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Industrial Flexibility Investment Under Uncertainty: A Multi-Stage Stochastic Framework Considering Energy and Reserve Market Participation

Abstract

The global energy transition toward net-zero emissions by 2050 is expected to increase the share of variable renewable energy sources (VRES) in the energy system. As a result, industrial actors will operate under increasingly complex market conditions, driven by volatile electricity prices and rising CO2 costs. These dynamics highlight the need to exploit opportunities in spot-market arbitrage and reserve market participation, while complying with evolving regulatory requirements. This paper presents a multi-stage optimization framework designed to support investment decisions in flexible assets and to enable reserve market participation through ancillary service provision. The framework integrates investment planning, bidding strategies in spot and reserve markets, and real-time operational decisions. Uncertainties in market prices and operational conditions are handled through a nodal formulation. A case study of a large industrial site in Norway demonstrates the framework’s application, comparing investment decisions across alternative technology pathways and CO2 price trajectories under varying market conditions.

Category

Academic chapter

Language

English

Author(s)

  • Amund Norland
  • Lasse Skare
  • Ole Jakob Viken
  • Stian Backe

Affiliation

  • SINTEF Energy Research / Energy Systems
  • Norwegian University of Science and Technology

Year

2025

Publisher

IEEE (Institute of Electrical and Electronics Engineers)

Book

2025 IEEE PES Innovative Smart Grid Technologies Conference Europe - ISGT Europe

ISBN

9798331525033

View this publication at Norwegian Research Information Repository