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New national-funded research project

Sat, 07/19/2014 - 12:10 — admin

Wind farmThe research project Forecasting and optimization of wind generation in energy markets (FOWGEM) has been accepted for granting by the Spanish's National Program of R+D+i for the Challenges of the Society. This is a project coordinated by the Universitat Politècnica de Catalunya (the project leaders are prof. Ma. Pilar Muñoz and prof. F.-Javier Heredia) in collaboration with the Universidad Pontificia de Comillas (where the leader is leader prof. Andrés Ramos). Besides these two universities, several other universities and electrical utilities from Spain and abroad participate in the project: 

  • Universities: Universitat Autònoma de Barcelona (Catalonia, Spain); Euskal Herriko Unibersitatea (Basc Country, Spain); Universidade Paulista Júlia de Mesquita Filho (Brasil); North Carolina State University (USA).
  • Electrical Utilities and research centers: Iberdrola, Gas Natural - Fenosa, Catalonia Institute for Energy Research
Project FOWGEM aims at aplying a global approach to the problem of the optimal integration of the wind-enery generation of a generation company in the wholesale electricity market through the combination of statistical forecasting models, mathematical programming models for electricity markets and advanced large-scale optimization algorithms.

Master Thesis on optimal location of electric vehicle fast charging stations

Fri, 07/18/2014 - 23:26 — admin

AndinaMiss Andina R. Brown defended last February 2014 the master thesis A multi-objective approach to infrastructure planning in the early stages of EV introduction. This thesis was developped at the Energy Economics Research Group of the Catalonia Institute for Energy Research (IREC) and the advisor were Dr. Cristina Corchero (IREC) and professor F.-Javier Heredia (GNOM). This study deals with the problem of a central planner wishing to install fast charging stations for electric vehicles applying a multi-objective approach to a real-case instance of the city of Barcelona.

New research reports on energy markets and smartgrids.

Fri, 01/24/2014 - 10:18 — admin
The following three research reports on energy markets and smartgrids has been recently submitted for publication:

  • Residential microgrid (from Igualada et. al hdl.handle.net/2117/20642)Simona Sacripante, F.-Javier Heredia, Cristina Corchero, Stochastic optimal sale bid for a wind power producer,Research Report DR 2013/06 Dept. of Statistics and Operations Research. E-Prints UPC, Universitat Politècnica de Catalunya, 2013.
  • F.-Javier Heredia, Julian Cifuentes, Cristina Corchero, Stochastic optimal generation bid to electricity markets with emission risk constraints, Research Report DR 2013/05 Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/20640. Universitat Politècnica de Catalunya, 2013.
  • Lucia Igualada, Cristina Corchero, Miguel Cruz-Zambrano, F.-Javier Heredia, Optimal energy management for a residential microgrid including a vehicle-to-grid system, Research Report DR 2013/04 Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/20642 . Universitat Politècnica de Catalunya, 2013.

New paper published in the International Statistical Review.

Fri, 09/06/2013 - 16:19 — admin
The paper Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid has been recently published in the journal International Statistical Review (preprint available at http://hdl.handle.net/2117/3047 ).  In this article, we apply forecasting factor models to the market framework in Spain and Portugal and study their performance. Although their goodness of fit is similar to that of autoregressive integrated moving average models, they are easier to implement. The second part of the paper uses the spot-price forecasting model to generate inputs for a stochastic programming model, which is then used to determine the company's optimal generation bid. This work is a partial result of the tasks developped in the research project DPI2008-02153 of the MINECO.

A new paper published on optimal electricity market bid through perspective cuts.

Fri, 09/06/2013 - 15:13 — admin
The paper A new optimal electrcity market bid model solved through perspective cuts has been recently published in the journal TOP, Springer (preprint available here). In this work, the perspective cut methodology for the resolution of large scale quadratic semi-continuous optimization problems are porposed to solve stochastic programming models arising in some optimal bid electrcitiy market related problems. The numerical results obtained show the efficiency of this methodology compared with standard mixed quadratic optimization solvers. This work is a partial result of the tasks developed in the research project DPI2008-02153 of the MINECO.

New paper on efficient optimization methods for quadratic stochastic programming problems.

Wed, 03/27/2013 - 13:08 — admin
The proceeding paper Solving Electric Market Quadratic Problems by Branch and Fix Coordination Methods has been published by Springer in the series IFIP Advances in Information and Communication Technology (doi:10.1007/978-3-642-36062-6_51). In this paper the Branch&Fix Coordination methodology is applied to the solution of an specific class of quadratic two-stage stochastic programming problems arising in the field of the electricity market optimization. This work has been supported by the research project grant DPI2008-02153 of the MINECO.

Master thesis on electricity market optimization under environmental regulation.

Sat, 12/01/2012 - 23:41 — admin


Efficient frontier of the Conditional Emission at RiskMr. Julian Cifuentes Rubiano, student of the master in Statistics and Operations Research and research assistant of the GNOM research group, defended on 12 November 2012 the master Thesis Stochastic Optimal Bid to Electricity Markets with Environmental Risk Constraints . In this thesis the  stochastic programming models for the optimal bidding strategies with emission allowances introduced in a previous work (doi: 10.1109/EEM.2012.6254676) was improved with the consideration of risk measures related with both environmental damages and financial losses. This thesis has been partially supported by the MINECO research project grant DPI2008-02153 and the  CRM grant for master research projects.

Vicedegà de Relacions Internacionals de l'FME

Thu, 11/01/2012 - 23:41 — admin
El passat més de novembre vaig ser nomenat vicedegà de relacions internacionals de la Facultat de Matemàtiques i Estadística. D'aquesta forma les meves funcions dins l'equip directiu de la FME, on ja ocupava el càrrec de cap d'estudis de la diplomatura i llicenciatura d'estadística (en procés extinció) i del grau interuniversitari d'estadísitca UB-UPC , es veuran incrementades amb la coordinació i promoció dels diferents programes nacionals i internacionals d'intercanvi d'estudiants en els que participa la FME  amb Espanya, Europa i Amèrica.

Jornada de treball Grup Connect-EU Energia (FP7 2013)

Thu, 07/19/2012 - 12:26 — admin

El passat 17 de juliol es va celebrar a la seu d'ACC1Ó una jornada de treball per a la preparació de propostes de projectes europeus en l'àmbit de l'energia (agenda de la jornada). Vaig participar en la sessió temàtica 2 sobre smartgrigds presentant les aportacións del grup GNOM-Energy als diferents temes de la convocatòria  relacionats amb gestió òptima d'smartgrids i la seva integració en el sistema energètic.

Projecte fi de màster sobre gestió òptima de microxarxes

Thu, 07/19/2012 - 10:06 — admin

microgridL'alumna del Màster en Estadística i Investigació Operativa (MEIO) i llicenciada en matemàtiques Lucia Igualada va presentar el passat 4 de juliol la seva tesi final de màster Optimal Management of Microgrids. La Lucia Igualada ha desenvolupat aquesta tesi com a becaria del grup d'Economia de l'Energia de l'Intitut de Recerca en Energia de Catalunya (IREC) amb la col·laboració amb el Group on Numerical Optimization and Modeling de la UPC (GNOM - Energy), sota la co-direcció de la Dr. Cristina Corchero, professora de GNOM i investigadora de l'IREC, i jo mateix. Aquest treball va obtenir la nota màxima 10 i guardonada amb la menció de matrícula d'honor otorgada per la Comissió de Matrícula d'Honor del MEIO.

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