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BESS-Backed Trading on the Continuous Intraday Electricity Market

The paper introduces a trading strategy for battery storage on the continuous intraday market in which forecast-driven round-trip trading takes priority and the battery provides a second route to close positions that would otherwise be closed at a distressed price. The agent opens positions using price quantile forecasts and closes them closer to delivery, replacing the myopic rolling intrinsic approach.

Why it matters

Illustrates coupling price forecasting with storage asset management, a typical task for balance and forecasting models in energy systems.

Relevant to DT products

Original headline
On BESS-Backed Trading on the Continuous Intraday Electricity Market
Read the original: arXiv — Systems and Control (eess.SY)

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