sample of publications

• articles 

  • Risk management of energy communities with hydrogen production and storage technologies.  APPLIED ENERGY.  348. 2023
  • A neural network-based distributional constraint learning methodology for mixed-integer stochastic optimization.  EXPERT SYSTEMS WITH APPLICATIONS.  232. 2023
  • On data-driven chance constraint learning for mixed-integer optimization problems.  APPLIED MATHEMATICAL MODELLING.  121:445-462. 2023
  • Joint optimization of sales-mix and generation plan for a large electricity producer.  Energy Economics.  120. 2023
  • Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer"s optimal trading.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  306:370-388. 2022
  • Clustering Electricity Consumers: Challenges and Applications for Operating Smart Grids.  IEEE Power & Energy Magazine.  20:54-63. 2022
  • Contract design in electricity markets with high penetration of renewables: a two-stage approach.  OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE.  111:1-17. 2022
  • Optimal pricing for electricity retailers based on data-driven consumers' price-response.  Top.  30:340-464. 2022
  • Analysis of futures and spot electricity markets under risk aversion.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  291:1132-1148. 2021
  • Contracts in electricity markets under EU ETS: a stochastic programming approach.  Energy Economics.  99:1-15. 2021
  • Complementarity, not optimization, is the language of markets.  IEEE Open Access Journal of Power and Energy.  7:344-353. 2020
  • A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series.  Energies.  13:5328. 2020
  • EPEC approach for finding optimal day-ahead bidding strategy equilibria of multi-microgrids in active distribution networks.  INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS.  117:1-14. 2020
  • Hierarchical clustering for smart meter electricity loads based on quantile autocovariances.  IEEE Transactions on Smart Grid.  11:4522-4530. 2020
  • Optimal sales-mix and generation plan in a two-stage electricity market.  Energy Economics.  78:598-614. 2019
  • Retail Equilibrium with Switching Consumers in Electricity Markets..  NETWORKS & SPATIAL ECONOMICS.  18:145-180. 2018
  • Evaluating the strategic behavior of cement producers: An equilibrium problem with equilibrium constraints.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  264:717-731. 2018
  • Robust transmission expansion planning.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  242:390-401. 2015
  • Strategic bidding for a large consumer.  IEEE TRANSACTIONS ON POWER SYSTEMS.  30:848-856. 2015
  • Analysis of robust optimization for decentralized microgrid energy management under uncertainty.  INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS.  64:815-832. 2015
  • An integrated framework of agent-based modelling and robust optimization for microgrid energy management.  APPLIED ENERGY.  129:70-88. 2014
  • A risk-based simulation and multi-objective optimization framework for the integration of distributed renewable generation and storage.  RENEWABLE & SUSTAINABLE ENERGY REVIEWS.  37:778-793. 2014
  • Reinforcement learning for microgrid energy management.  Energy.  59:133-146. 2013
  • Solving discretely-constrained nash-cournot games with an application to power markets.  NETWORKS & SPATIAL ECONOMICS.  13:307-326. 2013
  • Generation investment equilibria with strategic producers : part II, case studies.  IEEE TRANSACTIONS ON POWER SYSTEMS.  28:2623-2631. 2013
  • Generation investment equilibria with strategic producers. Part I: formulation.  IEEE TRANSACTIONS ON POWER SYSTEMS.  28:2613-2622. 2013
  • Revealing Rival Marginal Offer Prices Via Inverse Optimization.  IEEE TRANSACTIONS ON POWER SYSTEMS.  28:3056-3064. 2013
  • Contract design and supply chain coordination in the electricity industry.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  227:527-537. 2013
  • Solving discretely constrained, mixed linear complementarity problems with applications in energy.  COMPUTERS & OPERATIONS RESEARCH.  40:1339-1350. 2013

• books 

  • Complementarity Modeling in Energy Market.  SPRINGER. 2013

• conference contributions 

  • Retail equilibrium with switching consumers in electricity markets 2016
  • Robust transmission expansion planning 2014
  • Strategic bidding of a large electricity consumer: a complementarity approach 2014
  • Using complementarity modeling for planning and policy analysis of electricity & energy markets 2014
  • Generation investment equilibria with strategic producers in an Electricity Pool: An EPEC Approach 2013
  • Supply chain coordination under uncertainty in the electricity industry 2013

• working papers 

  • Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets 2024
  • A Quantile Neural Network Framework for Two-stage Stochastic Optimization 2024
  • Risk management in solar-based power plants with storage: a comparative study 2023
  • Risk Management of Energy Communities with Hydrogen Production and Storage Technologies 2023
  • A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization 2022
  • On data-driven chance constraint learning for mixed-integer optimization problems 2022
  • Optimal day-ahead offering strategy for large producers based on market price response learning 2022
  • Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading 2021
  • Retail competition with switching consumers in electricity markets 2015