activity
20222025
most citedEnergy Storage Arbitrage Under Price Uncertainty: Market Risks and Opportunities

1 citations · 1 across the 4 of their papers we have counts for

collaborators

5 papers

eess.SY2025

Online Energy Storage Arbitrage under Imperfect Predictions: A Conformal Risk-Aware Approach

Yiqian Wu, Ming Yi, Bolun Xu +1

This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on…

eess.SY2025

A Decision-Focused Predict-then-Bid Framework for Strategic Energy Storage

Ming Yi, Yiqian Wu, Saud Alghumayjan +2

This paper introduces a novel decision-focused framework for energy storage arbitrage bidding. Inspired by the bidding process for energy storage in electricity markets, we propose…

math.OC2025★ 1 cited

Energy Storage Arbitrage Under Price Uncertainty: Market Risks and Opportunities

Yiqian Wu, Bolun Xu, James Anderson

We investigate the profitability and risk of energy storage arbitrage in electricity markets under price uncertainty, exploring both robust and chance-constrained optimization appr…

eess.SY2024

Market Power and Withholding Behavior of Energy Storage Units

Yiqian Wu, Bolun Xu, James Anderson

Electricity markets are experiencing a rapid increase in energy storage unit participation. Unlike conventional generation resources, quantifying the competitive operation and iden…

math.OC2022

Mitigation-Aware Bidding Strategies in Electricity Markets

Yiqian Wu, Jip Kim, James Anderson

Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate…