Background and activities
Scientific, academic and artistic work
A selection of recent journal publications, artistic productions, books, including book and report excerpts. See all publications in the database
- (2017) Backing out Expectations from Hydropower Release Time Series. IAEE International Conference.
- (2017) Electricity capacity expansion in a Cournot duopoly. International Conference on the European Energy Market.
- (2017) The real options to shutdown, startup, and abandon: U.S. electricity industry evidence. Energy Economics. vol. 63.
- (2017) Tradable green certificates for renewable support: The role of expectations and uncertainty. Energy. vol. 141.
- (2017) Multistage grid investments incorporating uncertainty in offshore wind development. Energy Procedia. vol. 137.
- (2017) Value of information analysis of snow measurements for the scheduling of hydropower production. Energy Systems, Springer Verlag.
- (2016) Investment in mutually exclusive transmission projects under policy uncertainty. Journal of Commodity Markets. vol. 3 (1).
- (2016) Investment in electric energy storage under uncertainty: a real options approach. Computational Management Science. vol. 13 (3).
- (2016) Linear Decision Rules for Seasonal Hydropower Planning: Modelling Considerations. Energy Procedia. vol. 87.
- (2016) Stepwise Green Investment under Policy Uncertainty. Energy Journal. vol. 37 (4).
- (2016) Stepwise investment and capacity sizing under uncertainty. OR Spektrum. vol. 39 (2).
- (2016) Linear decision rules for hydropower scheduling under uncertainty. IEEE Transactions on Power Systems. vol. 32 (1).
- (2016) Policy Uncertainty and Real Options in Switching of Peak Generators. IAEE International Conference.
- (2016) Green electricity investment timing in practice: Real options or net present value?. Energy. vol. 116.
- (2016) Green certificates and investments in small hydro power plants. International Conference on the European Energy Market. vol. 2016-July.
- (2016) Prosumer bidding and scheduling in electricity markets. Energy. vol. 94.
- (2016) Stochastic short-term hydropower planning with inflow scenario trees. European Journal of Operational Research. vol. 259 (3).
- (2015) Insights from actual day-ahead bidding of hydropower. International Journal of Sustainable Energy Planning and Management. vol. 7.
- (2015) The overnight risk premium in electricity forward contracts. Energy Economics. vol. 49.
- (2015) Electricity futures prices: time-varying sensitivity to fundamentals. Journal of Energy Markets. vol. 8 (4).
- Electrical power engineering
- Insurance mathematics and risk analysis
- Mathematic modelling and numerical methods
- Renewable energy
- Optimal stopping
- Stochastic processes
- Stochastic methods
- Electricity market
- Risk management
- Forward and futures prices
- Power Plants