English
Related papers

Related papers: Multi-market Optimal Energy Storage Arbitrage with…

200 papers

We study a cloud storage operator who provides shared storage service for electricity end-users using the residual part of a multi-service grid-scale battery primarily used for high priority grid services. We design an optimal product…

Signal Processing · Electrical Eng. & Systems 2021-08-16 Mohammad Rasouli , Tao Sun , Camille Pache , Patrick Panciatici , Jean Maeght , Ramesh Johari , Ram Rajagopal

Generation portfolio can be significantly altered due to the deployment of distributed energy resources (DER) in distribution networks and the concept of microgrid. Generally, distribution networks can operate in a more resilient and…

Systems and Control · Computer Science 2018-02-19 Yichen Zhang , Alexander Melin , Mohammed Olama , Seddik Djouadi , Jin Dong , Kevin Tomsovic

Energy storage (ES) can help decarbonize power systems by transferring green renewable energy across time. How to unlock the potential of ES in cutting carbon emissions by appropriate market incentives has become a crucial, albeit…

Optimization and Control · Mathematics 2024-03-14 Rui Xie , Yue Chen

As renewable energy integration increases supply variability, battery energy storage systems (BESS) present a viable solution for balancing supply and demand. This paper proposes a novel approach for optimizing battery BESS participation in…

Computational Finance · Quantitative Finance 2025-10-06 Yiming Zhang , Wolfgang Ridinger , David Wozabal

The coordinated operation of interconnected but locally controlled electricity markets is generally referred to as a "coupling". In this paper we propose a new mechanism design for efficient coupling of independent electricity markets. The…

Optimization and Control · Mathematics 2021-01-13 Alfredo Garcia , Roohallah Khatami , Ceyhun Eksin , Furkan Sezer

This paper presents a stochastic optimization model for planning the participation of battery energy storage systems (BESSs) in energy and regulation markets. The proposed model quantifies and compares the business value of single and…

Optimization and Control · Mathematics 2025-06-11 Zeenat Hameed , Chresten Traeholt

Prospective power supply systems based on Renewable Energy Sources require measures to balance power generation and load at all times. The utilisation of storage devices and backup power plants is widely suggested for this purpose, whereas…

Physics and Society · Physics 2016-09-22 Stefan Weitemeyer , David Kleinhans , Lars Siemer , Carsten Agert

Energy storage technologies are key to improving grid flexibility in the presence of increasing amounts of intermittent renewable generation. We propose an insurance contract that suitably compensates energy storage systems for providing…

Systems and Control · Electrical Eng. & Systems 2020-11-23 Nayara Aguiar , Vijay Gupta

This paper proposes a risk-averse approach to energy storage price arbitrage, leveraging conformal uncertainty quantification for electricity price predictions. The method addresses the significant challenges posed by the inherent…

Optimization and Control · Mathematics 2024-12-11 Saud Alghumayjan , Ming Yi , Bolun Xu

Demand response provides utilities with a mechanism to share with end users the stochasticity resulting from the use of renewable sources. Pricing is accordingly used to reflect energy availability, to allocate such a limited resource to…

Artificial Intelligence · Computer Science 2016-06-08 Andrea Monacchi , Wilfried Elmenreich

We address the problem of load shaping within a network of coupled microgrids (MGs) in a bilevel optimisation framework. To this end, we consider the charging/discharging rates of residential energy storage devices within each MG on the…

Optimization and Control · Mathematics 2022-05-17 Philipp Sauerteig

An increasing number of retail energy markets show price fluctuations, providing users with the opportunity to buy energy at lower than average prices. We propose to temporarily store this inexpensive energy in a battery, and use it to…

Networking and Internet Architecture · Computer Science 2012-12-06 Peter M. van de Ven , Nidhi Hegde , Laurent Massoulie , Theodoros Salonidis

As the world seeks to transition to a sustainable energy future, energy storage technologies are increasingly recognized as critical enablers. However, the macro-energy system assessment of energy storage has often focused on isolated…

Physics and Society · Physics 2023-05-24 Maximilian Parzen , Davide Fioriti , Aristides Kiprakis

This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…

Optimization and Control · Mathematics 2022-07-08 Ningkun Zheng , Joshua Jaworski , Bolun Xu

We consider the problem of co-optimized energy-reserve market clearing with state-of-charge (SoC) dependent bids from battery storage participants. While SoC-dependent bids capture storage's degradation and opportunity costs, such bids…

Systems and Control · Electrical Eng. & Systems 2024-08-27 Cong Chen , Siying Li , Lang Tong

Recent years have seen rapid increases in intermittent renewable generation, requiring novel battery energy storage systems (BESS) solutions. One recent trend is the emergence of large grid-connected batteries, that can be controlled to…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Tudor Octavian Pocola , Valentin Robu , Jip Rietveld , Sonam Norbu , Benoit Couraud , Merlinda Andoni , David Flynn , H. Vincent Poor

Electricity market design that accounts for grid constraints such as voltage and thermal limits at the distribution level can increase opportunities for the grid integration of Distributed Energy Resources (DERs). In this paper, we consider…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Zeinab Salehi , Elizabeth L. Ratnam , Yijun Chen , Ian R. Petersen , Guodong Shi , Duncan S. Callaway

The effective allocation of cross-border trading capacities is one of the central challenges for the implementation of a pan-European internal energy market. In contrast to traditional power flow-ignorant methods like net transfer…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Richard Weinhold , Robert Mieth

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

Machine Learning · Computer Science 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. In order to maintain system reliability and security, electricity market operators need to keep certain reserves in the…

Optimization and Control · Mathematics 2015-12-21 Hongxing Ye , Zuyi Li