza Zareipour, William D. Rosehart, and JK

Power Systems Computation Conference (PSCC 2016), Genoa, Italy, June 2016 [ link | PDF | PSCC ]

Self-scheduling of a joint hydro and pumped-storage plant in energy, spinning reserve and regulation markets

JK, Majid Hosseinpour, and Mohsen Parsa Moghaddam

IEEE PES 2009 General Meeting, Calgary, AB, Canada, July 2009 [ link ]

Economic viability of NaS battery plant in a competitive electricity market

JK and Mohsen Parsa Moghaddam

International Conference on Clean Electrical Power, Capri, Italy, June 2009 [ link ]

Coupling fuel-constrained power plant and NaS battery systems for profit increment in a competitive electricity market

JK, Majid Hosseinpour, Mohsen Parsa Moghaddam, and Gholam Reza Yousefi

Power Systems Conference & Exposition (PSCE 2009), Seattle, WA, March 2009 [ link ]

Dynamic self-scheduling of a fuel and emission constrained power producer under uncertainties

JK, Mohsen Parsa Moghaddam, Mahmoud Rrza Haghifam, and Gholam Reza Yousefi

Power Systems Conference & Exposition (PSCE 2009), Seattle, WA, March 2009 [ link ]

Self-scheduling of a price-taker hydro producer in day-ahead energy and ancillary service markets

JK, Mohsen Parsa Moghaddam, and Gholam Reza Yousefi

IEEE Canada Electric Power Conference (EPEC 2008), Vancouver, BC, Canada, October 2008 [ link ]

A MIP-based optimal operation scheduling of pumped-storage plant in the energy and regulation markets

JK, Ashkan Yousefi, Kazem Zare, and Mohsen Parsa Moghaddam

Universities Power Engineering Conference (UPEC 2008), Padova, Italy, September 2008 [ link ]

Static security enhancement by means of optimal utilization of NaS battery systems

JK and Mohsen Parsa Moghaddam

IEEE PowerTech 2007 Conference, Lausanne, Switzerland, July 2007 [ link ]