Liquidity costs on intraday power markets: Continuous trading versus auctions
Energy Policy
2021
154
112299
Renewable auctions: Bidding for real options
European Journal of Operational Research
2021
291
3
1091-1105
Special Issue: On the interface between optimization and probability
Mathematical Programming
2020
181
2
225-228
Gas storage valuation in incomplete markets
European Journal of Operational Research
2021
288
1
318-330
A Second-Order Gradient Descent Algorithm for the Discretization of Markov Processes in Stochastic Optimization
2021
The Value of Coordination in Multimarket Bidding of Grid Energy Storage
Operations Research
2022