3 papers
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.OC2024
Conformal Uncertainty Quantification of Electricity Price Predictions for Risk-Averse Storage Arbitrage
Saud Alghumayjan, Ming Yi, Bolun Xu
This paper proposes a risk-averse approach to energy storage price arbitrage, leveraging conformal uncertainty quantification for electricity price predictions. The method addresse…
math.OC2024
Energy Storage Arbitrage in Two-settlement Markets: A Transformer-Based Approach
Saud Alghumayjan, Jiajun Han, Ningkun Zheng +2
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-ti…