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Löhndorf, Nils;Wozabal, David
Gas storage valuation in incomplete markets
European Journal of Operational Research
2021
288
1
318-330
Löhndorf, N.;Wozabal, D.
A Second-Order Gradient Descent Algorithm for the Discretization of Markov Processes in Stochastic Optimization
Working Paper
2020
Kuppelwieser, T.;Wozabal, D.
Liquidity Costs on Intraday Power Markets: Continuous Trading versus Auctions
Working Paper
2020
Löhndorf, N.;Wozabal, D.
The Value of Coordination in Multimarket Bidding of Grid Energy Storage
Submitted to Management Science
2020
Gutjahr, W.;Kovacevic, R.;Wozabal, D.
Splitting a Random Pie: Nash-Type Bargaining for Risk Averse Agents
Submitted to Operations Research
2020
Terça, G.;Wozabal, D.
Economies of Scope for Electricity Storage and Variable Renewables
IEEE Transaction on Power Systems
2020
Terça, G.;Wozabal, D.
Envelope Theorems for Multi-Stage Linear Stochastic Optimization
Submitted to Operations Research (Accepted for Publication)
2019
Kiszka, A.;Wozabal, D.
A Stability Result for Linear Markov Decision Processes
Submitted to Mathematical Programming, Series A (Revise \& Resubmit)
2019
Matthäus, D.;Schwenen, S.;Wozabal, D.
Renewable Auctions – A Real Options Approach
Submitted to European Journal of Operational Management (under review)
2019
Wozabal, David;Rameseder, Gunther
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
European Journal of Operational Research
2020
280
2
639-655
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