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On BESS-Backed Trading on the Continuous Intraday Electricity Market

Semmelmann, Leo et al.
arXiv (All) · Papers
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systems-and-control
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 unwinds positions according to current prices throughout the trading session, before dispatching as delivery approaches.
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