Weiss, Jurgen, Ryan Hledik, Roger Lueken, Tony Lee, and Will Gorman. “Estimating the Value of Electricity Storage in PJM: Arbitrage and Some Welfare Effects.” Energy Economics 31, no. 2 (2020): 269-277. Publisher's VersionAbstract

Significant increases in prices and price volatility of natural gas and electricity have raised interest in the potential economic opportunities for electricity storage. In this paper, we analyze the arbitrage value of a price-taking storage device in PJM during the six-year period from 2002 to 2007, to understand the impact of fuel prices, transmission constraints, efficiency, storage capacity, and fuel mix. The impact of load-shifting for larger amounts of storage, where reductions in arbitrage are offset by shifts in consumer and producer surplus as well as increases in social welfare from a variety of sources, is also considered

    Weiss, Jurgen. “Who's afraid of 100%?Utility Dive, 2020. Publisher's VersionAbstract
    The articles describes 100% renewable/clean energy systems and argues that they may be less costly and easier to achieve than is often argued in the industry.
    Hogan, William W.MACRO-ENERGY MODELS: LOOKING BACK AND LOOKING FORWARD .” In, 2020. Publisher's Version
    Hogan, William W.CarbonPricing inOrganizedWholesale Electricity Markets .” In, 2020. Publisher's VersionAbstract

    Excerpt from the Introduction:

    Thank you for the opportunity to participate in this technical conference. My comments here and during the conference are my own and do not represent the opinions of anyone else. The focus of my remarks will be on carbon pricing and the interactions with short-term electricity markets as found in the organized wholesale markets in the United States. I do not address the design and implementation questions focused on investments and resource adequacy that underpin capacity markets.

    Panagiotis, Andrianesis, Michael C. Caramanis, and William W. Hogan. “Computation of Convex Hull Prices in Electricity Markets with Non-Convexities using Dantzig-Wolfe Decomposition.” In, 2020. Publisher's VersionAbstract
    —The presence of non-convexities in electricity markets has been an active research area for about two decades. The — inevitable under current marginal cost pricing — problem of guaranteeing that no truthful-bidding market participant incurs losses in the day-ahead (DA) market is addressed in current practice through make-whole payments a.k.a. uplift. Alternative pricing rules have been studied to deal with this problem. Among them, Convex Hull (CH) prices associated with minimum uplift have attracted significant attention. Several US Independent System Operators (ISOs) have considered CH prices but resorted to approximations, mainly because determining exact CH prices is computationally challenging, while providing little intuition about the price formation rational. In this paper, we describe CH price estimation problem by relying on DantzigWolfe decomposition and Column Generation. Moreover, the approach provides intuition on the underlying price formation rational. A test bed of stylized examples elucidate an exposition of the intuition in the CH price formation. In addition, a realistic ISO dataset is used to suggest scalability and validate the proof-of-concept.
    Faruqui, Ahmad. “DISPATCHING DEMAND VIA DYNAMIC PRICING.” In, 2020. the_power_of_dynamic_pricing_10-26-2020.pdf
    Dutra, Joisa. “Markets Abroad: Learning by Looking.” In. HEPG, 2020. Dutra-markets_abroad-10.20.2020.pdf
    Hartman, Devin. “PURPA: A Time to Reform or Reduce Its Role?” In, 2020. hartman-_purpa-march_26_2020.pdf
    Dismukes, David. “Ratepayer benefits of reforming PURPA.” In, 2020. dismukes-purpa-3.26.2020.pdf
    Curlee, Heather. “PURPA Perspective.” In, 2020. curlee-purpa-03.26.2020.pdf
    Hartman, Devin. “ Are Changes in Markets IncreasingEthical Challenges? .” In, 2020. hartman-ethical_challenges-10.06.2020.pdf
    O'Neill, Richard. “Multi-Period Look Ahead Markets: Price Formation and Dispatch ” (2020). oneill-lookahea-06.22.2020.pdf