Spectral risk measure of holding stocks in the long run. - Zsolt Bihary; Péter Csóka; Dávid Zoltán Szabó (Ann. Oper. Res., 2020)

Optimal trading of imbalance options for power systems using an energy storage device. - Dávid Zoltán Szabó; Peter W. Duck; Paul V. Johnson 001 (Eur. J. Oper. Res., 2020)

The riskiness of stock versus money market investment with stochastic rates. - Dávid Zoltán Szabó; Zsolt Bihary (Central Eur. J. Oper. Res., 2023)

Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. - Paul V. Johnson 001; Dávid Zoltán Szabó; Peter W. Duck (Eur. J. Oper. Res., 2024)