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Kazem Abbaszadeh
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Electric Power Optimization Centre
About EPOC
Our research uses mathematical modelling, optimization and statistical tools to comprehend modern electricity markets such as the NZEM, and to analyze and develop methods for efficient generation schemes and demand-side participation.
EPOC Members Presented at INFORMS Annual Conference 2019, Seattle, WA.

Prof. Andy Philpott presented the IFORS Keynote Address at INFORMS on Climate Change Analytics, and Dr Anthony Downward presented work on investment planning for 100% renewables.
Presentation at the BIRS-CMO Workshop in Oaxaca, Mexico

Andy Philpott presented at the BIRS-CMO Workshop in Oaxaca, Mexico
EPOC Winter Workshop (pdf)

The 2019 EPOC Winter Workshop was held on Wednesday, September 11, at the Engineering School (20 Symonds Street) at the University of Auckland. Talk slides are now available for downloading in Workshops below.
Improving sample average approximation using distributionally robust optimization (pdf)

100% renewable electricity with storage (pdf)

Efficiency of the New Zealand wholesale electricity market 2008-2017 (being updated) (pdf)

Appendix to Efficiency of the New Zealand wholesale electricity market 2008-2017 (revised) (pdf)

Zero Carbon Analytics

IFORS Distinguished Lecture: Climate change from global warming is the most critical problem currently facing mankind. The deleterious effects of global warming have already been felt in 2019 in terms of storms, heatwaves and forest fires. Climate-based natural disasters in the longer term threaten to be much worse. Policies to deal with this problem must combine efforts to reduce global warming by eliminating greenhouse gas emissions with actions that adapt to worsening climate outcomes. Determining the best policy settings is a highly complex decision problem, involving complex interacting systems and markets, many stakeholders, many decision criteria, and huge uncertainty. In other words, it is a major opportunity for operations researchers. This talk will illustrate some of the analytics challenges in planning a net-zero carbon economy with a focus on electricity systems. Models range from short-term operations (like dealing with intermittent renewable energy) to long-term investment planning to ensure security of energy supply in an uncertain future. Planning models are complemented with equilibrium models that represent the effects of risk-averse agent behaviour. The models will be illustrated with a New Zealand case study based on our recent work for the New Zealand Interim Climate Change Committee in planning a 100% renewable electricity system.
Applying Multi-stage Stochastic Programming to Investment Planning for Energy Systems

Energy systems around the world are adapting to new policies around emissions, this is leading to the closure of many existing plant, and the increased utilization of renewable generation sources. In this work we present a multistage stochastic integer programming framework, developed in Julia, which determines an optimal investment policy, given a scenario tree for demand growth. The individual stage problem for this is a 5-year operational policy for an electricity sector, given the endogenous investment decisions. We apply this model using the New Zealand electricity market as a case study.
Predictive and prescriptive analytics of grid defection

Investment Models for Electricity Systems under Uncertainty

Submission on Terms of Reference for Electricity Review (pdf)

Consultation on Transmission Pricing Methodology Second Issues Paper (pdf)

Arbitrage-free Pricing of Contingent Claims in Incomplete Markets via Moment Problems

Living in a Carbon-based World: CO2 and its impact on the EU Power Sector (ppt)

EPOC Winter Workshop 2019

Talks now available for download.
EPOC Winter Workshop 2018

Talks now available for download.