Peter TANKOV


Peter TANKOV
CREST Permanent Member
Full Professor
Finance
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Cyclone generation Algorithm including a THERmodynamic module for Integrated National damage Assessment (CATHERINA 1.0) compatible with Coupled Model Intercomparison Project (CMIP) climate data

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Le Guenedal Théo,Drobinski Philippe,Tankov Peter

Geoscientific Model Development, 2022

Profitability and Revenue Uncertainty of Wind Farms in Western Europe in Present and Future Climate

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Alonzo Bastien,Concettini Silvia,Creti Anna,Drobinski Philippe,Tankov Peter

Energies, 2022

How Skillful Are the European Subseasonal Predictions of Wind Speed and Surface Temperature?

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Goutham Naveen,Plougonven Riwal,Omrani Hiba,Parey Sylvie,Tankov Peter

Monthly Weather Review, 2022

Price formation and optimal trading in intraday electricity markets

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Féron Olivier,Tankov Peter,Tinsi Laura

Mathematics and Financial Economics, 2022

Stochastic optimization with dynamic probabilistic forecasts

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Tankov Peter,Tinsi Laura

Annals of Operations Research, 2022

Control and optimal stopping Mean Field Games: a linear programming approach

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Dumitrescu R,Leutscher M,Tankov P

Electronic Journal of Probability, 2021

Price formation and optimal trading in intraday electricity markets with a major player

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Féron O,Tankov P,Tinsi L

Risks, 2020

The economic value of wind energy nowcasting

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Dupré A,Drobinski P,Badosa J,Briard C,Tankov P

Energies, 2020

Measuring the risk of supply and demand imbalance at the monthly to seasonal scale in France

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Alonzo B,Drobinski P,Plougonven R,Tankov P

Energies, 2020

Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height

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Alonzo B,Tankov P,Drobinski P,Plougonven R

International Journal of Forecasting, 2020

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