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Samir Kouro

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Preprint Sep 2026

A Stochastic Mean-CVaR Framework for BESS Multi-Market Bidding Strategies

Battery Energy Storage Systems (BESS) operators face significant challenges when participating in multiple electricity markets due to the complex coupling of price volatility and stochastic reserve activation. Traditional deterministic dispatch models neglect the"tail risks"associated with extreme market realizations,...

Younes Zahraoui, Jun Cao, Samir Kouro et al. · 0 citations

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