Department of Statistical Science

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Lajos Maurovich Horvat

Financial and physical risk management for energy projects

I am working on risk management problems applying methods of stochastic programming. I investigate how owners with different risk aversions can run a CHP plant optimally and in my next projects I will study how to manage financial and physical risk in nuclear plants and during transmission capacity expansion. 

Supervisors

• Afzal Siddiqui
• Bert De Reyck