| 1 |
Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks
Eckstein S, Kupper M
Applied Mathematics and Optimization, 83(2), 639, 2021 |
| 2 |
A Risk-Hedging View to Refinery Capacity Investment in OPEC Countries
Ghoddusi H, Wirl F
Energy Journal, 42(1), 67, 2021 |
| 3 |
Computing stability limits for adaptive control laws with high-order actuator dynamics
Gruenwald BC, Yucelen T, Muse JA, Wagner D
Automatica, 101, 409, 2019 |
| 4 |
Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks
Wang YD, Geng QJ, Meng FY
Energy, 181, 815, 2019 |
| 5 |
Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China
Zhang Y, Farnoosh A
Energy Policy, 132, 678, 2019 |
| 6 |
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers
Boroumand RH, Goutte S, Guesmi K, Porcher T
Energy Policy, 132, 1120, 2019 |
| 7 |
A branch and bound algorithm to solve large-scale multistage stochastic programs with endogenous uncertainty
Christian B, Cremaschi S
AIChE Journal, 64(4), 1262, 2018 |
| 8 |
A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options
Bouveret G, Chassagneux JF
Applied Mathematics and Optimization, 78(3), 469, 2018 |
| 9 |
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang CL, McAleer M, Wang YHT
Energy, 151, 984, 2018 |
| 10 |
Hedging spark spread risk with futures
Martinez B, Torro H
Energy Policy, 113, 731, 2018 |
