Forecasting and Risk Management Techniques for Electricity Markets II

Dear Colleagues,

The role of forecasting and risk management techniques for electricity markets is becoming increasingly important. Due to the rapid introduction of solar power and other renewable electricity sources, weather and climate changes’ impact on electricity markets in both price and volume executions is growing and the market participants may struggle with uncertainties. Moreover, the system operator (or an aggregator in the region) is required to adjust the imbalance using a backup thermal generation system to match real-time power production with electricity consumption, which results in additional cost or a loss caused by prediction errors. Thermal power is another source of uncertainty in electricity markets, as the cost of generating it largely depends on fuel prices and the type of energy. In such a situation, we need to develop more advanced theories and technologies for supporting risk management in electricity markets, including distributed energy resources (DERs) and peer-to-peer (P2P) energy trading systems.

In this Special Issue, we invite papers exploring theories, applications, simulations, and/or case studies of advanced forecasting and risk management techniques for electricity markets. Topics of interest for publication include (but are not limited to):

• Forecasting methods for electricity markets with uncertainty;
• Bidding strategies of agents for P2P electricity trading;
• Constructions of new derivatives in electricity and energy markets;
• Risk-management techniques and strategies using weather and other derivatives;
• P2P trading systems and operations with blockchain technologies;
• Artificial market simulations of DERs with storage batteries and EV systems;
• Advanced technologies for achievement of carbon neutrality.

I look forward to receiving your contributions.

Prof. Dr. Yuji Yamada
Guest Editor

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