Hej and welcome!
My aim here is to inform about what is going on with my research, also giving some more general information and links on research areas I am interested in. While this website is mainly intended for academics and professionals, I am doing my best so that people with general interest in electricity markets, renewable energy, meteorology, mathematical modelling, statistics and forecasting, may be able to find some relevant information.
Who am I?
… A researcher and academic, Professor at the Technical University of Denmark (DTU), Department of Electrical Engineering, more precisely in its Centre for Electric Power and Energy. There I head the Energy Analytics & Markets group. Besides this main position, I have been a visiting researcher at the University of Oxford (Mathematical Institute) and at the University of Washington (Dept. of Statistics), also spending one year at the European Centre for Medium-range Weather Forecasts (ECMWF), as a consultant mainly focusing on ensemble forecasting of surface winds. Today, I act as an editor for the scientific journals Wind Energy, IEEE Transactions on Power Systems and for the International Journal of Forecasting, also being part of the editorial board of Energy Science & Engineering.
What I have been most interested in over the last decade is the forecasting of wind power generation, at time scales from a few minutes to a few days ahead (and maybe further than that…). Forecasting of wind power generation is a cross-disciplinary problem, which requires expertise in meteorology, statistics, power systems engineering, and decision sciences. Today, I focus on a broader research portfolio, with the main objective of supporting the integration of renewable energy generation in power systems, by considering electricity markets as a key element. In that vain, I am coordinating a research project called ’5s’ – Future Electricity Markets, where with a group of mathematicians, economists and power system engineers, we will be investigating new ideas for electricity market design and operations for very large penetration of renewable energy sources in the electricity mix. For a (not so short) overview of the current research problems my collaborators and I are looking at, please look at this presentation recorded at the occasion of the energy Systems Week 2013, Isaac Newton Institute for Mathematical Sciences, University of Cambridge: click here. You may also be interested in the inaugural lecture I gave as a Professor at DTU: click here (slides only).
In parallel, I have general interest in energy meteorology and forecasting theory. From a more methodological point of view, most of my focus in on probabilistic forecasting and its optimal use as input to decision-making processes in a stochastic optimization framework. One of my main motto is to spread the word that forecasting ought to be a probabilistic problem… and also to show how forecasts are often misinterpreted and misused(!?!).
In case you are interested, you may find here my cv in pdf format… click here