{"id":"https://openalex.org/W4414972766","doi":"https://doi.org/10.48550/arxiv.2510.04965","title":"Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach","display_name":"Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach","publication_year":2025,"publication_date":"2025-10-06","ids":{"openalex":"https://openalex.org/W4414972766","doi":"https://doi.org/10.48550/arxiv.2510.04965"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:2510.04965","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2510.04965","pdf_url":"https://arxiv.org/pdf/2510.04965","source":{"id":"https://openalex.org/S4393918464","display_name":"ArXiv.org","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"type":"preprint","indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2510.04965","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081375030","display_name":"Albert Sol\u00e0 Vilalta","orcid":"https://orcid.org/0000-0002-1248-5784"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Vilalta, Albert Sol\u00e0","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5119912382","display_name":"Ignasi Ma\u00f1\u00e9","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ma\u00f1\u00e9, Ignasi","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5084214236","display_name":"F.\u2010Javier Heredia","orcid":"https://orcid.org/0000-0003-4613-957X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Heredia, F. - Javier","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5081375030"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9337000250816345,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9337000250816345,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.6937999725341797},{"id":"https://openalex.org/keywords/electricity","display_name":"Electricity","score":0.6887000203132629},{"id":"https://openalex.org/keywords/renewable-energy","display_name":"Renewable energy","score":0.5496000051498413},{"id":"https://openalex.org/keywords/electricity-market","display_name":"Electricity market","score":0.5019000172615051},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.4359999895095825},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.42969998717308044},{"id":"https://openalex.org/keywords/electricity-generation","display_name":"Electricity generation","score":0.42899999022483826},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.4023999869823456},{"id":"https://openalex.org/keywords/energy","display_name":"Energy (signal processing)","score":0.39590001106262207}],"concepts":[{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.6937999725341797},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.6887000203132629},{"id":"https://openalex.org/C188573790","wikidata":"https://www.wikidata.org/wiki/Q12705","display_name":"Renewable energy","level":2,"score":0.5496000051498413},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5031999945640564},{"id":"https://openalex.org/C146733006","wikidata":"https://www.wikidata.org/wiki/Q676081","display_name":"Electricity market","level":3,"score":0.5019000172615051},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.4359999895095825},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.42969998717308044},{"id":"https://openalex.org/C423512","wikidata":"https://www.wikidata.org/wiki/Q383973","display_name":"Electricity generation","level":3,"score":0.42899999022483826},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4138000011444092},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.4023999869823456},{"id":"https://openalex.org/C186370098","wikidata":"https://www.wikidata.org/wiki/Q442787","display_name":"Energy (signal processing)","level":2,"score":0.39590001106262207},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.38749998807907104},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38359999656677246},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.3621000051498413},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.35589998960494995},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.35249999165534973},{"id":"https://openalex.org/C2983129042","wikidata":"https://www.wikidata.org/wiki/Q870344","display_name":"Electricity price","level":3,"score":0.3416999876499176},{"id":"https://openalex.org/C134560507","wikidata":"https://www.wikidata.org/wiki/Q753291","display_name":"Environmental economics","level":1,"score":0.33379998803138733},{"id":"https://openalex.org/C57101690","wikidata":"https://www.wikidata.org/wiki/Q2356921","display_name":"Electricity retailing","level":4,"score":0.32670000195503235},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.31949999928474426},{"id":"https://openalex.org/C78600449","wikidata":"https://www.wikidata.org/wiki/Q43302","display_name":"Wind power","level":2,"score":0.2888999879360199},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.2879999876022339},{"id":"https://openalex.org/C2780789856","wikidata":"https://www.wikidata.org/wiki/Q7915732","display_name":"Variable renewable energy","level":4,"score":0.2854999899864197},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.28110000491142273},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.2786000072956085},{"id":"https://openalex.org/C2780165032","wikidata":"https://www.wikidata.org/wiki/Q16869822","display_name":"Energy consumption","level":2,"score":0.26420000195503235},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","level":2,"score":0.2596000134944916},{"id":"https://openalex.org/C2776849302","wikidata":"https://www.wikidata.org/wiki/Q1239166","display_name":"Energy market","level":3,"score":0.251800000667572}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:arXiv.org:2510.04965","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2510.04965","pdf_url":"https://arxiv.org/pdf/2510.04965","source":{"id":"https://openalex.org/S4393918464","display_name":"ArXiv.org","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2510.04965","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2510.04965","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2510.04965","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2510.04965","pdf_url":"https://arxiv.org/pdf/2510.04965","source":{"id":"https://openalex.org/S4393918464","display_name":"ArXiv.org","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320315062","display_name":"Ministerio de Ciencia, Innovaci\u00f3n y Universidades","ror":null}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4414972766.pdf"},"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"We":[0],"propose":[1],"a":[2],"multi-stage":[3,18],"stochastic":[4],"programming":[5],"model":[6],"for":[7],"the":[8,21],"optimal":[9],"participation":[10],"of":[11,72],"energy":[12],"communities":[13],"in":[14,36,67],"electricity":[15,30],"markets.":[16],"The":[17,69],"aspect":[19],"captures":[20],"different":[22],"times":[23],"at":[24],"which":[25,49],"variable":[26],"renewable":[27],"generation":[28],"and":[29],"prices":[31],"are":[32,53,60],"observed.":[33],"This":[34],"results":[35],"large-scale":[37],"optimization":[38],"problem":[39],"instances":[40],"containing":[41],"large":[42],"scenario":[43,50],"trees":[44],"with":[45,57],"34":[46],"stages,":[47],"to":[48,62],"reduction":[51],"techniques":[52],"applied.":[54],"Case":[55],"studies":[56],"real":[58],"data":[59],"discussed":[61],"analyse":[63],"proposed":[64],"regulatory":[65],"frameworks":[66],"Europe.":[68],"added":[70],"value":[71],"considering":[73],"stochasticity":[74],"is":[75],"also":[76],"analysed.":[77]},"counts_by_year":[],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-09T00:00:00"}