| Publication | Date of Publication | Type |
|---|
Valuation of power purchase agreements for corporate renewable energy procurement
European Journal of Operational Research | 2025-10-06 | Paper |
Stochastic dual dynamic programming for optimal power flow problems under uncertainty
European Journal of Operational Research | 2025-05-19 | Paper |
The Value of Coordination in Multimarket Bidding of Grid Energy Storage
Operations Research | 2024-02-26 | Paper |
Intraday power trading: toward an arms race in weather forecasting?
OR Spectrum | 2023-06-26 | Paper |
A stability result for linear Markovian stochastic optimization problems
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Envelope theorems for multistage linear stochastic optimization
Operations Research | 2022-02-16 | Paper |
Renewable auctions: bidding for real options
European Journal of Operational Research | 2021-06-07 | Paper |
Gas storage valuation in incomplete markets
European Journal of Operational Research | 2021-06-03 | Paper |
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
European Journal of Operational Research | 2019-09-18 | Paper |
The effect of intermittent renewables on the electricity price variance
OR Spectrum | 2017-08-07 | Paper |
A multi-stage stochastic programming model for managing risk-optimal electricity portfolios
Handbook of Power Systems II | 2017-04-07 | Paper |
Robustifying convex risk measures for linear portfolios: a nonparametric approach
Operations Research | 2015-08-28 | Paper |
Optimizing trading decisions for hydro storage systems using approximate dual dynamic programming
Operations Research | 2014-06-26 | Paper |
Optimizing trading decisions for hydro storage systems using approximate dual dynamic programming
Operations Research | 2014-06-26 | Paper |
A framework for optimization under ambiguity
Annals of Operations Research | 2013-01-15 | Paper |
Value-at-risk optimization using the difference of convex algorithm
OR Spectrum | 2013-01-10 | Paper |
A coupled Markov chain approach to credit risk modeling
Journal of Economic Dynamics and Control | 2012-07-05 | Paper |
A coupled Markov chain approach to credit risk modeling
Journal of Economic Dynamics and Control | 2012-07-05 | Paper |
Multi-stage stochastic electricity portfolio optimization in liberalized energy markets
IFIP International Federation for Information Processing | 2011-06-01 | Paper |
Evolutionary estimation of a coupled Markov chain credit risk model
Natural Computing in Computational Finance | 2010-11-08 | Paper |
A difference of convex formulation of value-at-risk constrained optimization
Optimization | 2010-07-26 | Paper |
Asymptotic consistency of risk functionals
Journal of Nonparametric Statistics | 2009-11-27 | Paper |
| scientific article; zbMATH DE number 5589693 (Why is no real title available?) | 2009-08-03 | Paper |
Ambiguity in portfolio selection
Quantitative Finance | 2007-10-22 | Paper |
