Details about Dávid Zoltán Szabó

Access statistics for papers by Dávid Zoltán Szabó.

Last updated 2025-06-10. Update your information in the RePEc Author Service.

Short-id: psz84

Working Papers

2021

1. The impact of social pressure of differing audience size on referees and team performances from a North American perspective
   Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest View citations (1)

2018

2. Spectral risk measure of holding stocks in the long run
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (1)
   See also Journal Article Spectral risk measure of holding stocks in the long run, Annals of Operations Research, Springer (2020) View citations (2) (2020)

Journal Articles

2024

1. Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market
   European Journal of Operational Research, 2024, 319, (2), 611-624

2023

2. The riskiness of stock versus money market investment with stochastic rates
   Central European Journal of Operations Research, 2023, 31, (2), 393-415

2022

3. Margin requirements based on a stochastic correlation model
   Journal of Futures Markets, 2022, 42, (10), 1797-1820

2020

4. Optimal trading of imbalance options for power systems using an energy storage device
   European Journal of Operational Research, 2020, 285, (1), 3-22 View citations (5)
5. Spectral risk measure of holding stocks in the long run
   Annals of Operations Research, 2020, 295, (1), 75-89 View citations (2)
   See also Working Paper Spectral risk measure of holding stocks in the long run, CERS-IE WORKING PAPERS (2018) View citations (1) (2018)