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Examination Papers (664)

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mediaTUM GesamtbestandEinrichtungenSchools und FakultätenTUM School of ManagementDepartmentsFinance and AccountingProfessur für Investment, Finance and Risk Management in Energy Markets (Prof. Wozabal)

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Kiszka, A.; Wozabal, D.
Stochastic Dual Dynamic Programming for Optimal Power Flow Problems under Uncertainty
2022

Graf, C.;Kuppelwieser, T; Wozabal, D.
Frequent Auctions for the Intraday Power Markets
2022

Kuppelwieser, T; Wozabal, D.
Liquidity costs on intraday power markets: Continuous trading versus auctions
Energy Policy
2021
154
112299

Heilmann, Christoph;Wozabal, David
How much smart charging is smart?
Applied Energy
2021
291

Matthäus, David;Schwenen, Sebastian;Wozabal, David
Renewable auctions: Bidding for real options
European Journal of Operational Research
2021
291
3
1091-1105

Kovacevic, Raimund;Wets, Roger J-B;Wozabal, David
Special Issue: On the interface between optimization and probability
Mathematical Programming
2020
181
2
225-228

Kuppelwieser, T.; Wozabal, D.
Using Weather Forecasts for Algorithmic Trading on Intraday Power Markets
2020

Löhndorf, Nils;Wozabal, David
Gas storage valuation in incomplete markets
European Journal of Operational Research
2021
288
1
318-330

Nils Löhndorf, David Wozabal
A Second-Order Gradient Descent Algorithm for the Discretization of Markov Processes in Stochastic Optimization
2021

Löhndorf, N.;Wozabal, D.
The Value of Coordination in Multimarket Bidding of Grid Energy Storage
Operations Research
2022

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