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Heilmann, C.; Wozabal, D.
How Much Smart Charging is Smart?
2020
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
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
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
2020
Terça, G.;Wozabal, D.
Envelope Theorems for Multi-Stage Linear Stochastic Optimization
Operations Research
2020
Kiszka, A.;Wozabal, D.
A stability result for linear Markovian stochastic optimization problems
Mathematical Programming
2020
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