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arXiv · 2604.09931

Online Electricity Pricing from Frequency Measurements

Xinwei Liu·Vladimir Dvorkin
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Abstract

Frequency dynamics in power systems reflect active power imbalance in real time, thereby providing an instantaneous signal to inform electricity pricing. However, existing real-time markets operate on much slower timescales and fail to exploit this signal. In this letter, we develop integrated market--frequency dynamics that enable online pricing directly from frequency measurements. Representing the real-time market as a dynamic price-discovery process, and integrating this process with the grid frequency dynamics, we derive an explicit price formation mechanism from frequency measurements. This mechanism manifests as a distributed PID-like controller for each generator, where frequency response is driven and remunerated by electricity prices derived solely from local frequency measurements.

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Xinwei Liu, Vladimir Dvorkin. 2026-04-10. Online Electricity Pricing from Frequency Measurements. https://arxiv.org/abs/2604.09931

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