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2023Annals of Operations Research: Vol. 330, Issue 1-2Practice-relevant model validation: distributional parameter risk analysis in financial model risk managementMark Cummins, Fabian Gogolin, Fearghal Kearney, Greg Kiely, Bernard Murphyhttp://dx.doi.org/10.1007/s00291-023-00709-z
2021European Journal of Operational Research: Vol. 288, Issue 1Gas storage valuation in incomplete marketsNils Löhndorf, David Wozabalhttp://dx.doi.org/10.3390/ijfs6010027
2021Decisions in Economics and Finance: Vol. 44, Issue 2A deep learning model for gas storage optimizationNicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann, Hanna Wuttehttp://dx.doi.org/10.2139/ssrn.2089268
2018International Journal of Financial Studies: Vol. 6, Issue 1Gas Storage Valuation and Hedging: A Quantification of Model RiskPatrick Hénaff, Ismail Laachir, Francesco Russohttp://dx.doi.org/10.1007/s10479-022-04574-x
2016Journal of Commodity Markets: Vol. 4, Issue 1A tutorial on portfolio-based control algorithms for merchant energy trading operationsNicola Secomandihttp://dx.doi.org/10.1287/opre.2015.1407
2016Energy: Vol. 111Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approachBård Misund, Atle Oglendhttp://dx.doi.org/10.2139/ssrn.1916606
2016European Journal of Operational Research: Vol. 252, Issue 1Optimal operation of pumped-hydro storage plants with continuous time-varying power pricesBjarne Steffen, Christoph Weberhttp://dx.doi.org/10.1016/j.ejor.2016.01.005
2015Manufacturing & Service Operations Management: Vol. 17, Issue 3Merchant Commodity Storage and Term-Structure Model ErrorNicola Secomandi, Guoming Lai, François Margot, Alan Scheller-Wolf, Duane J. Seppihttp://dx.doi.org/10.1016/j.ejor.2020.05.044
2015Operations Research: Vol. 63, Issue 5Merchant Commodity Storage Practice RevisitedNicola Secomandihttp://dx.doi.org/10.5547/01956574.33.4.6
2013Energy Economics: Vol. 36Efficient storage capacity in power systems with thermal and renewable generationBjarne Steffen, Christoph Weberhttp://dx.doi.org/10.1109/WSC.2013.6721496
2012SSRN Electronic JournalGas Storage Valuation: A Comparative Simulation StudyBastian Felixhttp://dx.doi.org/10.1016/j.jcomm.2016.10.003
2012The Energy Journal: Vol. 33, Issue 4A Rough Analysis: Valuing Gas StorageMonica Giulietti, Luigi Grossi, Michael Watersonhttp://dx.doi.org/10.1287/msom.2015.0518
2011SSRN Electronic JournalEfficient Storage Capacity in Power Systems with Thermal and Renewable GenerationChristoph Weber, Bjarne Steffenhttp://dx.doi.org/10.1016/j.eneco.2012.11.007

 

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