Jalal Kazempour

External research stays: Several EMA PhD students are spending four to six months abroad. Torine Reed Herstad has just returned from NHH (Norwegian School of Economics), where she started a collaboration with Prof. Mette Bjørndal on transmission capacity allocation for cross-zonal reserve exchange, which continues. Yannick Heiser will soon join Prof. David Wozabal at WU Vienna (Vienna University of Economics and Business) to work on intraday market trading. Marco Saretta will visit Prof. Juan Miguel Morales and Prof. Salvador Pineda at the University of Málaga to work on Nash bargaining for PPA design. Shobhit Singhal will visit Prof. Munther Dahleh and his team at MIT to work on information design for power systems. Many thanks to all our hosts!

Accepted! Our paper "Towards European hydrogen market design: Perspectives from transmission system operators" by Marco Saretta, Enrica Raheli, and JK has been accepted for publication in Energy Policy [ arXiv ].

Delivered the first of three Electricity 101 sessions for Maersk, "How the power grid actually works", to around 80 colleagues worldwide. A central topic was Denmark's grid connection queue, where around 37,000 MW of consumption projects are waiting to connect, compared with a national peak of around 7,000 MW. Thanks to John Hannah and Julia Röcken for hosting. See my LinkedIn post here.

Welcome to our new PhD student, Sofie Davidsen [ DTU | LinkedIn ]. Sofie joins the EMA Section and the Nordic-SEC project, where she will work on dynamic reserve dimensioning in the Nordic grid in collaboration with Energinet, the Danish TSO. She will be co-supervised by Lesia Mitridati and me. Sofie completed her MSc in Sustainable Energy Systems at DTU, where she worked on stochastic optimization for electric vehicle aggregators bidding in aFRR activation markets in collaboration with Spirii.

For our 10th EMA Section study trip since 2016, we visited the OASYS group at the University of Málaga, hosted by Juan Miguel Morales and Salvador Pineda. We had a joint seminar with 19 elevator pitches and lively discussions, followed the next day by a 3-hour hike along the Caminito del Rey. Many thanks to Juanmi, Salva, and the OASYS team for the fantastic hospitality! See our LinkedIn post and group pictures here.

Welcome to our new postdoctoral fellow, Lukas Stippel [ DTU | LinkedIn ]. Lukas studied mathematics at LMU and TU Berlin and completed his PhD in Applied Mathematics at Mines Paris – PSL on privacy-preserving data sharing for energy systems [ video ]. He joins the Data Unlocked project.

A few years ago, I publicly uploaded recordings of two of my courses at DTU Wind and Energy Systems, making the [ lectures ] available to students and others interested in electricity markets and power system optimization. The recordings have now accumulated around 43,000 hours of watch time, equivalent to almost five years of continuous watching. It is encouraging to see that teaching material can continue to reach learners well beyond the classroom. See more in my LinkedIn post here.

Granted! Our Horizon Europe project AVANGUARD has been funded by the European Union (grant number 101269474). AVANGUARD will develop a free, open-source platform to assess the role of long duration energy storage (LDES) in the EU energy system, validated through four use cases across Europe. In the EMA section, we will develop market-based business models for LDES. The project is coordinated by Prof. Adriano Sciacovelli (DTU Construct), with a total budget of approximately €7,000,000, of which our share is €260,000. Partners are listed here.

DTU PES Summer School 2026: The 9th edition of our summer school concluded successfully, with 70 participants from more than 25 countries selected from over 150 applications. The 2026 edition was led by Lesia, with Johanna, Spyros, and me as co-organizers. Speakers included Prof. Ricardo Bessa (INESC TEC, Porto), Dr. Luiz Barroso (PSR), Thomas Dalgas Fechtenburg (Energinet), Prof. Henrik Sandberg (KTH), Prof. Sonja Wogrin (TU Graz), Prof. Martin Bichler (TUM), Prof. Sijia Geng (Johns Hopkins University), Prof. Panagiotis Papadopoulos (University of Manchester), Prof. Lena Kitzing (DTU), Prof. Lesia Mitridati (DTU), Prof. Johanna Vorwerk (DTU), and me. Participant feedback was outstanding: 98% would recommend the school, and 99% rated the overall organisation as good or excellent. See the LinkedIn post and video recordings here.

Welcome to our new PhD student, Rasmus Thorgaard [ DTU | LinkedIn ]. Rasmus is an industrial PhD student in partnership with the Danish Utility Regulator (Forsyningstilsynet), co-funded by Innovation Fund Denmark. With an economics background from the University of Copenhagen, he will develop algorithms for "detection of intraday market distortions" with a particular focus on capacity hoarding. He will be co-supervised by Casper Bjerregaard (Forsyningstilsynet), Lesia Mitridati, and me.

Welcome to our new PhD student, Gloria Tintoré Vidal [ DTU | LinkedIn ]. Gloria joins the Data Unlocked project, funded by EUDP, and will work on "privacy-preserving data sharing for line congestion forecasting" with a primary use case in collaboration with Energinet, ENFOR A/S, and PowerLabDK, and additional use cases with Watts, Green Power Denmark, and Neogrid. She will be co-supervised by Lesia Mitridati and me. Gloria completed her MSc in Sustainable Energy at DTU, where, for her MSc thesis, she developed equilibrium models to explore the market implications of Energinet’s “Full-Cost Balancing” initiative.

Granted! Our project Nordic-SEC has been funded by Innovation Fund Denmark under the Grand Solutions Programme. The project aims to strengthen coordination among Nordic TSOs, thereby enhancing grid security and cost efficiency. It will run from April 2026 to March 2030 in collaboration with Nordic RCC and Energinet. The project is led by Lesia and me. Two PhD positions will open soon. More details on the Projects page.

Congratulations to my colleague Lesia on her promotion to Associate Professor.

Accepted! Our paper "Scenario-spatial decomposition approach with a performance guarantee for the combined bidding of cascaded hydropower and renewables" by Luca Santosuosso, Simon Camal, Arthur Lett, Guillaume Bontron, JK, and Georges Kariniotakis has been accepted for publication in IEEE Transactions on Power Systems [ link | arXiv ].

Accepted! Our paper "Bidding in ancillary service markets: An analytical approach using extreme value theory" by Torine Reed Herstad, JK, Lesia Mitridati, and Bert Zwart has been accepted for publication in Computational Management Science [ link | arXiv | GitHub ].

Prof. Ramteen Sioshansi (Carnegie Mellon University) delivered an invited talk at DTU Wind and Energy Systems on “Enhancing Electricity-System Resilience with Adaptive Robust Optimization and Conformal Uncertainty Characterization.” The video recording is available here.

Accepted! Our paper "Dynamic dimensioning of frequency containment reserves: The case of the Nordic grid" by Jöbke Janssen, Alessandro Zocca, Bert Zwart, and JK has been accepted for publication in IEEE Transactions on Power Systems [ link | arXiv | GitHub ].

Accepted! Our paper "Electricity market bidding for renewable electrolyzer plants: An opportunity cost approach" by Andrea Gloppen Johnsen, Lesia Mitridati, JK, and Line Roald has been accepted for publication in IEEE Transactions on Energy Markets, Policy and Regulation [ link | arXiv | GitHub ].

For our 2025 study trip, the EMA section visited KTH Royal Institute of Technology in Stockholm for a joint seminar hosted by Prof. Karl Henrik Johansson, Prof. Henrik Sandberg, and Prof. Giuseppe Belgioioso. The day featured 17 elevator pitches, Q&A sessions, and a collaborative workshop to develop new research ideas. Many thanks to our KTH colleagues for the fantastic hospitality! See the programme, our LinkedIn post, and group picture here.

Accepted! Our paper "Hedging hydrogen: Planning and contracting under uncertainty for a green hydrogen producer" by Owen Palmer, Hugo Radet, Simon Camal, JK, and Robin Girard has been accepted for publication in Energy Economics [ link | arXiv ].

Dr. Harry van der Weijde [ LinkedIn ] from Open Energy Transition gave an invited talk at DTU on “From Bench to Boardroom: What Happens When Open Energy Models Meet the Real World?” [ video ].

Ezzat Elokda [ LinkedIn ], a PhD student at ETH Zürich, visited the EMA section and gave a talk on “Karma Economies”, a game-theoretical approach to dynamic and fair resource allocation, developed during his PhD at ETH Zürich together with his colleagues and supervisors. The video recording is available here.

Andrea Gloppen Johnsen [ LinkedIn ] successfully defended her PhD thesis “Market-based operations of renewable electrolyzer plants” [ manuscript | slides | video ]. Congratulations, Andrea! Thanks to the three examiners, Prof. Shmuel Oren (UC Berkeley), Prof. Kenneth Bruninx (TU Delft), and Prof. Lena Kitzing (DTU); Prof. Chresten Træholt (DTU) for chairing the defense; and Prof. Line Roald (University of Wisconsin-Madison) for hosting Andrea during her external stay. Andrea completed her PhD under the supervision of Lesia and me. For more information and pictures, see my LinkedIn post here. Wishing Andrea all the best in her next role as a postdoctoral fellow at Imperial College London!

Funding granted! Our industrial PhD project with Energinet has been awarded funding by Innovation Fund Denmark. Welcome to our new industrial PhD student, Valdemar Søgaard, who will work on "Dynamic and multi-area reserve dimensioning for balancing of the electricity grid" in collaboration with Energinet, the Danish TSO. He will be co-supervised by Lesia Mitridati (DTU), Thomas Dalgas Fechtenburg (Energinet), and me. Valdemar completed his MSc in Sustainable Energy at DTU and then joined Energinet's graduate programme.

Thomas Falconer [ LinkedIn ] successfully defended his PhD thesis, “Towards incentive-compatible collaborative machine learning” [ manuscript | slides | video ]. Many thanks to the examination committee, Prof. Munther Dahleh (MIT), Prof. Rachel Cummings (Columbia University), and Prof. Lesia Mitridati (DTU). Special thanks to Prof. Pierre Pinson (Imperial College London) for the excellent collaboration and joint supervision. Congratulations, Tom, and best of luck with the next steps in your career! We will truly miss you at EMA. See my LinkedIn post here.

Accepted! Our paper "The value of ancillary services for electrolyzers" by Andrea Gloppen Johnsen, Lesia Mitridati, Donato Zarrilli, and JK has been accepted for publication in Computers & Chemical Engineering [ link | arXiv | GitHub ].

Accepted! Our paper "Towards replication-robust analytics markets" by Thomas Falconer, JK, and Pierre Pinson has been accepted for publication in INFORMS Journal on Data Science [ link | arXiv | GitHub ].

Accepted! Our paper "Privacy-preserving convex optimization: When differential privacy meets stochastic programming" by Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck, Pierre Pinson, and JK has been accepted for presentation at the IEEE Conference on Decision and Control (CDC 2025), Rio de Janeiro, Brazil, December 2025 [ arXiv | GitHub ].

I gave a seminar at ETH Zürich on “Data-driven optimization with contextual information for trading wind power and hydrogen” [ slides ], invited by Prof. Russell McKenna. It was a great opportunity to present our recent work and exchange ideas with researchers working on energy systems, optimization, and data-driven methods.

I visited the Urban Energy Systems Laboratory (Empa) and gave a talk on “Learning prosumer behavior in energy communities: Integrating bilevel programming and online learning” [ slides ]. It was a great opportunity to exchange ideas with researchers at Empa, discuss ongoing research, and explore potential collaborations in urban energy systems. See the LinkedIn post by Empa here.

Accepted! Our paper "Electricity-aware bid format for coordinated heat and electricity market clearing" by Lesia Mitridati, Pascal Van Hentenryck, and JK has been accepted for presentation at the 14th DACH+ Conference on Energy Informatics, Aachen, Germany [ arXiv ]. Later update: The paper received the “Best Paper Award” at the conference.

Funding granted! Our project “Data Unlocked: Privacy Preservation, Public Sharing, and Added Value Creation” has been awarded funding by EUDP. The total grant amounts to 9.5 million DKK (approximately €1.27 million), with 61% allocated to the EMA section. We are excited to collaborate with our industrial partners: Energinet, NeoGrid, Enfor, Green Power Denmark, Watts, PowerLab DK, and Radius. We look forward to embarking on this important project. More information in my LinkedIn post about the kick-off meeting here. 

Elevated to INFORMS Senior Member.

I gave a keynote talk at the 17th Trans-Atlantic Infraday Conference (TAI 2025) in Dublin, Ireland, invited by Prof. Steven Gabriel and Prof. Mel Devine. The talk was titled “Learning prosumer behavior in energy communities: Integrating bilevel programming and online learning” [ slides ].

I gave an invited talk at University College Dublin, invited by Prof. Efthymios Karangelos. The talk was titled “Electric vehicles bidding in Nordic flexibility markets: A chance-constrained program” [ slides ].

DTU PES Summer School 2025: The 8th edition of the DTU PES Summer School concluded successfully, bringing together leading experts and participants working on electricity markets, optimization, and machine learning for power systems. The 2025 edition featured 13 lectures, including talks by Dr. Richard O’Neill (formerly FERC & ARPA-E), Prof. Paul Joskow (MIT), Prof. Natalia Fabra (UC3M), Prof. Jochen Cremer (TU Delft), Prof. Bissan Ghaddar (Ivey Business School & DTU), Prof. Azarakhsh Malekian (University of Toronto), Prof. Spyros Chatzivasileiadis (DTU), Prof. Licio Romao (DTU), Prof. Lesia Mitridati (DTU), and me. The programme also featured presentations by the Best Poster Awardees, Maria Margarida (KU Leuven) and Maryam Fetanat (Imperial College London). Video recordings of all lectures and presentations, as well as the slides, are publicly available here. You can read more in my LinkedIn post here.

Video recordings of all my lectures for the MSc course "Renewables in Electricity Markets" are now publicly available here.

Accepted! Our paper "Betting vs. trading: Learning a linear decision policy for selling wind power and hydrogen" by Yannick Heiser, Farzaneh Pourahmadi, and JK has been accepted for presentation at the 12th Bulk Power System Dynamics and Control Symposium (IREP 2025). See you in Sorrento, Italy this June [ link | arXiv | GitHub ].

Accepted! Our paper "Day-ahead bidding strategies for wind farm operators under a one-price balancing scheme" by Max Bruninx, Timothy Verstraeten, JK, and Jan Helsen has been accepted for presentation at the ACM e-Energy 2025, The 6th International Workshop on Energy Data and Analytics (EDA). See you in Rotterdam, Netherlands this June [ arXiv ].

Delivered an invited talk on "Data-driven optimization with contextual information for selling wind power and hydrogen" at the NTNU/NHH Winter School 2025 in Kvitfjell, Norway [ slides ]. Many thanks to Prof. Stein-Erik Fleten, Prof. Asgeir Tomasgard, and Prof. Mette Bjørndal for the invitation.

Accepted! Our paper "Learning prosumer behavior in energy communities: Integrating bilevel programming and online learning" by Bennevis Crowley, JK, Lesia Mitridati, and Mahnoosh Alizadeh has been accepted for publication in Applied Energy [ link | arXiv | GitHub ].

Accepted! Our paper "Aggregator of electric vehicles bidding in Nordic FCR-D markets: A chance-constrained program" by Gustav Lunde, Emil Damm, Peter A. V. Gade, and JK has been accepted for publication in IEEE Transactions on Power Systems [ link | arXiv | GitHub | video ].

Accepted! Our paper "Contracting strategies for electrolyzers to secure grid connection: The Dutch case" by Thomas Swarts, JK, Wouter van den Akker, Johan Morren, Arjan van Voorden, and Han Slootweg has been accepted for presentation at the IEEE PowerTech Conference 2025. See you in Kiel, Germany in June [ arXiv ].

Joined the Expert Group on "EU-wide Flexibility Needs Assessment" at the European Union Agency for the Cooperation of Energy Regulators (ACER) [ link ].

Bennevis Crowley [ LinkedIn ] successfully defended his PhD thesis “Energy communities providing grid services” [ manuscript | slides | video ]. Congrats, Ben! Thanks to the three examiners, Prof. Thomas Morstyn (University of Oxford), Prof. Simon Tindemans (TU Delft), and Prof. Claire Bergaentzlé (DTU). See my LinkedIn post here and the group picture here.

Accepted! Our paper "How can energy communities provide grid services? A dynamic pricing mechanism with budget balance, individual rationality, and fair allocation" by Bennevis Crowley, JK, and Lesia Mitridati has been accepted for publication in Applied Energy [ link | arXiv | GitHub ].

Delivered my inaugural lecture as a DTU professor [ slides | video ].

Accepted! Our paper "Flexibility of integrated power and gas systems: Gas flow modeling and solution choices matter" by Enrica Raheli, Yannick Werner, and JK has been accepted for publication in IEEE Transactions on Power Systems [ link | arXiv | GitHub ].

Prof. Bert Zwart from CWI Amsterdam and TU Eindhoven visited the EMA section and gave an invited talk, “How to avoid blackouts at minimal costs using chance-constrained programming?” The talk explored chance-constrained programming and its applications to power systems, with a focus on managing rare events [ video | slides ].

For our 2024 study trip, the EMA Section travelled together to London to visit Imperial College London for a joint seminar hosted by Prof. Pierre Pinson, Prof. Fei Teng, and Prof. Elina Spyrou. The day featured 23 five-minute elevator pitches from researchers at both institutions, providing an opportunity to exchange research ideas and learn about each other’s work. We concluded the seminar with a brainstorming session to explore potential research collaborations. We also enjoyed a visit to the Royal Albert Hall, making it a memorable day of scientific exchange and social activities. Many thanks to our hosts at Imperial for their warm hospitality! See my LinkedIn post here.

Licio Romao [ DTU | Personal webpage ] joined the EMA Section as our new tenure-track Assistant Professor. Welcome Licio! See my post on LinkedIn here.

Prof. Hrvoje Pandzic from the University of Zagreb visited the EMA section and gave a lecture on “Evaluation of battery models for power system economics.” It was a great opportunity to exchange ideas on battery modeling and its applications in power system economics [ video | slides ].

I taught a six-hour course over two days at the University of Cyprus on “Electricity market design and bidding strategy.” Many thanks to Prof. Mathaios Panteli and the organizers for the invitation [ event ].

Marco Saretta [ DTU | LinkedIn | Google Scholar ] joined the EMA group as an industrial PhD student with DTU and Rambøll (co-funded by Innovation Fund Denmark and Rambøll Fonden). Over the next three years, Marco will work on his project "Commoditizing green hydrogen in Europe: From efficient market design to optimal contracting and investment" under my supervision, together with Søren Møller Thomsen (Rambøll) and Enrica Raheli (Rambøll). Welcome Marco!

Peter Gade [ LinkedIn ] successfully defended his PhD thesis “Bringing demand-side flexibility to ancillary service markets” [ manuscript | slides | video ]. Congrats, Peter! Thanks to the three examiners, Prof. Johanna Mathieu (University of Michigan), Prof. Pierluigi Mancarella (University of Melbourne), and Prof. Kai Heussen (DTU). Peter was an industrial PhD student with DTU and IBM. See my LinkedIn post here.

Promoted to Full Professor at DTU.

Accepted! Our paper "Leveraging P90 requirement: Flexible resources bidding in Nordic ancillary service markets" by Peter A. V. Gade, Henrik W. Bindner, and JK has been accepted for presentation at the IEEE SmartGridComm 2024 Conference. See you in Oslo in September [ arXiv | GitHub ].

Accepted! Our paper "Energy-intensive industries providing ancillary services: A real case of zinc galvanizing process" by Peter A. V. Gade, Trygve Skjøtskift, Henrik W. Bindner, and JK has been accepted for presentation at the IEEE SmartGridComm 2024 Conference. See you in Oslo in September [ arXiv | GitHub ].

Prof. David Wozabal from Vrije Universiteit Amsterdam visited the EMA section and gave an invited talk on “Algorithmic trading in continuous intraday power markets” [ video ].

Accepted! Our paper "Bayesian regression markets" by Thomas Falconer, JK, and Pierre Pinson has been accepted for publication in Journal of Machine Learning Research [ link | arXiv | GitHub ].

Presented our recent work on Energinet’s P90 requirement for bidding in Nordic ancillary service markets at an invited panel at PSCC 2024 in Paris and in a keynote talk at the European Energy Markets (EEM 2024) conference in Istanbul [ slides | paper 1 | paper 2 ].

DTU PES Summer School 2024: The 7th edition of our summer school took place from 27 to 31 May 2024, with 60 attendees from around the world (selected from more than 160 applicants) and 6 external lecturers, including Prof. David Newbery (University of Cambridge), Prof. Pierluigi Mancarella (University of Melbourne), Prof. Line Roald (University of Wisconsin-Madison), Prof. Mahnoosh Alizadeh (UC Santa Barbara), Prof. Rodrigo Moreno (University of Chile), Dr. Carleton Coffrin (Los Alamos National Lab), and four speakers from DTU. You can find all presentation slides here. The playlist of all video recordings is also available here.

Yannick Heiser [ LinkedIn ] joined the EMA section as a PhD student. Over the next three years, Yannick will work on “Data-driven optimization and machine learning for operation of PtX hybrid plants”, under the supervision of Farzaneh Pourahmadi and me. Yannick received his MSc degree in Physics from the University of Copenhagen, Denmark, and subsequently worked at European Energy before starting his PhD.

Accepted! Our paper "Unit commitment predictor with a performance guarantee: A support vector machine classifier" by Farzaneh Pourahmadi and JK has been accepted for publication in IEEE Transactions on Power Systems [ link | arXiv | GitHub ].

Accepted! Our paper "Learning to bid in forward electricity markets using a no-regret algorithm" by Arega Getaneh Abate, Dorsa Majdi, JK, and Maryam Kamgarpour has been accepted for presentation at the Power Systems Computation Conference (PSCC 2024). See you in Paris in June! The paper will also be published in Electric Power Systems Research [ arXiv | GitHub ].

Accepted! Our paper "Feature-driven strategies for trading wind power and hydrogen" by Emil Helgren, JK, and Lesia Mitridati has been accepted for presentation at the Power Systems Computation Conference (PSCC 2024). See you in Paris in June! The paper will also be published in Electric Power Systems Research [ arXiv | GitHub ].

Accepted! Our paper "Load shifting versus manual frequency reserve: Which one is more appealing to thermostatically controlled loads in Denmark?" by Peter A. V. Gade, Trygve Skjøtskift, Charalampos Ziras, Henrik W. Bindner, and JK has been accepted for publication in Electric Power Systems Research [ link | arXiv | GitHub ].

Yannick Werner [ Google Scholar ] successfully defended his PhD thesis “Modeling electrolyzers and gas networks for integration with power systems” [ manuscript ]. Congrats, Yannick! Thanks to Prof. Ruud Egging (NTNU) for the co-supervision, and thanks to the examination committee, Prof. Victor Zavala (University of Wisconsin-Madison), Prof. Stein-Erik Fleten (NTNU), and Prof. Bissan Ghaddar (DTU).

I gave an invited talk at the 3rd Champéry Power Conference on "Electric vehicles bidding in Nordic flexibility markets: A distributionally robust chance-constrained program" [ slides ]. Thanks to Prof. Florian Dörfler and Prof. Philippe Jacquod for the invitation.

Accepted! Our paper "On the efficiency of energy markets with non-merchant storage" by Linde Frölke, Eléa Prat, Pierre Pinson, Richard M. Lusby, and JK has been accepted for publication in Energy Systems [ link | arXiv | GitHub ].

Read my interview with TU Delft on the priorities and barriers associated with the energy transition, as well as the role of modeling, here.

Prof. Line Roald (University of Wisconsin-Madison) visited the EMA section and gave an invited talk titled “How can consumers effectively reduce the carbon footprint of electricity consumption?” [ video ].

Prof. Josh Taylor (New Jersey Institute of Technology) visited the EMA section and gave an invited talk titled “Active distance protection in inverter-fed grids” [ video ].

Enrica Raheli [ LinkedIn ] successfully defended her PhD thesis “Physics-aware operation of power-to-X and natural gas systems” [ manuscript | slides | video ]. Congrats, Enrica! Thanks to the three examiners, Prof. Line Roald (University of Wisconsin-Madison), Prof. Josh Taylor (New Jersey Institute of Technology), and Prof. Chresten Træholt (DTU).

Appointed Associate Editor of Operations Research in the Energy and Environment Area. The journal is the flagship publication of the INFORMS community.

Accepted! Our paper "Electrolysis as a flexibility resource on energy islands: The case of the North Sea" by Alexandra Lüth, Yannick Werner, Ruud Egging-Bratseth, and JK has been accepted for publication in Energy Policy [ link | PDF | GitHub ].

Our [ Paper ] received the "Best Paper Award" of the IEEE SmartGridComm 2023 Conference in Glasgow, UK.

My PhD student Andrea Gloppen Johnsen and I delivered a five-hour tutorial at the Smart Energy and Stochastic Optimization (SESO 2023) Workshop of École des Ponts ParisTech, France, on "Power-to-X: Portfolio management of hybrid power plants".

Accepted! Our paper "A conic model for electrolyzer scheduling" by Enrica Raheli, Yannick Werner, and JK has been accepted for publication in Computers & Chemical Engineering [ link | arXiv ].

Delivered a keynote talk at TU Delft PowerWeb Institute Conference (10th anniversary) on "Mathematical programming for the market integration of power-to-X hybrid power plants: The case of a plant in Denmark" [ video | slides ].

Invited to give a talk on "Selling demand-side flexibility in Danish ancillary service markets" [ slides ] at the EPFL Evolution of Electricity Markets Workshop.

For our 2023 study trip, the EMA Section travelled together to Delft, the Netherlands, to visit our colleagues at TU Delft. The visit brought together researchers from three faculties for a full day of scientific exchange, including a joint seminar, discussions, and visits to laboratories and research facilities. It was a great opportunity to exchange ideas, learn about ongoing research across different fields, and strengthen our connections with colleagues at TU Delft. Many thanks to Prof. Peter Palensky, Prof. Laurens De Vries, Prof. Simon Tindemans, Prof. Kenneth Bruninx, Prof. Sergio Grammatico, Prof. Peyman Mohajerin Esfahani, and all the PhD students and postdocs for warmly hosting us and for the many interesting discussions throughout the day. Looking forward to visiting TU Delft again! See my LinkedIn post here.

Accepted! Our paper "Electrolyzer scheduling for Nordic FCR services" by Marco Saretta, Enrica Raheli, and JK has been accepted for presentation at the IEEE SmartGridComm 2023, Glasgow, Scotland, November 2023 [ arXiv | PDF | GitHub ].

Accepted! Our paper "Synergy among flexible demands: Forming a coalition to earn more from reserve market" by Peter A. V. Gade, Trygve Skjøtskift, Henrik W. Bindner, and JK has been accepted for presentation at the IEEE SmartGridComm 2023, Glasgow, Scotland, November 2023 [ PDF | GitHub ].

DTU PES Summer School 2023: The 6th edition of our summer school concluded successfully. Thanks to our external speakers: Prof. Florian Dörfler (ETH Zürich), Prof. Ram Rajagopal (Stanford University), Prof. Antoine Lesage-Landry (Polytechnique Montréal), Prof. Juan Miguel Morales (University of Málaga), Prof. Ferdinando Fioretto (University of Virginia), Lykke Mulvad Jeppesen (Ørsted), and Gaudenz Koeppel (Axpo Group). All slides and video recordings are publicly available here.

Accepted! Our paper "Online decision making for trading wind energy" by Miguel Angel Muñoz, Pierre Pinson, and JK has been accepted for publication in Computational Management Science [ link | arXiv ].

Accepted! Our paper "Optimization of hybrid power plants: When is a detailed electrolyzer model necessary?" by Manuel Tobias Baumhof, Enrica Raheli, Andrea Gloppen Johnsen, and JK has been accepted for presentation at the IEEE PowerTech Conference 2023, Belgrade, Serbia, June 2023 [ link | arXiv | GitHub ].

I gave a lecture on "portfolio management of hybrid power plants" at NTNU/NHH Winter School 2023 [ link ] in Geilo, Norway [ slides ]. Many thanks to Prof. Stein-Erik Fleten, Prof. Asgeir Tomasgard, and Prof. Mette Bjørndal for the invitation.

Linde Frölke [ LinkedIn ] successfully defended her PhD thesis, “Market design for future district heating systems” [ manuscript | slides | video ]. Congrats, Linde! Thanks to the examination committee, Prof. Sonja Wogrin (TU Graz), Prof. Erik Delarue (KU Leuven), and Prof. Shi You (DTU).

Farzaneh Pourahmadi [ LinkedIn ] joined the EMA section as a researcher. She received her PhD degree in Electrical Engineering from Sharif University of Technology, Iran, in 2019. Before joining DTU, she was a postdoctoral fellow at the University of Copenhagen and Copenhagen Business School. Over the next four years, she will primarily work on her DFF project "Combining Learning and Optimization for Faster Green Transition".

Bob Pepin [ LinkedIn ] joined the EMA section as a postdoctoral fellow. He received his PhD degree in mathematics from the University of Luxembourg in 2018. Before joining DTU, he was a senior AI specialist at Alexandra Institute, Denmark. Over the next year, he will work on data-driven operation of power systems and digitalization.

Appointed Head of Studies for the DTU MSc programme “Sustainable Energy Systems,” effective 1 February 2023. Read about the programme here.

Accepted! Our paper "A market for trading forecasts: A wagering mechanism" by Aitazaz Ali Raja, Pierre Pinson, JK, and Sergio Grammatico has been accepted for publication in International Journal of Forecasting [ link | arXiv ].

It was a pleasure to give an invited webinar for the IEEE PES Spain Section on the coordination of power, heat, and gas markets. Thanks to Prof. Antonio Gomez-Exposito (University of Seville) for the invitation!

Arega Getaneh Abate [ Homepage ], the recipient of the EuroTechPostdoc2 Programme fellowship, joined the EMA section as a postdoctoral fellow. He received his PhD degree in Mathematical Methods of Economics, Finance, and Actuarial Sciences from the University of Brescia, Italy, in 2021. Over the next two years, he will work on AI-assisted electricity market design for sustainability, in collaboration with Maryam Kamgarpour (EPFL) and me.

Accepted! Our paper A. Ratha, P. Pinson, H. Le Cadre, A. Virag, and J. Kazempour, "Moving from linear to conic markets for electricity," has been accepted for publication in European Journal of Operational Research [ link | arXiv ].

Accepted! Our paper A. Arrigo, J. Kazempour, Z. De Grève, J.-F. Toubeau, and F. Vallée, "Embedding dependencies between wind farms in distributionally robust optimal power flow," has been accepted for publication in IEEE Transactions on Power Systems [ link | arXiv ].

Accepted! Our paper P. A. V. Gade, T. Skjøtskift, H. Bindner, and J. Kazempour, "Ecosystem for demand-side flexibility revisited: The Danish solution," has been accepted for publication in The Electricity Journal [ link | arXiv ].

For our 2022 study trip, the EMA Section travelled together to Leuven, Belgium, to visit KU Leuven for a joint seminar on different aspects of power systems and energy markets, hosted by Prof. Erik Delarue and Prof. Dirk Van Hertem. The visit featured presentations and group discussions, providing an opportunity to exchange research ideas and learn more about each other’s work. We also enjoyed a tour of beautiful Leuven, making it a memorable day of scientific exchange and social activities. Many thanks to our hosts at KU Leuven and all their group members for their warm hospitality! See my LinkedIn post with the group picture here.

Congratulations to Adriano Arrigo [ LinkedIn ] on defending his PhD thesis "Advanced uncertainty- and physics-aware optimization for energy systems operation" [ PDF | slides ], completed at the University of Mons, Belgium. It was a pleasure co-supervising his PhD together with Prof. François Vallée (University of Mons). Thanks to the jury: Prof. Yury Dvorkin (Johns Hopkins University), Prof. Kenneth Bruninx (TU Delft), Prof. Bertrand Cornélusse (University of Liège), Prof. Daniel Tuyttens (UMons), Dr. Jean-François Toubeau (UMons), Prof. Zacharie De Grève (UMons), and Prof. Christophe Caucheteur (UMons).

Accepted! Our paper N. Vespermann, T. Hamacher, and J. Kazempour, "On ambiguity-averse market equilibrium," has been accepted for publication in Optimization Letters [ link | PDF ].

Elected as a member of the Executive Board of EES-UETP.

Lesia Mitridati [ homepage ] joined the EMA section as a Tenure-Track Assistant Professor. She received her PhD from DTU in 2019, and has been a postdoc at Georgia Tech and ETH Zürich. Welcome Lesia!

Presented our invited survey paper at PSCC 2022 in Porto, titled “Power Systems Optimization under Uncertainty,” together with Line Roald, David Pozo, Anthony Papavasiliou, Dan Molzahn, and Antonio Conejo [ paper ].

DTU PES Summer School 2022: After a two-year pause due to COVID-19, the 5th edition of our summer school concluded successfully, bringing together more than 50 participants from around the world. Thanks to our speakers: Prof. Shie Mannor, Prof. Sergio Grammatico (TU Delft), Prof. Hao Zhu (UT Austin), Prof. Pierre Pinson (DTU), Prof. Trine Boomsma (University of Copenhagen), and Prof. Spyros Chatzivasileiadis (DTU). All slides and video recordings are publicly available here.

Joined CIGRE Study Committee C5, "Electricity Markets and Regulation".

Congratulations to Anubhav Ratha [ LinkedIn ] on defending his PhD thesis, titled "Market Design for Integrated Energy Systems of the Future" [ PDF | slides | video ]. Special thanks to Prof. Miguel F. Anjos (University of Edinburgh), Prof. Alexandre Street (Pontifical Catholic University of Rio de Janeiro), and Prof. Spyros Chatzivasileiadis (DTU) for examining his thesis. Anubhav spent four years with us in the ELMA group and completed his PhD thesis under the supervision of Prof. Pierre Pinson, Dr. Ana Virag (VITO), and me. Good luck, Anubhav, with your next chapter as a data scientist at Vestas!

Andrea Gloppen Johnsen [ LinkedIn ] joined the EMA section as a PhD student to work on market-based operation of power-to-X assets. She will be involved in the EUDP-funded HOMEY project in collaboration with Siemens Gamesa. Andrea received her MSc degree in Sustainable Energy from DTU. Welcome Andrea!

Thomas Falconer [ LinkedIn ] joined the EMA section as a PhD student to work on AI for electricity market design. He received his MSc degree in Energy Systems and Data Analytics from UCL. Welcome Thomas!

Our paper has been selected as one of the 8 "Best Papers" of the IEEE Transactions on Power Systems in the period of 2019-2021. [ link ]

Niklas Vespermann [ LinkedIn ] successfully defended his PhD thesis "Market design for energy communities" [ manuscript | slides ] at the Technical University of Munich. I served as his co-supervisor. Congratulations, Niklas!

Accepted! Our paper P. Pinson, L. Han, and J. Kazempour, "Regression markets and application to energy forecasting," has been accepted for publication in TOP [ arXiv ].

Invited to give a seminar on "Data Markets for Energy" at NTNU Winter School 2022 (Oppdal, Norway) and at the University of Copenhagen (both Department of Computer Science and Department of Economics). Slides are available here.

Appointed chair of the INFORMS ENRE Best Paper Award Committee in Energy for 2022.

All four submissions from our group have been accepted for presentation at the Power Systems Computation Conference (PSCC 2022). Looking forward to meeting you in Porto in June! Paper 1: L. Han, P. Pinson, and J. Kazempour, “Trading data for wind power forecasting: A regression market with lasso regularization” [ arXiv ]. Paper 2: V. Dvorkin, D. Mallapragada, A. Botterud, J. Kazempour, and P. Pinson, “Multi-stage linear decision rules for stochastic control of natural gas networks with linepack” [ arXiv ]. Paper 3: J. Shin, Y. Werner, and J. Kazempour, “Modeling gas flow directions as state variables: Does it provide more flexibility to power systems?” [ arXiv ]. Paper 4: L. Frölke, I.-M. Palm, and J. Kazempour, “Market integration of excess heat” [ arXiv ].

HOMEY project has been granted funding by EUDP (total budget: 8.7 million DKK). We will develop a range of H2-driven portfolio management and business models for hybrid power plants (electrolyzers+wind+PV+battery) under uncertainty, and demonstrate our solutions in a real-world pilot at Siemens Gamesa in Denmark.

Bennevis Crowley [ LinkedIn ] joined the ELMA group as a PhD student, funded by the Flex-CEC project (EUDP) and DTU Elektro. He will primarily work on "privacy-based market design for energy communities".

Our project entitled "Sustainable P2X Business Model" has been awarded funding by Energy Cluster Denmark and Ørsted (total budget: 800,000 DKK).

Invited to give a four-hour tutorial on “Flexibility and Coordination in Energy Systems” at TACEMM 2021, held at Aalto University in Finland and organized by the Trans-Atlantic Cooperation on Energy Market Models (TACEMM) [ link ].

Liyang Han presented our recent work "A data market under a lasso regression framework" at an MIT webinar [ Video | Paper1 | Paper2 ].

Invited to give an online lecture on "The role of aggregators and demand flexibility in electricity markets" at UIMP, Sevilla, Spain. Thanks to Prof. Antonio Gomez Exposito for the invitation [ slides ].

Served as an examination committee member for the PhD thesis of Kai Zhang at TU Munich, titled "Spot pricing principles in distribution grids: From local market organization to multi-regional coordination". Congrats, Kai!

Aitazaz Ali Raja (TU Delft) and Miguel Angel Muñoz (University of Málaga) joined the ELMA group as guest PhD students. They will be with the ELMA group for 6 and 3 months, respectively.

Accepted! Our paper V. Dvorkin, A. Ratha, P. Pinson, and J. Kazempour, "Stochastic control and pricing for natural gas networks," has been accepted for publication in IEEE Transactions on Control of Network Systems. The paper is available here.

Accepted! Our paper A. Hermann, T. V. Jensen, J. Østergaard, and J. Kazempour, "A complementarity model for electric power transmission-distribution coordination under uncertainty," has been accepted for publication in European Journal of Operational Research. The paper is available here.

Flex-CEC project has been granted funding by EUDP (total budget: 9.6 million DKK). We will design a privacy-aware market for energy communities and demonstrate it in several pilots in Denmark.

Peter Gade [ LinkedIn ] joined the ELMA group as an industrial PhD student with IBM, co-funded by Innovation Fund Denmark. He will work on "Investment model for power flexibility services".

Appointed leader of the Energy Analytics and Markets (ELMA) research group in the DTU Department of Electrical Engineering.

Accepted! Our paper A. Schwele, C. Ordoudis, P. Pinson, and J. Kazempour, "Coordination of power and natural gas markets via financial instruments," has been accepted for publication in Computational Management Science. The paper is available here.

Accepted! Our paper C. Heinrich, C. Ziras, T. V. Jensen, H. W. Bindner, and J. Kazempour, "A local flexibility market mechanism with capacity limitation services," has been accepted for publication in Energy Policy. The paper is available here.

Accepted! Our paper A. Arrigo, C. Ordoudis, J. Kazempour, Z. De Greve, J.-F. Toubeau, and F. Vallee, "Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: An exact and physically-bounded formulation," has been accepted for publication in European Journal of Operational Research. The paper is available here.

Served as an examination committee member for the PhD thesis of Xuejiao Han at ETH Zürich, titled "Stochastic investment and dispatch optimization of distributed energy resources in a market environment". Congrats, Xuejiao!

Accepted! Our paper L. Bobo, L. Mitridati, J. A. Taylor, P. Pinson, and J. Kazempour, "Price-region bids in electricity markets," has been accepted for publication in European Journal of Operational Research. The paper is available here.

Congratulations to Vladimir Dvorkin [ LinkedIn ] on defending his PhD thesis, titled "Stochastic and Private Energy System Optimization" [ video | thesis | slides ]. Special thanks to Prof. Alexander Shapiro (Georgia Tech), Prof. Adam Wierman (Caltech) and Prof. Spyros Chatzivasileiadis (DTU) for examining his thesis. Vladimir was a member of the ELMA group for four years and completed his MSc and PhD theses with Prof. Pierre Pinson and me. Many thanks to Prof. Pascal Van Hentenryck and Prof. Ferdinando Fioretto for hosting Vladimir for six months at Georgia Tech during his PhD, where he learned a lot about differential privacy. Good luck to Vladimir in his next position as a postdoctoral fellow at MIT.

Invited to speak at the online seminar series of Rutgers Industrial and Systems Engineering. Thanks to Prof. Aziz Ezzat for his invitation. I presented our recent research on "Risk trading in energy communities" [ slides ].

Three conference papers have been accepted for presentation at the IEEE PowerTech 2021 Conference in Madrid, June 2021 [ paper1 | paper 2 | paper 3 ].

Accepted! Our paper J. Østergaard, C. Ziras, H. W. Bindner, J. Kazempour, M. Marinelli, P. Markussen, S. H. Rosted, and J. S. Christensen, "Energy security through demand side flexibility: The case of Denmark,'' has been accepted for publication in IEEE Power and Energy Magazine, vol. 19, no. 2, pp. 46-55, March-April 2021 [ link ].

Served as an examination committee member for the PhD thesis of Mana Farrokhseresht at TU Eindhoven (TU/e), titled "The coupled Market: Unlocking the potential of distributed energy resources in the electricity market". Congrats, Mana!

Invited to continue serving as chair of the Energy II Cluster at INFORMS ENRE. This cluster organized 46 sessions at the INFORMS Annual Meeting 2020.

Accepted! Our paper F. Pourahmadi and J. Kazempour, "Distributionally robust generation expansion planning with unimodality and risk constraints," has been accepted for publication in IEEE Transactions on Power Systems. The paper is available here.

Joined the Technical Program Committee of Power Systems Computation Conference (PSCC 2022).

Yannick Werner [ Google Scholar ] joined the ELMA group of DTU as a PhD student. Yannick received his BSc and MSc degrees in Industrial Engineering and Management from TU Berlin. He will work on systemic risk analysis in integrated multi-carrier energy systems. His project is funded by a DTU alliance programme that promotes collaboration with NTNU (Norway). Yannick will be supervised by Prof. Ruud Egging (NTNU) and me.

Funded! Innovation Fund Denmark has funded our joint industrial PhD proposal with IBM on "Investment Models for Flexibility Trading".

I served as an examiner for the PhD thesis of Orcun Karaca (ETH Zürich) together with Prof. Sven Seuken (University of Zürich) and Prof. Neil Walton (University of Manchester). The title of his thesis is "On the theory and applications of mechanism design and coalitional games in electricity markets".

Anna Schwele [ LinkedIn ] successfully defended her PhD thesis, titled "Integration of electricity, natural gas and heat systems with market-based coordination" [ manuscript | slides | video ]. The examiners were Prof. Ramteen Sioshansi (The Ohio State University), Prof. Trine Boomsma (University of Copenhagen), and Prof. Qiuwei Wu (DTU).

The INFORMS ENRE Energy II Cluster offered 46 sessions at the 2020 INFORMS Annual Meeting, featuring many interesting talks related to operations research in energy. I chaired the cluster in 2020.

I served as the chair of the examination committee and an examiner for the PhD thesis of Andreas Venzke (DTU), together with Prof. Duncan Callaway (UC Berkeley) and Prof. Andy Sun (Georgia Tech). The title of his thesis is "Machine learning and convex optimization for secure power system operation".

Accepted! Our paper N. Vespermann, T. Hamacher, and J. Kazempour, “Access economy for storage in energy communities,” has been accepted for publication in IEEE Transactions on Power Systems. The paper is available here.

Accepted! Our paper V. Dvorkin, F. Fioretto, P. Van Hentenryck, P. Pinson, and J. Kazempour, "Differentially private optimal power flow for distribution grids," has been accepted for publication in IEEE Transactions on Power Systems. The paper is available here.

Accepted! Our paper N. Vespermann, T. Hamacher, and J. Kazempour, “Risk trading in energy communities,” has been accepted for publication in IEEE Transactions on Smart Grid. The paper is available here.

Invited to present “Risk Trading in Energy Communities” in the webinar series organized by the Operations, Planning, Accounting & Control (OPAC) group at Eindhoven University of Technology (TU/e) [ slides | paper ].

Appointed as a member of the Technical Program Committee of the IEEE PowerTech 2021.

Our paper [ link ] received an honorable mention from the INFORMS ENRE Best Publication Committee in 2020.

Invited panelist at the International Conference on Probabilistic Methods Applied to Power Systems (PMAPS), presenting “Risk Trading in Energy Communities” [ slides | paper ].

Invited panelist at the IEEE PES General Meeting 2020, presenting “Coordination of Electricity, Heat, and Natural Gas Systems Accounting for Network Flexibility” [ slides | paper | video ].

Accepted! Our paper V. Dvorkin, P. Van Hentenryck, J. Kazempour, and P. Pinson, "Differentially private distributed optimal power flow," has been accepted for presentation at CDC 2020. The paper is available here.

Liyang Han [ LinkedIn ] joined the ELMA group as a postdoctoral fellow. He received his PhD in Electrical Engineering from the University of Oxford in 2020. Liyang will work on data market design for power systems.

DTU PES Summer School 2020: We received a record 116 applications for the 2020 summer school, with the acceptance rate expected to be below 50%. Unfortunately, the summer school was ultimately cancelled due to the COVID-19 pandemic. We had planned an excellent lineup of speakers: Prof. William W. Hogan (Harvard University), Prof. Ross Baldick (University of Texas at Austin), Prof. Shie Mannor (Technion), Prof. Trine Krogh Boomsma (University of Copenhagen), Prof. Sergio Grammatico (TU Delft), Prof. Melanie Zeilinger (ETH Zürich), Prof. Vassilis Kekatos (Virginia Tech), Prof. Pierre Pinson (DTU), and Prof. Spyros Chatzivasileiadis (DTU). The planned program is available here.

Accepted! Our paper V. Dvorkin, J. Kazempour, and P. Pinson, "Chance-constrained equilibrium in electricity markets with asymmetric forecasts," has been accepted for presentation at PMAPS 2020. The paper is available here.

Accepted! Our paper C. Ordoudis, S. Delikaraoglou, J. Kazempour, and P. Pinson, "Market-based coordination for integrated electricity and natural gas systems under uncertain supply," has been accepted for publication in European Journal of Operational Research. The paper is available here.

Our two papers have been accepted for presentation at the Power Systems Computation Conference (PSCC 2020) [ paper1 | paper2 ].

Started serving as chair of the INFORMS ENRE Energy II Cluster for 2020–2021.

Accepted! Our paper L. Mitridati, J. Kazempour, and P. Pinson, "Design and game-theoretic analysis of community-based market mechanisms in heat and electricity systems," has been accepted for publication in Omega. The paper is available [ here ].

Received the “Best Teacher” Award from the DTU Electrical Engineering Department for the spring semester of 2019, based on student evaluations [ link ].

Accepted! Our paper F. Pourahmadi, J. Kazempour, C. Ordoudis, P. Pinson, and S. H. Hosseini, "Distributionally robust chance-constrained generation expansion planning," has been accepted for publication in IEEE Transactions on Power Systems. The paper is available here.

Accepted! Our paper L. Mitridati, J. Kazempour, and P. Pinson, "Heat and electricity market coordination: A scalable complementarity approach,'' has been accepted for publication in European Journal of Operational Research. The paper is available here.

Accepted! Our paper V. Dvorkin, J. Kazempour, and P. Pinson, "Electricity market equilibrium under information asymmetry," has been accepted for publication in Operations Research Letters. The paper is available here.

Opening: A PhD position is available in our group on data sharing and trading, global and network games, differential privacy, all with applications to power and energy systems. The application page is available here. The deadline is September 20, 2019.

Accepted! Our paper A. Ratha, J. Kazempour, A. Virag, and P. Pinson, "Exploring market properties of policy-based reserve procurement for power systems" has been accepted for presentation at the 58th IEEE Conference on Decision and Control (CDC 2019), Nice, France, Dec. 2019. The paper is available here.

Anna Schwele [ LinkedIn ] received the Second-Best Student Paper Award at the PowerTech 2019 Conference, Milan, Italy. The paper is available here. Congrats to Anna and Christos Ordoudis for such great work!

DTU CEE Summer School 2019: The 4th edition of our summer school concluded successfully, bringing together 60 participants from around the world. Thanks to Prof. Munther Dahleh (MIT), Prof. Dolores Romero Morales (CBS), Prof. Johanna Mathieu (University of Michigan), Dr. Andrea Simonetto (IBM), Prof. Saverio Bolognani (ETH Zürich), Prof. Pierre Pinson (DTU), and Prof. Spyros Chatzivasileiadis (DTU) for their contributions. All slides are publicly available here.

Accepted! Our paper Y. Ye, D. Papadaskalopoulos, J. Kazempour, and G. Strbac, "Incorporating non-convex operating characteristics into bi-level optimization electricity market models," has been accepted for publication in IEEE Transactions on Power Systems. The paper is available here.

Prof. Antonio J. Conejo presented two introductory lectures at DTU on adaptive robust optimization as well as power and gas equilibria. The slides are available here. The videos will soon be available on the CEE YouTube channel.

The videos of the invited course at DTU on "advanced game theory in power systems" by Prof. Uday V. Shanbhag are now available on the CEE YouTube channel. In addition, the videos of the two talks by Prof. Steven Low and Prof. Ian Hiskens are posted.

Alexander Hermann [ LinkedIn ] successfully defended his PhD thesis on "Market-based methods for the coordinated use of distributed energy resources" [ manuscript | slides ], supervised by Prof. Jacob Østergaard, Prof. Shaojun Huang, and me. Congrats, Alex! Thanks to Prof. Christoph Weber (University Duisburg-Essen), Prof. Florin Capitanescu (LIST, Luxembourg), and Prof. Pierre Pinson (DTU) for examining the thesis.

Accepted! Our paper C. Ziras, J. Kazempour, E. Can Kara, H. W. Bindner, P. Pinson, and S. Kiliccote, "A mid-term DSO market for capacity limits: How to estimate opportunity costs of aggregators?" has been accepted for publication in IEEE Transactions on Smart Grid. The paper is available here.

Lesia Mitridati [ homepage ] successfully defended her PhD thesis, titled "Market-based coordination of heat and electricity systems" [ manuscript ]. Lesia was supervised by my colleague, Prof. Pierre Pinson, and me. Thanks to Prof. Steven Low (Caltech), Prof. Maryam Kamgarpour (ETH Zürich), and Prof. Spyros Chatzivasileiadis (DTU) for examining her thesis. Lesia will be joining Georgia Tech as a postdoctoral fellow at the Department of Industrial and Systems Engineering.

Adriano Arrigo [ LinkedIn ] received the Prix CREG, awarded by the Belgian regulator for gas and electricity, for his MSc thesis completed at DTU. See the news here.

Accepted! Our paper A. Hermann, J. Kazempour, S. Huang, and J. Østergaard, "Congestion management in distribution networks with asymmetric block offers," has been accepted for publication in IEEE Transactions on Power Systems. The paper is available here.

Presented our work at the Isaac Newton Institute of the University of Cambridge on "Distributionally Robust Chance Constrained Generation Expansion Planning". The slides are available here. The video of the talk is also available here.

Presented our work at the Multi-Energy Systems Workshop at ETH Zürich on "Towards Revealing the Full Operational Flexibility of Integrated Energy Systems". The slides are available here. The video of the talk is also available here.

The following two papers have been accepted for presentation at the 13th IEEE PowerTech 2019 Conference, June 2019, Milan, Italy: [Paper 1, link]: A. Schwele, C. Ordoudis, J. Kazempour, and P. Pinson, "Coordination of power and natural gas systems: Convexification approaches for linepack modeling". [Paper 2, link]: C. Kok, J. Kazempour, and P. Pinson, "A DSO-level contract market for conditional demand response".

Accepted! Our paper L. Exizidis, J. Kazempour, A. Papakonstantinou, P. Pinson, Z. De Greve, and F. Vallee, “Incentive-compatibility in a two-stage stochastic electricity market with high wind power penetration,” has been accepted for publication in IEEE Transactions on Power Systems [ paper ].

Presented our work at the Isaac Newton Institute of the University of Cambridge on "Towards Revealing the Full Operational Flexibility of Energy Systems". The slides are available here.

We are organizing a compact 5-day course from the 6th to the 10th of May 2019 on "Advanced Game-theoretic Models in Power Systems" in the ELMA group of DTU. The course will be taught by Prof. Uday V. Shanbhag from Pennsylvania State University. The course flyer is available here.

Selected as one of the seven outstanding editorial board members of International Transactions on Electrical Energy Systems (Wiley) for 2018.

Accepted! Our paper A. Schwele, J. Kazempour, and P. Pinson, “Do unit commitment constraints affect generation expansion planning? A scalable stochastic model,” has been accepted for publication in Energy Systems [ paper ].

Christos Ordoudis [ LinkedIn ] successfully defended his PhD thesis, titled “Market-based approaches for the coordinated operation of electricity and natural gas systems” [ manuscript ]. Christos was supervised by my colleagues, Prof. Pierre Pinson, Prof. Juan Miguel Morales, and me. Thanks to Prof. Pascal Van Hentenryck (Georgia Tech), Prof. Afzal Siddiqui (UCL), and Prof. Spyros Chatzivasileiadis (DTU) for examining his thesis.

Elevated to IEEE Senior Member grade!

Anubhav Ratha [ LinkedIn ] started his PhD in the ELMA group under the supervision of Prof. Pierre Pinson (DTU), Dr. Ana Virag (VITO, Belgium), and me. Anubhav received his MSc degree in Energy Science and Technology from ETH Zürich and will work on market design for integrated energy systems during his PhD.

Prof. Yury Dvorkin (New York University) gave a talk on "Harvesting demand response flexibility via learning" in the ELMA group of DTU. The video of his talk is available here.

Prof. François Vallée and Dr. Zacharie De Grève from the University of Mons, Belgium, gave two talks on "Decision-making in electric power systems" and "Data analytics in electric power systems: How can machine learning help?" in the ELMA group of DTU. Their slides are available here: File 1 | File 2.

Started co-supervising a PhD student, Niklas Vespermann [ LinkedIn ], at the Technical University of Munich, Germany. Together with Prof. Thomas Hamacher, I will work on market design for future energy communities and local markets.

Adriano Arrigo [ LinkedIn ] started his PhD at the University of Mons, Belgium. Together with Prof. François Vallée and Dr. Jean-François Toubeau, I will co-supervise his PhD work on the applications of distributionally robust optimization to power systems.

Prof. Shmuel Oren (University of California, Berkeley) gave a talk on “Mobilizing grid flexibility for renewables integration through topology control and dynamic thermal rating” in the ELMA group at DTU.

Invited to speak in the Mathematics of Energy Systems programme at the Isaac Newton Institute, University of Cambridge, in March 2019.

My PhD student Vladimir Dvorkin and I ran a five-day course from September 24 to 28, 2018, on “Applications of Decomposition Techniques to Power Systems” at Skoltech, Moscow, Russia. The course description is available here.

Invited to serve on the scientific committee of the XV International Conference on Stochastic Programming (ICSP 2019), NTNU, Trondheim, from July 29 to August 2, 2019.

Accepted! Our paper V. Dvorkin, J. Kazempour, L. Baringo, and P. Pinson, "A consensus-ADMM approach for strategic generation investment in electricity markets" will be presented at the 57th IEEE Conference on Decision and Control (CDC 2018), Dec. 2018 [ paper ].

DTU CEE Summer School 2018: The 3rd edition of our summer school, “Modern Optimization in Energy,” concluded successfully, bringing together 53 participants from universities and industry from around the world. Thanks to our speakers: Prof. Miguel Anjos (University of Edinburgh), Prof. Daniel Kuhn (EPFL), Prof. Pascal Van Hentenryck (University of Michigan), Prof. Misha Chertkov (Los Alamos National Lab), Prof. Maryam Kamgarpour (ETH Zürich), Prof. Pierre Pinson (DTU), and Prof. Spyros Chatzivasileiadis (DTU) for their contributions. All slides and video recordings are publicly available here.

Farzaneh Pourahmadi, a PhD student at Sharif University of Technology, Iran, began her visiting stay at DTU. We will work together on distributionally robust generation expansion planning.

Opening: A three-year PhD position jointly offered by DTU and VITO, Belgium, is available in the ELMA group on “Market design for future highly interconnected multi-carrier energy systems.” Apply here. The application deadline is June 15, 2018.

Vladimir Dvorkin [ LinkedIn ] will give a talk on “A scalable solution framework for strategic investment problems via progressive hedging” at the Conference on Computational Management Science (CMS 2018) in Trondheim, Norway [ slides | paper ].

Presented our work at The Alan Turing Institute, London, UK, on “Virtual bidding and self-scheduling in two-settlement electricity markets with wind generation” [ slides ].

Lesia Mitridati gave a talk on “Coordination of heat and electricity systems via market-based mechanisms” at the School of Mathematics, University of Edinburgh, UK. Her slides are available here. Lesia will give an updated version of this work at ISMP in July 2018.

Anna Schwele gave a talk on “Virtual bidders and self-schedulers in electricity and natural gas markets” at the School of Mathematics, University of Edinburgh, UK. Her slides are available here. Anna will give an updated version of this work at ISMP in July 2018.

Invited to be a visiting scholar at the Operational Research and Optimization Group, School of Mathematics, University of Edinburgh, UK, from 30 April to 2 June 2018.

Presented our work at the Department of Mathematical Sciences, University of Copenhagen, on “A stochastic market design with revenue adequacy and cost recovery by scenario: Benefits and costs” [ abstract | paper ]. I also gave the talk on 1 May at the School of Mathematics, University of Edinburgh, UK.

Corey Kok [ LinkedIn ] joined us as a postdoctoral fellow. We will work together on market design for demand response resources and integrated energy systems. Before joining the ELMA group, Corey was a PhD student in Operations Research at the University of Auckland, New Zealand.

Our paper L. Bobo, S. Delikaraoglou, N. Vespermann, J. Kazempour, and P. Pinson, "Offering strategy of a flexibility aggregator in a balancing market using asymmetric block offers" [ paper ] will be presented at the 20th Power Systems Computation Conference (PSCC) in June 2018.

All lecture slides for the course “Large-scale optimization problems in energy systems: Applications of decomposition techniques” are available here.

Dimitrios Thomas [ LinkedIn ], a PhD student at the University of Mons, Belgium, started his three-month visiting stay at DTU. We will work together on sharing storage in smart grids.

Accepted! Our paper T. Jensen, J. Kazempour, and P. Pinson, "Cost-optimal ATCs in zonal electricity markets," has been accepted for publication in IEEE Transactions on Power Systems [ link ].

Selected as one of the eight outstanding editorial board members of International Transactions on Electrical Energy Systems (Wiley) for 2017.

Lazaros Exizidis [ LinkedIn ] successfully defended his PhD thesis, entitled “Electricity markets with high wind power penetration: Information sharing and incentive-compatibility,” [ manuscript ] at the University of Mons, Belgium. I co-supervised his PhD work with Prof. François Vallée and Prof. Zacharie De Grève. Lazaros will be joining ENTSO-E as a market modeling advisor.

I will teach a three-week special course on “Large-scale optimization problems in energy systems: Applications of decomposition techniques” in January 2018.

Opening: There is a postdoctoral position in the ELMA group on “Market design for demand response resources and integrated energy systems.” Apply here. The application deadline is October 25, 2017.

Presented our work at the European Conference on Stochastic Optimization (ECSO 2017), Rome, Italy, 20-22 September 2017 [ paper ].

Anna Schwele [ LinkedIn ] joined us as a PhD student. She will work on efficient and scalable market design for renewable-based integrated energy systems (CORE project). Anna received a double MSc degree from DTU and TU Munich in Operations Research and Management Science in 2017.

Vladimir Dvorkin [ LinkedIn ] joined us as a PhD student. He will work on advanced game-theoretical aspects of electricity markets. Vladimir received an MSc degree in Sustainable Energy from DTU in 2017 and another MSc degree in Economics from the Higher School of Economics in Moscow in 2014.

Accepted! Our paper E. Nasrolahpour, J. Kazempour, H. Zareipour, and W. D. Rosehart, "A bilevel model for participation of a storage system in energy and reserve markets," has been accepted for publication in the IEEE Transactions on Sustainable Energy [ paper ].

Invited to give a talk at Skoltech in Moscow, Russia, at the 3rd International Conference of the Skoltech Center for Energy Systems on Energy Systems Regulation, October 12–13, 2017.

Invited to run a one-day workshop at the University of Tabriz, Iran, on “Modern Challenges in Electricity Markets: An Optimization Perspective” [ link ].

Accepted! Our paper N. Mazzi, J. Kazempour, and P. Pinson, "Price-taker offering strategy in electricity pay-as-bid markets," has been accepted for publication in IEEE Transactions on Power Systems [ paper ].

Anna Schwele [ LinkedIn ] successfully defended her MSc thesis, “Impact of unit commitment constraints on generation expansion decisions under wind uncertainty” [ thesis ].

Vladimir Dvorkin [ LinkedIn ] successfully defended his MSc thesis, “Multi-stage strategic investment in CCGTs and wind power units via progressive hedging” [ thesis ].

Invited to give a talk at Imperial College London’s Control and Power Group on “Applications of Bilevel Programming to Power Systems and Electricity Markets” [ slides ].

Christos Ordoudis presented our paper “Exploiting flexibility in coupled electricity and natural gas markets: A price-based approach” [ paper ] at the IEEE PowerTech 2017 Conference in Manchester, UK.

DTU CEE Summer School 2017: Following the first edition, the 2nd edition of our summer school concluded successfully, bringing together 56 participants from universities and industry around the world. Thanks to our speakers: Prof. Benjamin F. Hobbs (Johns Hopkins University), Dr. Dan Molzahn (Argonne National Laboratory), Prof. Kostas Margellos (University of Oxford), Prof. Josh Taylor (University of Toronto), Prof. Dimitrios Papadaskalopoulos (Imperial College London), Dr. Michal Adamaszek (MOSEK), Prof. Elizabeth Wilson (Dartmouth College), Prof. Pierre Pinson (DTU), Prof. Spyros Chatzivasileiadis (DTU), and Prof. Athanasios Papakonstantinou (DTU) for their contributions. All slides are publicly available here.

Invited to give a talk at the workshop "Forecasting and Risk Management for Renewable Energy" at Paris-Diderot University [ slides ].

Niklas Vespermann [ LinkedIn ] joined the ELMA group as a research assistant to work on the EcoGrid 2.0 project. We will develop an offering strategy for demand response providers and aggregators in balancing electricity markets.

Opening: We are looking for an excellent PhD student to work on “Advanced Game-Theoretical Aspects in Electricity Markets.” Apply here. The application deadline is June 21, 2017.

Accepted! Our two-part paper J. Kazempour and B. F. Hobbs, "Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation" has been accepted for publication in IEEE Transactions on Power Systems [ Part I, Part II ].