相关论文: Maximizing Battery Storage Profits via High-Freque…

We study a smart grid with wind power and battery storage. Traditionally, day-ahead planning aims to balance demand and wind power, yet actual wind conditions often deviate from forecasts. Short-term flexibility in storage and generation…

Electric power systems are increasingly turning to energy storage systems to balance supply and demand. But how much storage is required? What is the optimal volume of storage in a power system and on what does it depend? In addition, what…

This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market. We study trading quantitatives such as…

We propose a Genetic Programming architecture for the generation of foreign exchange trading strategies. The system's principal features are the evolution of free-form strategies which do not rely on any prior models and the utilization of…

The rapid growth of variable renewable energy has increased the need for flexible and efficiently coordinated energy resources. In this context, hybrid resources that combine renewable generation and battery storage within a single…

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

This paper presents an integrated model for bidding energy storage in day-ahead and real-time markets to maximize profits. We show that in integrated two-stage bidding, the real-time bids are independent of day-ahead settlements, while the…

We study a stochastic optimal control problem motivated by the operation of a large ensemble of residential storage devices coordinated by an energy aggregator. The aggregator remunerates prosumers in exchange for direct control of their…

Battery storage is essential to enhance the flexibility and reliability of electric power systems by providing auxiliary services and load shifting. Storage owners typically gains incentives from quick responses to auxiliary service prices,…

The increasing adoption of renewable energy sources increases the need for balancing power. The security concerns of the distribution system operators are increasing due to fast adoption of distributed energy resources. So far, various…

Battery Energy Storage Systems (BESS) can mitigate effects of intermittent energy production from renewable energy sources and play a critical role in peak shaving and demand charge management. To optimally size the BESS from an economic…

Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock…

We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary…

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…

Wind energy has been increasingly adopted to mitigate climate change. However, the variability of wind energy causes wind curtailment, resulting in considerable economic losses for wind farm owners. Wind curtailment can be reduced using…

Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in demand, solar energy, wind power, and electricity prices as…

The increasing interconnection of power systems through AC and DC links enables energy storage units to access multiple electricity markets yet most existing arbitrage models remain limited to singlemarket participation This gap restricts…

This paper proposes a slot-based energy storage approach for decision-making in the context of an Off-Grid telecommunication operator. We consider network systems powered by solar panels, where harvest energy is stored in a battery that can…

Increased penetration of Distributed Energy Resources (DER) and Renewable Energy Systems (RES) transforming the conventional distribution grid into a transactive framework supervised by a distribution system operator (DSO). Although the…

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…