Trading applications of Battery Storage (VIRTUAL) - BESS
Course Schedule
| Date |
Time |
Location |
Price* |
Registration Deadline** |
26-27 Jan 2026
Register
|
10:00am-12:00pm (New York) / 3:00pm-5:00pm (London)
|
Zoom: Americas to Europe
|
USD 1,365 (BESS-VILTNA26-01)
|
19 Dec 2025
|
*Prices do not include VAT, GST, or any other local taxes. All applicable taxes will be added to the invoice.
**Please register by the deadline to help us ensure sufficient attendance and avoid postponing the course.
Course Summary
This interactive VIRTUAL workshop is designed to introduce battery storage projects and their valuation and operations.
The course starts with an overview of the dynamics of a battery project and the keys to profitability. Then it will look at the main contract structures, arbitrage, charge/discharge decisions, revenue optimization and batteries as a hedge.
From there the course explores bidding strategy assessments, storage valuation, and probabilistic forecasting. Multiple case studies will show co-optimization of renewables + storage, day-ahead energy, ancillary services, and real-time energy markets under uncertainty.
Who Should Attend?
- Renewable and Battery owners
- Energy Traders and Analysts
- Investors and Developers
- Utilities
- Regulators
- Market and Credit Risk managers
- Audit and Legal teams
Course Content
Module 1: The BESS Asset & Core Market Economics- Asset Fundamentals: Main characteristics (MW, MWh, RTE, cycle life) and their financial impact.
- Project Valuation Keys: Optimal siting, sizing, and operational strategy.
- Arbitrage Mechanics: Day-Ahead vs. Real-Time optimization.
- The Revenue Stack: Prioritizing and co-optimizing income streams (Energy, AS, Capacity).
- BESS as a Physical Hedge: Mitigating intermittency and profile shaping for renewables portfolios.
- Contract Structures: Financial and physical commitments under Merchant vs. PPA arrangements.
Module 2: Optimization and Dynamic Bidding Decisions
- Bidding Strategy Assessment: Evaluating co-optimization approaches across DA, RT Energy and Ancillary Services.
- Dispatch Modeling: Understanding perfect foresight (benchmark) versus real-world dispatch.
- Forecast Integration: Using probabilistic market forecasts to manage bidding and retention decisions.
- Opportunity Cost: The value of retaining capacity for future potential high-value services.
- Inter-Temporal Optimization: State-of-Charge (SoC) management approaches and capacity degradation costs.
- Constraints and Limits: Balancing profit maximization against physical limits and ISO market rules.
Module 3: Long-Term Valuation and Financial Integration
- Strategic Bidding: Techniques to manage commitment risk and capitalize on premium market events.
- Hybrid Asset Analysis: Principles of co-optimizing renewables and storage (Solar/Wind).
- Comprehensive Bidding Strategies: Analyzing value capture across Day-Ahead, AS, and Real-Time.
- Financial Valuation Methodologies: Discussion of approaches used by M&A and project finance groups.
- Levelized Cost of Storage (LCOS): Calculation and application of LCOS for benchmarking and investment decisions.
- Forecast Error Impact: Quantifying and managing the financial impact of modeling forecast error.
Module 4: Risk Management and Hedging
- BESS Merchant Risk Profile: Identifying and quantifying price, volume, basis and operations risk exposures.
- Hedging Protocols (TRMP): Defining policy boundaries for permissible market activities and authorized instruments.
- Optionality in BESS: Understanding battery value as a complex financial option.
- Delta-Hedging Storage: Introduction to calculating and managing Delta exposure of BESS with financial products.
- Convergence/Virtual Trades: Integrating virtual/convergence bids with physical BESS as a hedge.
- Trading Authority (DoA) & Reporting: Establishing approval levels and continuous risk oversight procedures.
