29 citations · 33 across the 6 of their papers we have counts for
6 papers
Joint Bidding on Intraday and Frequency Containment Reserve Markets
Yiming Zhang, Wolfgang Ridinger, David Wozabal
As renewable energy integration increases supply variability, battery energy storage systems (BESS) present a viable solution for balancing supply and demand. This paper proposes a…
Stochastic Programming for Dynamic Temperature Control of Refrigerated Road Transport
Francesco Giliberto, Rosario Paradiso, David Wozabal
Temperature control in refrigerated delivery vehicles is critical for preserving product quality, yet existing approaches neglect critical operational uncertainties, such as stocha…
High-frequency intraday trading for battery storages
David Schaurecker, David Wozabal, Nils Löhndorf +1
Maximizing revenue for grid-scale battery energy storage systems in continuous intraday electricity markets requires strategies that are able to seize trading opportunities as soon…
Valuation of Power Purchase Agreements for Corporate Renewable Energy Procurement
Roozbeh Qorbanian, Nils Löhndorf, David Wozabal
Corporate renewable power purchase agreements (PPAs) are long-term contracts that enable companies to source renewable energy without having to develop and operate their own capaci…
Evolutionary estimation of a Coupled Markov Chain credit risk model
Ronald Hochreiter, David Wozabal
There exists a range of different models for estimating and simulating credit risk transitions to optimally manage credit risk portfolios and products. In this chapter we present a…
A Coupled Markov Chain Approach to Credit Risk Modeling
David Wozabal, Ronald Hochreiter
We propose a Markov chain model for credit rating changes. We do not use any distributional assumptions on the asset values of the rated companies but directly model the rating tra…