The increasing penetration of renewable generations, along with the deregulation and
marketization of power industry, promotes the transformation of energy market operation …

This review paper examines the current landscape of electricity market modelling,
specifically focusing on stochastic approaches, transitioning from Mean Field Games (MFGs) …

Driven by the development of the multi-level and unified electricity market in China, large-
scale hydropower stations serving multiple power grids (LHSMPGs) have recently been …

Price formation is important for monitoring/development of an electricity market since the
short/long-run efficiencies depend on the prices representing the economic signals …

In the European context, balancing energy markets are established to optimise transmission
system operator balancing actions closer to real-time. These actions aim to match total …

Local energy markets (LEMs) provide opportunities for consumers, prosumers and
producers to exchange their electricity within their local community. This dissertation …

Renewable energy and carbon reduction policies are creating new challenges for electricity
markets. To achieve carbon-free goals, large-scale battery energy storage systems (BESSs) …

We present results that span three interconnected domains. Initially, our analysis is centred
on Backward Stochastic Differential Equations (BSDEs) featuring time-delayed generators …