Paper Session 31

Energy Markets

  • 16:00 - 17:30
  • P14
  • Prof. Jamshid Aghaei

Electricity trading in local sector-coupled energy communities

Natapon Wanapinit1, Max Tutte2, Jessica Thomsen1

1Fraunhofer Institute for Solar Energy Systems, Germany; 2Berlin Institute of Technology, Germany

Energy procurement strategy for retail customers utilizing standard momentum indicators

Jan Jeriha1, Gregor Gostinčar2, Gregor Lekan2, Gašper Artač2

1Faculty of Electrical Engineering, University of Ljubljana; 2Kolektor sETup d.o.o.

Discrete Events based Simulated Trading and Research System

Zejian Feng1,2, Shouzhen Zhu2, Xiaomin Bai2

1Tsinghua University, China, People’s Republic of; 2Beijing SmartChina Energy Tech. Co. Ltd.

Statistical analysis of two different intraday market designs: the German and Iberic intra-day market

Andrea Alberizzi1, Alessandro Zani2, Paolo Di Barba3, Miloš Pantoš4

1Univerisity of Pavia, Italy; 2SSE Department RSE s.p.a; 3University of Pavia; 4University of Ljubljana

Cross-border Trading Model for a Risk-averse VPP in the Continuous Intraday Electricity Market

Priyanka Shinde, Iasonas Kouveliotis-Lysikatos, Mikael Amelin

KTH Royal institute of Technology, Sweden

The Influence on Day-Ahead Trading Volumes by Including Power Flow Equations in The Planning Algorithm for Short-Term Hydropower in Congested Areas

Mathias Espeland Trondal, Marius Eriksen

NTNU, Norway

Economic Implications of DSO-TSO Coordination Schemes at a System Level and for Market Actors in case of Flexibility or Traditional Grid-based Solution

Carlos Madina, Amaia González-Garrido, Ines Gomez-Arriola

TECNALIA, Basque Research and Technology Alliance (BRTA)