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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.


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


Post PhD Affiliation:

ÖNB - Österreichische Nationalbank


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

  • 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)
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