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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…