Arbitrage-Strategieanalyse für Energiespeicherkraftwerke

Economic viability of energy storage systems based on price arbitrage potential in real-time U.S. electricity markets. Kyle Bradbury L. Pratson Dalia Patino-Echeverri

Does arbitrage value maximize the energy trade strategy?

We show that, among all strategies tested, arbitrage value maximizes for the weekly back to back energy trade strategy. Moreover we estimate the optimum size of energy storage systems in terms of arbitrage value for each different electricity market and evaluate the potential of arbitrage to support investment in the sector.

Can arbitrage compensate for energy losses introduced by energy storage?

The arbitrage performance of PHS and CAES has also been evaluated in five different European electricity markets and the results indicate that arbitrage can compensate for the energy losses introduced by energy storage (Zafirakis et al., 2016).

Does arbitrage support energy storage investments?

Similar research has been conducted in the past , , , , , yielding that arbitrage is not in itself adequate to support energy storage investments; thus welfare gains of energy storage services need to be identified in order to elicit State support , , .

What is the arbitrage strategy?

The present arbitrage strategy is designed for the given technology attributes (including round-trip efficiency) to store the off-peak energy when the electricity price is low and releases the energy when the price is high (during the peak demand period).

How do price differences influence arbitrage by energy storage?

Price differences due to demand variations enable arbitrage by energy storage. Maximum daily revenue through arbitrage varies with roundtrip efficiency. Revenue of arbitrage is compared to cost of energy for various storage technologies. Breakeven cost of storage is firstly calculated with different loan periods.

Is arbitrage a value for pumped hydro and compressed air energy storage?

We use a portfolio of energy trade strategies to determine the value of arbitrage for pumped hydro and compressed air energy storage across European markets. Our results demonstrate that arbitrage opportunities exist in less integrated markets, characterised by significant reliance on energy imports and lower level of market competitiveness.