Search Results - "Wozabal, David" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

Value-at-Risk optimization using the difference of convex algorithm

Value-at-Risk optimization using the difference of convex algorithm

by Wozabal, David
Published in OR Spectrum (01.10.2012)

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Journal Article

Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity

Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity

by Wozabal, David, Rameseder, Gunther
Published in European journal of operational research (16.01.2020)

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Journal Article

Stochastic dual dynamic programming for optimal power flow problems under uncertainty

Stochastic dual dynamic programming for optimal power flow problems under uncertainty

by Kiszka, Adriana, Wozabal, David
Published in European journal of operational research (01.10.2024)

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Journal Article

A framework for optimization under ambiguity

A framework for optimization under ambiguity

by Wozabal, David
Published in Annals of operations research (01.03.2012)

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Journal Article

Liquidity costs on intraday power markets: Continuous trading versus auctions

Liquidity costs on intraday power markets: Continuous trading versus auctions

by Kuppelwieser, Thomas, Wozabal, David
Published in Energy policy (01.07.2021)

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Journal Article

Economies of Scope for Electricity Storage and Variable Renewables

Economies of Scope for Electricity Storage and Variable Renewables

by Terca, Goncalo, Wozabal, David
Published in IEEE transactions on power systems (01.03.2021)

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Journal Article

How much smart charging is smart?

How much smart charging is smart?

by Heilmann, Christoph, Wozabal, David
Published in Applied energy (01.06.2021)

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Journal Article

An equilibrium pricing model for wind power futures

An equilibrium pricing model for wind power futures

by Gersema, Gerke, Wozabal, David
Published in Energy economics (01.06.2017)

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Journal Article

Intraday power trading: toward an arms race in weather forecasting?

Intraday power trading: toward an arms race in weather forecasting?

by Kuppelwieser, Thomas, Wozabal, David
Published in OR Spectrum (01.03.2023)

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Journal Article

Risk-optimized pooling of intermittent renewable energy sources

Risk-optimized pooling of intermittent renewable energy sources

by Gersema, Gerke, Wozabal, David
Published in Journal of banking & finance (01.10.2018)

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Journal Article

Measuring competitiveness of the EPEX spot market for electricity

Measuring competitiveness of the EPEX spot market for electricity

by Graf, Christoph, Wozabal, David
Published in Energy policy (01.11.2013)

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Journal Article

The effect of intermittent renewables on the electricity price variance

The effect of intermittent renewables on the electricity price variance

by Wozabal, David, Graf, Christoph, Hirschmann, David
Published in OR Spectrum (01.07.2016)

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Journal Article

Frequent Auctions for Intraday Electricity Markets

Frequent Auctions for Intraday Electricity Markets

by Graf, Christoph, Kuppelwieser, Thomas, Wozabal, David
Published in The Energy journal (Cambridge, Mass.) (01.01.2024)

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Journal Article

Ambiguity in portfolio selection

Ambiguity in portfolio selection

by Pflug, Georg, Wozabal, David
Published in Quantitative finance (01.08.2007)

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Journal Article

Renewable auctions: Bidding for real options

Renewable auctions: Bidding for real options

by Matthäus, David, Schwenen, Sebastian, Wozabal, David
Published in European journal of operational research (16.06.2021)

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Journal Article

A stability result for linear Markovian stochastic optimization problems

A stability result for linear Markovian stochastic optimization problems

by Kiszka, Adriana, Wozabal, David
Published in Mathematical programming (01.02.2022)

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Journal Article

Gas storage valuation in incomplete markets

Gas storage valuation in incomplete markets

by Löhndorf, Nils, Wozabal, David
Published in European journal of operational research (01.01.2021)

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Journal Article

Capacity withholding of GenCos in electricity markets using security-constrained generation maintenance scheduling

Capacity withholding of GenCos in electricity markets using security-constrained generation maintenance scheduling

by Salarkheili, Saeed, Nazar, Mehrdad Setayesh, Wozabal, David, Jabari, Farkhondeh
Published in International journal of electrical power & energy systems (01.03.2023)

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Journal Article

The 1/N investment strategy is optimal under high model ambiguity

The 1/N investment strategy is optimal under high model ambiguity

by Pflug, Georg Ch, Pichler, Alois, Wozabal, David
Published in Journal of banking & finance (01.02.2012)

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Journal Article

Special Issue: On the interface between optimization and probability

Special Issue: On the interface between optimization and probability

by Kovacevic, Raimund, Wets, Roger J-B, Wozabal, David
Published in Mathematical programming (01.06.2020)

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Journal Article