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mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für WirtschaftswissenschaftenKompetenzfelderFinance & AccountingProfessur für Investment, Finance and Risk Management in Energy Markets (Prof. Wozabal)

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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

Liquidity Costs on Intraday Power Markets: Continuous TradingVersus Auctions
Liquidity Costs on Intraday Power Markets: Continuous Trading Versus Auctions
2021

Löhndorf, N.;Wozabal, D.
The Value of Coordination in Multimarket Bidding of Grid Energy Storage
Submitted
2020

Gutjahr, W.;Kovacevic, R.;Wozabal, D.
Splitting a Random Pie: Nash-Type Bargaining for Risk Averse Agents
Submitted
2020

Terça, G.;Wozabal, D.
Economies of Scope for Electricity Storage and Variable Renewables
IEEE Transaction on Power Systems
2021
36
2
1328-1337

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