Wolak · SSE / IFN · Stockholm · June 2026

The Engineering Economics of Electricity Markets

A working map of the course for a BESS modeller: ten modules, two bridge tracks, twelve weeks. Pairs with the written Study Companion — this page is the navigator, that document is the depth.

Problem sets due 9 · 11 · 14 · 17 June Modules done 0 / 12 Weeks complete 0 / 12
Progress: checking storage…

The course as a merit order

cheap foundations clear first — click a block to jump; click its card's status to dispatch it
M1 · foundationscumulative capability (MWh of you) →L · landscape
not started in progress done

Technology is fixed at a point in time, but how it is used — and how it evolves — depends entirely on the incentives participants face. Market design is the deliberate engineering of those incentives, constrained by physics and by law.

Modules

each card: concepts · one formula · the BESS hook · what it feeds

Twelve-week programme

read → derive → build → retrieve · checkpoints at 4, 8, 12

Formula sheet

reproduce from memory monthly
Open the sheet
Residual demandDR_i(p) = D(p) − Σ_{j≠i} S_j(p)
One-step best reply (DR = a − bp, MC = c)p* = a/2b + c/2 ; q = (a − bc)/2
Abilityη(p) = −(1/100) · DR(p)/DR′(p) ; markup = 100·η(p*) in the linear case
Profit with a CfDΠ(p) = (P_C − c)·Q_C + [DR(p) − Q_C]·(p − c)
Incentiveη^C(p) = η(p) · [DR(p) − (Q_R + Q_C)] / DR(p) — sign = net exposure
Pivotal / net pivotalDR(p̄) > 0 ; DR(p̄) − (Q_R + Q_C) > 0
Thermal vs storage MCHeatRate·P_fuel + VOM (+ e·P_CO₂) ; storage: opportunity cost θ + degradation φ
Flows via shift factorsF_ℓ = Σ_k SF_ℓk · NetInj_k ; i→j of Q: F_ℓ = Q·(SF_ℓi − SF_ℓj)
LMPLMP_k = λ − Σ_ℓ SF_ℓk · (μ_ℓ^UB − μ_ℓ^LB) (+ marginal-loss term)
LossesL ≈ αQ² ⇒ marginal ≈ 2 × average
INC / DEC rentsDEC keeps (P* − P^DEC)·ΔQ ; INC earns (P^INC − MC)·ΔQ
Italy conduct (GQW)Δoffer ≈ +8 €/MWh per +0.1 P(INC) ; ≈ −16 €/MWh per +0.1 P(DEC)
Nodal-switch effectsCAISO: −2.5% energy, −2.1% VC, +0.18 starts/h · ERCOT: −3.8% VC (~$300m/yr), +5.8% CO₂
Virtual bidpayoff = ±(P^DA − P^RT) ; equilibrium P^DA → E[P^RT | info]
Storage FOCsdischarge iff p ≥ θ/η_dis + φ_dis ; charge iff p ≤ η_ch·θ − φ_ch ; θ = SOC dual (water value)
Storage equilibrium scaleCA: first 5 GWh ≈ −5.6% prices ; 25→50 GWh ≈ −2.6% (BDG 2025)