David Wozabal

Available identifiers

zbMath Open wozabal.davidWikidataQ58327323 ScholiaQ58327323MaRDI QIDQ433650

List of research outcomes

Publication	Date of Publication	Type
The Value of Coordination in Multimarket Bidding of Grid Energy Storage	2024-02-26	Paper
Intraday power trading: toward an arms race in weather forecasting?	2023-06-26	Paper
A stability result for linear Markovian stochastic optimization problems	2022-03-22	Paper
Envelope Theorems for Multistage Linear Stochastic Optimization	2022-02-16	Paper
Renewable auctions: bidding for real options	2021-06-07	Paper
Gas storage valuation in incomplete markets	2021-06-03	Paper
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity	2019-09-18	Paper
The effect of intermittent renewables on the electricity price variance	2017-08-07	Paper
A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios	2017-04-07	Paper
Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach	2015-08-28	Paper
Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming	2014-06-26	Paper
A framework for optimization under ambiguity	2013-01-15	Paper
Value-at-risk optimization using the difference of convex algorithm	2013-01-10	Paper
A coupled Markov chain approach to credit risk modeling	2012-07-05	Paper
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets	2011-06-01	Paper
Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model	2010-11-08	Paper
A difference of convex formulation of value-at-risk constrained optimization	2010-07-26	Paper
Asymptotic consistency of risk functionals	2009-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q5324637	2009-08-03	Paper
Ambiguity in portfolio selection	2007-10-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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