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Maximum-loss, minimum-win and the Esscher pricing principle

Kovacevic, Raimund - In: IMA journal of management mathematics 23 (2012) 4, pp. 325-339

Persistent link: https://www.econbiz.de/10010127520

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

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Arbitrage conditions for electricity markets with production and storage

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

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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

Connection between higher order measures of risk and stochastic dominance

Pichler, Alois - In: Computational management science 21 (2024) 2, pp. 1-28

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Handbook of Risk Management in Energy Production and Trading

Kovacevic, Raimund - 2013 - 1st ed.

This book presents an overview of the risks involved in modern electricity production, delivery, and trading. Coverage includes energy markets, optimal decisions in managing energy systems, pricing, and political and other long term risks.

Persistent link: https://www.econbiz.de/10014234638

Does insurance help to escape the poverty trap? : a ruin theoretic approach

Kovacevic, Raimund; Pflug, Georg - In: The journal of risk and insurance : the journal of the … 78 (2011) 4, pp. 1003-1027

Persistent link: https://www.econbiz.de/10009407878

Medium-term planning for thermal electricity production

Kovacevic, Raimund; Paraschiv, Florentina - In: OR spectrum : quantitative approaches in management 36 (2014) 3, pp. 723-759

Persistent link: https://www.econbiz.de/10010375217

Electricity swing option pricing by stochastic bilevel optimization : a survey and new approaches

Kovacevic, Raimund; Pflug, Georg - In: European journal of operational research : EJOR 237 (2014) 2, pp. 389-403

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Are time consistent valuations information monotone?

Kovacevic, Raimund; Pflug, Georg - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10010363963