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The provision of renewable electricity is the foundation for a sustainable future. To achieve the goal of sustainable renewable energy, Battery Energy Storage Systems (BESS) could play a key role to counteract the intermittency of solar and…

交易与市场微观结构 · 定量金融 2025-09-29 Luis van Sandbergen

The power system needs more transmission capacity to deal with the increasing integration of renewable energy resources. The battery energy storage systems (BESSs) are effective to enhance the grid capacity and relieve the transmission…

系统与控制 · 电气工程与系统科学 2021-10-18 Zhongyang Zhao , Caisheng Wang , Masoud H. Nazari

Electricity price forecasts are typically evaluated using accuracy measures such as RMSE and MAE, although these metrics often fail to reflect their economic value in operational decisions. This paper investigates which statistical…

计算金融 · 定量金融 2026-04-01 Katarzyna Maciejowska , Arkadiusz Lipiecki , Bartosz Uniejewski

Motivated by the need of assessing the optimal allocation of battery energy storage services across various markets and the corresponding impact on market operations, an optimization framework is proposed in this work to coordinate the…

系统与控制 · 电气工程与系统科学 2020-02-25 Reza Khalilisenobari , Meng Wu

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…

最优化与控制 · 数学 2017-03-01 Abdulelah H Habib , Vahid R. Disfani , Jan Kleissl , Raymond de Callafon

Grid-scale battery energy storage systems (BESSs) can provide flexibility to the power system and capture shortterm price volatility by shifting energy in time through controlled charging and discharging. The highly volatile European…

计算工程、金融与科学 · 计算机科学 2025-06-10 Timothée Hornek , Youngsub Lee , Sergio Potenciano Menci , Ivan Pavić

This paper proposes a bi-level optimization framework to investigate the optimal market operation strategies of price-maker battery energy storage systems (BESSs) in real-time energy, spinning reserve, and pay as performance regulation…

系统与控制 · 电气工程与系统科学 2022-01-20 Reza Khalilisenobari , Meng Wu

Driven by the global decarbonization effort, the rapid integration of renewable energy into the conventional electricity grid presents new challenges and opportunities for the battery energy storage system (BESS) participating in the energy…

系统与控制 · 电气工程与系统科学 2022-12-14 Muhammad Anwar , Changlong Wang , Frits de Nijs , Hao Wang

In this paper, we study the strategic investment problem of battery energy storage systems (BESSs) in the wholesale electricity market from the perspective of BESSs owners. Large-scale BESSs planning without considering the possible…

最优化与控制 · 数学 2023-08-01 Ang Li , Yubo Wang , Lei Fan , Jiming Peng

Given the declining cost of battery technology in the last decade, nowadays BESS becomes a more attractive solution in electrical power systems. The objective of this work is to analyze the potential utilization of BESS in the major…

综合金融 · 定量金融 2022-07-04 Yu Hu , Miguel Armada , Maria Jesus Sanchez

The increasing penetration of renewable energy necessitates improved power system flexibility, driving the deployment of independent energy storage operators (ESOs). Existing research extensively investigates capacity sizing for price-taker…

理论经济学 · 经济学 2026-05-19 Lizhong Zhang , Junqi Liu , Jianxiao Wang , Lei Zhu

Battery energy storage systems BESSs can provide fast frequency reserves and energy arbitrage in Nordic electricity markets but their limited energy capacity requires accurate revenue forecasts and coordinated bidding across multiple…

最优化与控制 · 数学 2025-06-04 Zeenat Hameed , Chresten Traeholt

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…

最优化与控制 · 数学 2025-06-11 Zeenat Hameed , Chresten Traeholt

Battery Energy Storage Systems (BESS) are a cornerstone of the energy transition, as their ability to shift electricity across time enables both grid stability and the integration of renewable generation. This paper investigates the…

证券定价 · 定量金融 2025-10-30 Daniel Oeltz , Tobias Pfingsten

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…

系统与控制 · 电气工程与系统科学 2023-08-29 Jinhao Li , Changlong Wang , Hao Wang

Battery energy storage systems (BESS) participating in multi-market electricity trading require price forecasts to optimize dispatch decisions. A widely held assumption is that forecast accuracy, measured by standard metrics such as mean…

交易与市场微观结构 · 定量金融 2026-04-28 Alessandro Falezza

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…

计算金融 · 定量金融 2025-10-06 Yiming Zhang , Wolfgang Ridinger , David Wozabal

Wind energy has been rapidly gaining popularity as a means for combating climate change. However, the variable nature of wind generation can undermine system reliability and lead to wind curtailment, causing substantial economic losses to…

机器学习 · 计算机科学 2023-04-06 Jinhao Li , Changlong Wang , Hao Wang

We develop a stochastic game-theoretic model for intraday dispatch of grid-scale battery energy storage systems (BESSs). We assume that each BESS operator competitively manages her state-of-charge to maximize energy arbitrage revenues,…

最优化与控制 · 数学 2026-05-11 Ruimeng Hu , Mike Ludkovski , Hezhong Zhang

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…

统计金融 · 定量金融 2026-04-22 Simon Hirsch , Florian Ziel
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