David Wozabal

From MaRDI portal
Person:433650

Available identifiers

zbMath Open wozabal.davidDBLP21/3223WikidataQ58327323 ScholiaQ58327323MaRDI QIDQ433650

List of research outcomes





PublicationDate of PublicationType
The Value of Coordination in Multimarket Bidding of Grid Energy Storage2024-02-26Paper
Intraday power trading: toward an arms race in weather forecasting?2023-06-26Paper
A stability result for linear Markovian stochastic optimization problems2022-03-22Paper
Envelope Theorems for Multistage Linear Stochastic Optimization2022-02-16Paper
Renewable auctions: bidding for real options2021-06-07Paper
Gas storage valuation in incomplete markets2021-06-03Paper
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity2019-09-18Paper
The effect of intermittent renewables on the electricity price variance2017-08-07Paper
A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios2017-04-07Paper
Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach2015-08-28Paper
Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming2014-06-26Paper
A framework for optimization under ambiguity2013-01-15Paper
Value-at-risk optimization using the difference of convex algorithm2013-01-10Paper
A coupled Markov chain approach to credit risk modeling2012-07-05Paper
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets2011-06-01Paper
Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model2010-11-08Paper
A difference of convex formulation of value-at-risk constrained optimization2010-07-26Paper
Asymptotic consistency of risk functionals2009-11-27Paper
https://portal.mardi4nfdi.de/entity/Q53246372009-08-03Paper
Ambiguity in portfolio selection2007-10-22Paper

Research outcomes over time

This page was built for person: David Wozabal