Research Interests: Sustainable operations; energy market, battery control, risk management, data-driven decision making
Working Papers
1. Dynamic Operational versus Financial Hedging for a Risk-Averse Firm (with Roman Kapuscinski and Wanshan Zhu). In preparation for resubmission
2. Dynamic Valuation of A Battery with Performance Degradation (with Roman Kapuscinski and John Silberholz). Preparing for submission
3. Creators vs. GenAI: Optimizing Data Sharing and Compensation in Content Markets (with Zijin Zhang). Paper available upon request
Publication
4. Cost-Saving Synergy: Energy Stacking in Battery Energy Storage Systems (with Roman Kapuscinski and John Silberholz). Forthcoming in Management Science
5. A Recommending System for Mobile Games Using the Dynamic Nonparametric Model (with Jinkyoo Park, Jeonghye Choi, and Seung Bum Soh), 2023.Journal of Business Research
6. Count-Based Change Point Detection via Multi-Output Log-Gaussian Cox Processes (with Jinkyoo Park), 2020.IISE Transactions (formerly IIE Transactions)
Work In Progress
7. Joint Valuation of a Battery Portfolio: Benefits of Heterogeneity (with Roman Kapuscinski and John Silberholz
Joonho Bae 