Electricity Markets
Market design, price formation, short-term market behavior, and cross-border trading mechanisms.
Research
This work is driven by a long-term ambition: improving power-market efficiency and helping build a more sustainable energy system through AI, market design, and trading practice.
I pay particular attention to short-term power markets and market-facing energy assets, where rule changes, renewable uncertainty, price formation, bidding behavior, and operational constraints meet most directly.
Research Themes
Market design, price formation, short-term market behavior, and cross-border trading mechanisms.
AI systems that connect rules, forecasts, strategies, execution, risk control, and post-event learning into continuous decision loops.
Battery dispatch, flexibility assets, and market participation under operational and regulatory constraints.
Turning models, workflows, knowledge bases, and risk boundaries into decision systems that real energy organizations can deploy and use.
Methods
Time-series forecasting, feature engineering, probabilistic modeling, optimization, and scenario analysis.
Constraint-aware decision models, reinforcement learning, agent workflows, and safe AI for energy systems and market operations.
Selected Public Projects
Public GitHub repositories connected to my research on reinforcement learning, energy storage dispatch, and energy-system scheduling.
A high-performance deep reinforcement learning environment for optimal energy storage systems dispatch in active distribution networks.
Open on GitHubSource code for the paper on combining mixed-integer programming and deep reinforcement learning for energy management and safe scheduling.
Open on GitHubCode for comparing deep reinforcement learning algorithms on energy-system optimal scheduling problems.
Open on GitHubThis code layer connects to broader work on storage flexibility, local energy systems, campus-scale energy digitalization, and decision-support methods.