Special Session XI: Forecasting, Market Mechanisms, and Trading Strategies for the New-Type Power System: From Virtual Power Plants to Peer-to-Peer Energy Trading 面向新型电力系统的预测、市场机制与交易策略：从虚拟电厂到 P2P 能源交易
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Session Chair: Prof., Peng Hou, Tianjin University, China |
Co-Chair: Asst. Researcher, Zeyu Liu, Tianjin University, China |
Summary:
The transition toward a new-type power system with a high penetration of renewable energy is fundamentally reshaping how electricity is forecasted, priced, and traded. Accurate power and load forecasting underpins the reliable operation of these systems and quantifies the inherent uncertainty of variable generation and demand. Market clearing mechanisms then translate these forecasts—along with policy and network constraints—into locational prices and dispatch decisions. On top of these mechanisms, electricity trading decisions made by generators, retailers, aggregators, and prosumers shape market outcomes through bidding, portfolio optimization, and strategic behavior. Meanwhile, emerging paradigms such as Virtual Power Plants (VPPs) and Peer-to-Peer (P2P) energy trading are redefining the role of distributed energy resources, transforming passive consumers into active market participants.
Although these topics are tightly coupled in practice, they are often studied in isolation. This special session aims to provide an integrated forum that links forecasting, market mechanisms, trading decisions, VPPs, and P2P trading into a coherent research narrative—covering the full chain from data and uncertainty to market value. We solicit original contributions including, but not limited to:
Advanced methods for renewable power and load forecasting (probabilistic, AI/ML-based, ultra-short-term to long-term);
Design and analysis of wholesale and local market clearing mechanisms under high renewables;
Bidding strategies, portfolio optimization, and risk-aware trading decisions;
Aggregation, operation, and market participation of Virtual Power Plants;
Peer-to-Peer and community-based energy trading models and platforms;
Uncertainty management, demand response, and the coordination of distributed energy resources.
This session seeks to bring together researchers, engineers, and practitioners from power systems, operations research, and data science to exchange ideas on the data-to-market pathway of future electricity systems.
面向高比例新能源并网的新型电力系统转型，正在深刻重塑电力的预测、定价与交易方式。准确的功率与负荷预测是系统可靠运行的基础，用于量化源荷侧固有的不确定性；市场出清机制则将预测结果、政策目标与网络约束转化为节点电价与调度决策；在此之上，发电企业、售电商、聚合商与产消者所作的电力交易决策通过报价、组合优化与策略性行为共同决定市场出清结果；与此同时，虚拟电厂（VPP）与点对点（P2P）能源交易等新兴模式正在重新定义分布式能源的角色，使传统被动用户转变为积极的市场参与者。
上述主题在工程实践中紧密耦合，但在学术研究中却往往被割裂研究。本专题旨在搭建一个整合性平台，将预测、市场机制、交易决策、虚拟电厂与 P2P 交易纳入统一的研究叙事——覆盖"从数据与不确定性到市场价值"的完整链条。本专题征集以下方向（但不限于）的原创成果：
新能源功率与负荷预测的先进方法（概率预测、人工智能/机器学习方法、超短期至长期预测）；
高比例新能源下批发市场与本地市场的出清机制设计与分析；
报价策略、组合优化与考虑风险的交易决策；
虚拟电厂的聚合、运营与市场参与；
P2P 与社区级能源交易的模式与平台；
不确定性管理、需求响应与分布式能源的协同。
本专题致力于汇聚电力系统、运筹学与数据科学领域的研究者、工程师与从业者，共同探讨未来电力系统"数据—市场"路径的前沿问题。
Topics:
1. Renewable Power Forecasting and Its Application in Markets and Trading （新能源功率预测及其在市场与交易中的应用）
2. Load Forecasting and Demand-Side Uncertainty Characterization （负荷预测与需求侧不确定性刻画）
3. Electricity Market Clearing Mechanisms and Pricing under High Renewables （高比例新能源下的电力市场出清机制与定价）
4. Electricity Trading and Bidding Strategies under Market Rules （市场规则下的电力交易与报价策略）
5. Virtual Power Plants: Aggregation, Operation, and Market Participation （虚拟电厂的聚合、运行与市场参与）
6. Peer-to-Peer and Community Energy Trading Mechanisms （P2P 与社区能源交易机制）
7. Uncertainty Propagation across the Forecasting–Market–Trading Chain （预测—市场—交易链条中的不确定性传递）
Keywords:
Renewable Generation Forecasting（新能源功率预测）
Market Mechanism Design （市场机制设计）
Electricity Trading and Bidding Strategy （电力交易与报价策略）
Peer-to-Peer Energy Trading （点对点能源交易）
Virtual Power Plant （虚拟电厂）
Demand Response and Aggregation （虚拟响应与聚合）
Uncertainty Quantification in Power Systems （电力系统不确定性量化）
Electricity Market Clearing Mechanisms （市场出清机制）
Submission Deadline: September 26, 2026
