TY  - JOUR
A1  - Berretz, Frank
A1  - Skorupa, Sasche
A1  - Sander, Volker
A1  - Belloum, Adam
A1  - Bubak, Marian
T1  - Actor-Driven Workflow Execution in Distributed Environments
JF  - Euro-Par 2010 Parallel Processing Workshops : HeteroPAR, HPCC, HiBB, CoreGrid, UCHPC, HPCF, PROPER, CCPI, VHPC ; Ischia, Italy, August 31 - September 3, 2010 ; revised selected papers / Mario R. Guarracino ... (eds.)
Y1  - 2011
SN  - 978-3-642-21877-4
N1  - Lecture Notes in Computer Science ; 6586
SP  - 287
EP  - 294
PB  - Springer
CY  - Berlin
ER  - 
TY  - JOUR
A1  - Krome, Cornelia
A1  - Höft, Jan
A1  - Sander, Volker
T1  - Clustering time series applied to energy markets
JF  - Energy Informatics
Y1  - 2019
U6  - http://dx.doi.org/10.1186/s42162-019-0076-0
SN  - 2520-8942
VL  - 2
IS  - Article numer 17
SP  - 1
EP  - 20
PB  - Springer
CY  - Berlin
ER  - 
TY  - CHAP
A1  - Bozakov, Zdravko
A1  - Sander, Volker
T1  - OpenFlow: A Perspective for Building Versatile Networks
T2  - Network-Embedded Management and Applications
Y1  - 2013
SN  - 978-1-4419-6769-5
U6  - http://dx.doi.org/10.1007/978-1-4419-6769-5_11
SP  - 217
EP  - 245
PB  - Springer
CY  - New York, NY
ER  - 
TY  - CHAP
A1  - Maurer, Florian
A1  - Miskiw, Kim K.
A1  - Acosta, Rebeca Ramirez
A1  - Harder, Nick
A1  - Sander, Volker
A1  - Lehnhoff, Sebastian
ED  - Jorgensen, Bo Norregaard
ED  - Pereira da Silva, Luiz Carlos
ED  - Ma, Zheng
T1  - Market abstraction of energy markets and policies - application in an agent-based modeling toolbox
T2  - EI.A 2023: Energy Informatics
N2  - In light of emerging challenges in energy systems, markets are prone to changing dynamics and market design. Simulation models are commonly used to understand the changing dynamics of future electricity markets. However, existing market models were often created with specific use cases in mind, which limits their flexibility and usability. This can impose challenges for using a single model to compare different market designs. This paper introduces a new method of defining market designs for energy market simulations. The proposed concept makes it easy to incorporate different market designs into electricity market models by using relevant parameters derived from analyzing existing simulation tools, morphological categorization and ontologies. These parameters are then used to derive a market abstraction and integrate it into an agent-based simulation framework, allowing for a unified analysis of diverse market designs. Furthermore, we showcase the usability of integrating new types of long-term contracts and over-the-counter trading. To validate this approach, two case studies are demonstrated: a pay-as-clear market and a pay-as-bid long-term market. These examples demonstrate the capabilities of the proposed framework.
KW  - Energy market design
KW  - Agent-based simulation
KW  - Market modeling
Y1  - 2023
SN  - 978-3-031-48651-7 (Print)
SN  - 978-3-031-48652-4 (eBook)
U6  - http://dx.doi.org/10.1007/978-3-031-48652-4_10
N1  - Energy Informatics Academy Conference, 6-8 December 23, Campinas, Brazil.
N1  - Part of the Lecture Notes in Computer Science book series (LNCS,volume 14468).
SP  - 139
EP  - 157
PB  - Springer
CY  - Cham
ER  -