Publication Types:

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Variable heat pricing to steer the flexibility of heat demand response in district heating systems

2022ArticleJournal paper
L. Bai, J. Wang, P. Pinson
Electric Power Systems Research 212, art. no. 108383
Publication year: 2022

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

2022ArticleJournal paper
L. Han, P. Pinson, J. Kazempour
Electric Power Systems Research 212, art. no. 108442
Publication year: 2022

To share or not to share? Alternative views on a future of collaborative forecasting

2022ArticleIn press/Available onlineJournal paper
P. Pinson
Foresight, in press
Publication year: 2022

Stochastic control and pricing for natural gas networks

2022ArticleJournal paper
V. Dvorkin, A. Ratha, P. Pinson, J. Kazempour
IEEE Transactions on Control of Network Systems 9(1), pp. 450-462
Publication year: 2022

Statistical downscaling of local wind speed based on objective definition of the set of regressor variables

2022ArticleJournal paperPreprint
G. Dantas, A. Costa, O. Vilela, P. Pinson
preprint, under review
Publication year: 2022

Reliability-aware probabilistic reserve procurement

2022ArticleJournal paper
L Herre, P. Pinson, S. Chatzivasileiadis
Electric Power Systems Research 212, art. no. 108345
Publication year: 2022

Regression markets and application to energy forecasting

2022ArticleIn press/Available onlineJournal paper
P. Pinson, L. Han, J. Kazempour
TOP, in press/available online
Publication year: 2022

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

2022ArticleJournal paperPreprint
V. Dvorkin, F. Fioretto, P. Van Hentenryck, P. Pinson, J. Kazempour
preprint, under review
Publication year: 2022

Pandemics and forecasting: The way forward through the Taleb-Ioannidis debate

2022ArticleJournal paper
P. Pinson, S. Makridakis
International Journal of Forecasting 38(2), pp. 410-412
Publication year: 2022

Online decision-making for trading wind energy

2022Journal paperPreprint
M. A. Muñoz, P. Pinson, J. Kazempour
preprint, under review
Publication year: 2022

On the design of decentralised data markets

2022ArticleJournal paperPreprint
A. Manzano Kharman, C. Jursitzky, Q. Zhou, P. Ferraro, J. Marecek, P. Pinson, R. Shorten
preprint, under review
Publication year: 2022

On machine learning-based techniques for future sustainable and resilient energy systems

2022ArticleIn press/Available onlineJournal paper
J. Wang, P. Pinson, S. Chatzivasileiadis, M. Panteli, G. Strbac, V. Terzija
IEEE Transactions on Sustainable Energy, in press/available online
Publication year: 2022

North Sea energy islands: Impact on national markets and grids

2022ArticleJournal paper
A. Tosatto, X. M. Beseler, J. Østergaard, P. Pinson, S. Chatzivasileiadis
Energy Policy 167, art. no. 112907
Publication year: 2022

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

2022ArticleJournal paper
V. Dvorkin , A. Botterud , D. Mallapragada , J. Kazempour, P. Pinson
Electric Power Systems Research 212, art. no. 108388
Publication year: 2022

Forecasting: theory and practice

2022ArticleJournal paper
Fotios Petropoulos and co-authors
International Journal of Forecasting 38(3), pp. 705-871
Publication year: 2022

Editorial: Epidemics and forecasting with focus on COVID-19

2022ArticleJournal paper
P. Pinson
International Journal of Forecasting 38(2), pp. 407-409
Publication year: 2022

Distributionally robust trading strategies for renewable energy producers

2022ArticleJournal paperPreprint
P. Pinson
preprint/under review
Publication year: 2022

Renewable energy generation is to be offered through electricity markets, quite some time in advance. This then leads to a problem of decision-making under uncertainty, which may be seen as a newsvendor problem. Contrarily to the conventional case for which underage and overage penalties are known, such penalties in the case of electricity markets are unknown, and difficult to estimate. In addition, one is actually only penalized for either overage or underage, not both. Consequently, we look at a slightly different form of a newsvendor problem, for a price-taker participant offering in electricity markets, which we refer to as Bernoulli newsvendor problem. After showing that its solution is similar to the classical newsvendor problem, we then introduce distributionally robust versions, with ambiguity possibly about both the probabilistic forecasts for power generation and the chance of success of the Bernoulli variable. All these distributionally robust Bernoulli newsvendor problems admit closed-form solutions. We finally use simulation studies, as well as a real-world case-study application, to illustrate the workings and benefits from the approach.

Continuous and distribution-free probabilistic wind power forecasting: A conditional normalizing flow approach

2022ArticleJournal paper
H. Wen, P. Pinson, J. Ma, J. Gu, Z. Jin
IEEE Transactions on Sustainable Energy 13(4), pp. 2250-2263
Publication year: 2022

An asynchronous online negotiation mechanism for real-time peer-to-peer electricity markets

2022ArticleJournal paper
Z. Guo, P. Pinson, S. Chen, Q. Yang, Z. Yang
IEEE Transactions on Power Systems 37(3), pp. 1868-1880
Publication year: 2022

A network-aware market mechanism for decentralized district heating systems

2022ArticleJournal paper
L. Frölke, T. Sousa, P. Pinson
Applied Energy 36, art. no. 117956
Publication year: 2022

What do prosumer marginal utility functions look like? Derivation and analysis

2021ArticleJournal paper
C. Ziras, T. Sousa, P. Pinson
IEEE Transactions on Power Systems 36(5), pp. 4322-4330
Publication year: 2021

Transactive energy for flexible prosumers using algorithmic game theory

2021ArticleJournal paper
G. Tsaousoglou, P. Pinson, N. G. Paterakis
IEEE Transactions on Sustainable Energy 12(3), pp. 1571-1581
Publication year: 2021

Towards data markets in renewable energy forecasting

2021ArticleJournal paper
C. Goncalves, P. Pinson, R. Bessa
IEEE Transactions on Sustainable Energy 12(1), pp. 533-542
Publication year: 2021

Privacy-preserving distributed learning for renewable energy forecasting

2021ArticleJournal paper
C. Goncalves, R. Bessa, P. Pinson
IEEE Transactions on Sustainable Energy 12(3), pp. 1777-1787
Publication year: 2021

Online optimization for real-time peer-to-peer electricity market mechanisms

2021ArticleJournal paper
Z. Guo, P. Pinson, S. Chen, Q. Yang, Z. Yang
IEEE Transactions on Smart Grid 12(5), pp. 4151-4163
Publication year: 2021
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