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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Battery arbitrage؟

Definition 23.3 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · الفصل 23 — Power and Gas Trading

Battery arbitrage is scheduling a battery to charge in cheap hours and discharge in dear ones, first against the day-ahead auction and then by re-optimising against intraday prices, within its power, energy, efficiency and cycle limits.

German day-ahead prices (DE-LU) by hour of the day, averaged over 2024 and over 2025, and the share of hours with negative prices over both years. Data: Bundesnetzagentur / SMARD.de (CC BY 4.0).
Figure 23.1. German day-ahead prices (DE-LU) by hour of the day, averaged over 2024 and over 2025, and the share of hours with negative prices over both years. Data: Bundesnetzagentur / SMARD.de (CC BY 4.0).
Cumulative revenue of a 1 MW, 2 MWh battery on German day-ahead prices, 2024–2025, and with its schedule re-optimised against synthetic intraday prices. Data: Bundesnetzagentur / SMARD.de (CC BY 4.0); s2_powergas.battery_table.
Figure 23.2. Cumulative revenue of a 1 MW, 2 MWh battery on German day-ahead prices, 2024–2025, and with its schedule re-optimised against synthetic intraday prices. Data: Bundesnetzagentur / SMARD.de (CC BY 4.0); s2_powergas.battery_table.
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