Trading Strategies for ERCOT Day-Ahead Point-to-Point Obligations With Coordinated Multiple ESS Operation Under CVaR Risk Limits
This paper develops a stochastic co-optimization framework for a portfolio of physically operated energy storage systems (ESSs) participating in the ERCOT day-ahead market for point-to-point (PTP) obligations while explicitly controlling downside risk. The portfolio schedules a controllable net transfer on a congested...