2 papers
eess.SY2026
On BESS-Backed Trading on the Continuous Intraday Electricity Market
Leo Semmelmann, Runyao Yu, Joseph Cary +1
Battery energy storage systems (BESS) on the continuous intraday market (IDC) often trade according to a rolling intrinsic algorithm, a myopic strategy which repeatedly opens and u…
q-fin.CP2026
From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction
Runyao Yu, Jochen L. Cremer, Pierre Pinson +4
Power systems with increasing variable renewable generation face greater uncertainty in scheduling and balancing. Intraday and balancing electricity markets facilitate position adj…