3 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.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…