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Valuation and pricing of electricity delivery contracts : the producer's view

Kovacevic, Raimund - 2019

Persistent link: https://www.econbiz.de/10012008596

Stochastic contagion models without immunity : their long term behaviour and the optimal level of treatment

Kovacevic, Raimund - In: Central European journal of operations research : CEJOR … 26 (2018) 2, pp. 395-421

Persistent link: https://www.econbiz.de/10011866126

Arbitrage conditions for electricity markets with production and storage

Kovacevic, Raimund - In: Computational Management Science : CMS 16 (2019) 4, pp. 671-696

Persistent link: https://www.econbiz.de/10012126683

Guest editorial to the featured cluster "advances in stochastic optimization"

Kovacevic, Raimund; Meloni, Carlo; Pacciarelli, Dario; … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10012239461

Handbook of risk management in energy production and trading

Kovacevic, Raimund (ed.); Pflug, Georg (ed.); … - 2013

Persistent link: https://www.econbiz.de/10013425563

Risk-averse bargaining in a stochastic optimization context

Gutjahr, Walter J.; Kovacevic, Raimund; Wozabal, David - In: Manufacturing & service operations management : M & SOM 25 (2023) 1, pp. 323-340

Persistent link: https://www.econbiz.de/10014299605

Dynamic economic problems with regime switches

Haunschmied, Josef (ed.); Kovacevic, Raimund (ed.); … - Viennese Conference on Optimal Control and Dynamic … - 2021

This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be...

Persistent link: https://www.econbiz.de/10012288480

Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov

Feichtinger, Gustav (ed.); Kovacevic, Raimund (ed.); … - 2018

Persistent link: https://www.econbiz.de/10011861059

Time-inconsistent multistage stochastic programs : martingale bounds

Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163

Persistent link: https://www.econbiz.de/10011434903

Nonlinear stochastic programming : with a case study in continuous switching

Pichler, Alois; Tomasgard, Asgeir - In: European journal of operational research : EJOR 252 (2016) 2, pp. 487-501

Persistent link: https://www.econbiz.de/10011457699