activity
20192026
most citedA Pricing Mechanism to Jointly Mitigate Market Power and Environmental Externalities in Electricity Markets

13 citations · 19 across the 18 of their papers we have counts for

collaborators

18 papers

eess.SY2026

ADMM-based decomposed DNN+RLT Relaxations for Completely Positive Models in Electricity Market Clearing

Shudian Zhao, Mohammad Reza Karimi Gharigh, Jan Kronqvist +1

The day-ahead electricity market clearing with nonconvex order types can be formulated as a mixed-integer linear program (MILP), but its LP relaxation may provide weak bounds, and…

eess.SY2026

Pumped-Storage Hydropower Scheduling: An Event-based Convex-hull Approach

Bo Yang, Kai Pan, Mohammad Reza Hesamzadeh

Pumped-storage hydropower scheduling couples discrete operating-mode transitions with continuous dispatch decisions through intertemporal reservoir and ramping constraints. Existin…

math.OC2026

A Framework for Eliminating Paradoxical Orders in European Day-Ahead Electricity Markets through Mixed-Integer Linear Programming Strong Duality

Zhen Wang, Mohammad Reza Hesamzadeh, Shudian Zhao +1

The presence of integer variables in the European day-ahead electricity market renders the social welfare maximization problem non-convex and non-differentiable, making classical m…

econ.TH2025

The Theory of Storage in a Power System with Stochastic Demand

Darryl Biggar, Mohammad Reza Hesamzadeh

Electric power systems are increasingly turning to energy storage systems to balance supply and demand. But how much storage is required? What is the optimal volume of storage in a…

econ.EM2025

Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting

Yousef Adeli Sadabad, Mohammad Reza Hesamzadeh, Gyorgy Dan +2

The System Price (SP) of the Nordic electricity market serves as a key reference for financial hedge contracts such as Electricity Price Area Differentials (EPADs) and other risk m…

math.OC2025

Sparse Polynomial Regression under Anomalous Data

Roozbeh Abolpour, Mohammad Reza Hesamzadeh, Maryam Dehghani

This paper starts with the general form of the polynomial regression model. We reformulate the Sparse Polynomial Regression Model (SPRM) with anomalous data filtering as Mixed-Inte…

cs.DM2025★ 1 cited

Optimal Trading of a Charging-Station Company in Auction Markets for Electricity

Farnaz Sohrabi, Mohammad Rohaninejad, Mohammad Reza Hesamzadeh +1

This paper addresses a charging-station company (Chargco) for electric and hydrogen vehicles. The optimal trading of the Chargco in day-ahead and intraday auction markets for elect…

eess.SY2024

A Tax-Subsidy Scheme for Efficient Investment in Renewable Generation Capacity

Mohammad Reza Karimi Gharigh, Lamia Varawala, Mohammad Reza Hesamzadeh +1

The impact of energy production significantly affects system sustainability, which has enabled a shift towards renewable energy sources. Thus, producer behavior is crucial in elect…

physics.soc-ph2023★ 2 cited

Ancillary Services in Power System Transition Toward a 100% Non-Fossil Future: Market Design Challenges in the United States and Europe

Luigi Viola, Saeed Nordin, Daniel Dotta +3

The expansion of variable generation has driven a transition toward a 100\% non-fossil power system. New system needs are challenging system stability and suggesting the need for a…

eess.SY2023

Probabilistic Multi-product Trading in Sequential Intraday and Frequency-Regulation Markets

Saeed Nordin, Abolfazl Khodadadi, Priyanka Shinde +3

With the increasing integration of power plants into the frequency-regulation markets, the importance of optimal trading has grown substantially. This paper conducts an in-depth an…

eess.SY2023

Transmission Investment Coordination using MILP Lagrange Dual Decomposition and Auxiliary Problem Principle

Sambuddha Chakrabarti, Hosna Khajeh, Thomas R Nudell +2

This paper considers the investment coordination problem for the long term transmission capacity expansion in a situation where there are multiple regional Transmission Planners (T…

eess.SY2022★ 1 cited

Econometric Modeling of Intraday Electricity Market Price with Inadequate Historical Data

Saeed Mohammadi, Mohammad Reza Hesamzadeh

The intraday (ID) electricity market has received an increasing attention in the recent EU electricity-market discussions. This is partly because the uncertainty in the underlying…

cs.LG2022

A Machine Learning Approach for Prosumer Management in Intraday Electricity Markets

Saeed Mohammadi, Mohammad Reza Hesamzadeh

Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in d…

eess.SY2022

A New Computational Approach for Solving Linear Bilevel Programs Based on Parameter-Free Disjunctive Decomposition

Saeed Mohammadi, Mohammad Reza Hesamzadeh, Steven A. Gabriel +1

Linear bilevel programs (linear BLPs) have been widely used in computational mathematics and optimization in several applications. Single-level reformulation for linear BLPs replac…

eess.SY2021★ 1 cited

Stochastic Optimal Operation of the VSC-MTDC System with FACTS Devices to Integrate Wind Power

Zhao Yuan, Mohammad Reza Hesamzadeh, Sonja Wogrin +1

This paper proposes to use stochastic conic programming to address the challenge of large-scale wind power integration to the power system. Multiple wind farms are connected throug…

econ.TH2021★ 13 cited

A Pricing Mechanism to Jointly Mitigate Market Power and Environmental Externalities in Electricity Markets

Lamia Varawala, Mohammad Reza Hesamzadeh, György Dán +2

The electricity industry has been one of the first to face technological changes motivated by sustainability concerns. Whilst efficiency aspects of market design have tended to foc…

eess.SY2021★ 1 cited

A bottom-up quantification of flexibility potential from the thermal energy storage in electric space heating

Lars Herre, Behrouz Nourozi, Mohammad Reza Hesamzadeh +2

Non-generating resources such as thermostatically controlled loads (TCLs) can arbitrage energy prices and provide balancing reserves when aggregated due to their thermal energy sto…

stat.ML2019

Bayesian Model Selection for Change Point Detection and Clustering

Othmane Mazhar, Cristian R. Rojas, Carlo Fischione +1

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a n…