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Javier Saez-Gallego

Javier Saez-Gallego

PhD

About

10
Publications
8,279
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175
Citations

Publications

Publications (10)
Article
Full-text available
We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimization problem that is characterized by a set of marginal utility curves and minimum and maximum power consumption limits. The task of estimating these parameters is address...
Article
Full-text available
This paper presents a corrigendum to Theorems 2 and 3 in Siddiqui and Gabriel (Netw Spatial Econ 13(2):205–227, 2013). In brief, we revise the claim that their L-penalty approach yields a solution satisfying complementarity for any positive value of L, in general. This becomes evident when interpreting the L-penalty method as a weighted-sum scalari...
Preprint
Full-text available
This paper presents a corrigendum to Theorems 2 and 3 in Siddiqui S, Gabriel S (2013), An SOS1-Based Approach for Solving MPECs with a Natural Gas Market Application, Networks and Spatial Economics 13(2):205--227. In brief, we revise the claim that their L-penalty approach yields a solution satisfying complementarity for any positive value of L, in...
Article
Full-text available
A comparative exercise for estimating the uncertainty associated with new methods for power performance measurements was coordinated by the International Energy Agency (IEA) Wind Task 32. Both IEA Task 32 and the Power Curve Working Group (PCWG) have identified the application of the new uncertainty guidelines as a problem area. One time series dat...
Article
Full-text available
In this paper we seek to optimally operate a retailer that, on one side, aggregates a group of price-responsive loads and on the other, submits block-wise demand bids to the day-ahead and real-time markets. Such a retailer/aggregator needs to tackle uncertainty both in customer behavior and wholesale electricity markets. The goal in our design is t...
Thesis
Full-text available
This thesis deals with the development of new mathematical models that support the decision-making processes of market players. It addresses the problems of demand-side bidding, price-responsive load forecasting and reserve determination. From a methodological point of view, we investigate a novel approach to model the response of aggregate price-r...
Article
Full-text available
This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel programming problem, uses price-consumption data to estimate the complex market bid that best captures the price-response of the cluster. The complex market bid is defined as...
Article
Full-text available
We consider a situation where a retailer/aggregator has signed contracts with a pool of price-responsive electricity consumers. According to this context, electricity consumers are broadcast a real-time price for the electricity they consume and react to it, e.g., by shifting their consumption from high-price hours to lower-price hours. The total a...
Article
Full-text available
Allocation of electricity reserves is the main tool for transmission system operators to guarantee a reliable and safe real-time operation of the power system. Traditionally, a deterministic criterion is used to establish the level of reserve. Alternative criteria are given in this paper by using a probabilistic framework where the reserve requirem...
Conference Paper
Full-text available
Music recommendation is an important aspect of many streaming services and multi-media systems, however, it is typically based on so-called collaborative filtering methods. In this paper we consider the recommendation task from a personal viewpoint and examine to which degree music preference can be elicited and predicted using simple and robust qu...

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