Peter GROSS

Peter Gross was born in Upper-Austria. He studied Technical Mathematics with a concentration in Mathematical Economics at Vienna University of Technology, specialising in Econometrics and Operations Research. After his graduation in 2009 he worked as a consultant in the natural gas industry.

Defensio

Date: 23.06.2014

Titel: Behavioral pricing of energy swing options: A tailored solution algorithm for a multi-stage stochastic bilevel program with applications in energy markets

CONGRATULATIONS!!

Post PhD Affiliation:

ÖNB - Österreichische Nationalbank

Education

Since 2011: PhD student at IK computational optimization

2003 - 2009: Technical Mathematics at Vienna UT

2008: exchange semester at Technical University of Denmark

Research interests

stochastic optimization, stochastic modelling of commodity markets, energy portfolio optimization

Publications

Pflug, G. & Gross, P.: Behaviorial Pricing of Energy Swing Options by Stochastic Bilvel Optimizatio. In: Energy Systems. 2016. pp 1-26

Kovacevic, R., Pflug, G. & Gross, P.: Energy Markets. In: Handbook of Risk Management in Energy Production and Trading. 2013. (Handbook of Risk Management in Energy Production and Trading, 199, pp3-24)